Search results for "High frequency"

showing 10 items of 58 documents

Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach

2015

We present a Hawkes-model approach to the foreign exchange market in which the high-frequency price dynamics is affected by a self-exciting mechanism and an exogenous component, generated by the pre-announced arrival of macroeconomic news. By focusing on time windows around the news announcement, we find that the model is able to capture the increase of trading activity after the news, both when the news has a sizable effect on volatility and when this effect is negligible, either because the news in not important or because the announcement is in line with the forecast by analysts. We extend the model by considering noncausal effects, due to the fact that the existence of the news (but not…

news arrivalTime windowsforeign exchange marketHawkes processehigh frequency financeEconomicsMonetary economicsVolatility (finance)Time seriesForeign exchange marketComputingMilieux_MISCELLANEOUS
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Persistent cow's milk protein intolerance in infants: the changing faces of the same disease

1998

Background Recent research has shown that cow's milk protein intolerance (CMPI) often persists beyond 4 years of age. Aims To evaluate the clinical and immunological characteristics of a group of infants with persistent CMPI. Patients and methods Twelve infants (6 m, 6f) with persistent CMPI were followed up from birth until a median age of 5 years. The patients underwent CMP challenge each year to evaluate CMP-tolerance. As controls we followed 26 infants (12 m, 14 f) with CMPI that resolved within 1–2 years. Results A family history of atopic disease was found in 10/12 patients with persistent CMPI and in 10/26 controls (P < 0.01). Clinical presentation changed over time: at onset symptom…

MalePediatricsmedicine.medical_specialtyConstipationImmunologyDiseaseRadioallergosorbent TestDouble-Blind MethodmedicineAnimalsHumansImmunology and AllergyFamily historyChildAsthmaMilk proteinbusiness.industryInfant NewbornInfantVery high frequencyImmunoglobulin EMilk Proteinsmedicine.diseaseFood intoleranceCow's milk proteinChild PreschoolImmunoglobulin GImmunologyCattleFemaleMilk Hypersensitivitymedicine.symptombusinessClinical &amp; Experimental Allergy
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389 HIGH-FREQUENCY STIMULATION-INDUCED LONG-TERM POTENTIATION (LTP) AND LOW-FREQUENCY STIMULATION-INDUCED DEPOTENTIATION (DE-LTP) OF PAIN PERCEPTION …

2010

Anesthesiology and Pain MedicineHigh frequency stimulationbusiness.industryPain perceptionMedicineLong-term potentiationDepotentiationbusinessNeuroscienceLow frequency stimulationEuropean Journal of Pain Supplements
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Experimental characterization of bodycentric passive RFID systems

2011

Recent progresses in the design of wearable RFID tag antennas stimulate the idea of passive bodycentric systems wherein the required power to drive the wearable tags is directly scavenged from the interrogation signal emitted by the reader unit. While active bodycentric links have been extensively investigated, the feasibility of passive systems is still questionable due to the poor sensitivity of the tags and to the modest read distances. This paper describes an articulated measurement campaign with textile wearable low-profile tags in the UHF RFID band. It is demonstrated that both on-body and off-body links are feasible with a power budget fully compliant with the available technology. T…

EngineeringPassive systemsbusiness.industryRFID sensor wearableeWearable computerSettore ING-INF/02 - Campi ElettromagneticiSignalPower budgetPower (physics)Ultra high frequencyElectronic engineeringSensitivity (control systems)businessInterrogation
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Humidity Sensing by Polymer-Loaded UHF RFID Antennas

2012

Passive ultra high-frequency radio frequency identification tags, besides item labeling, are also able to exploit capability to sense the physical state of the tagged object as well as of the surrounding environment. Here, a new family of polymer-doped tags are proposed and fully characterized for the detection of ambient humidity. A sensitive chemical species based on PEDOT:PSS is used to load a shaped slot, carved into a folded-like patch tag. The communication and sensing capabilities of the resulting radio-sensor are investigated by means of simulation and measurements that show how to control and balance above opposite requirements by a proper deposition of the sensitive material. The …

Computer sciencebusiness.industryElectrical engineeringHumidityRFIDsensor antennaSettore ING-INF/02 - Campi ElettromagneticiSense (electronics)Microstrip antennaUltra high frequencyPEDOT:PSSRadio-frequency identificationDeposition (phase transition)Electrical and Electronic EngineeringbusinessInstrumentation
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A Trajectory-Driven SIMO mm-Wave Channel Model for a Moving Point Scatterer

2021

In this paper, we propose a trajectory-based three-dimensional (3D) non-stationary channel model for a millimeter wave (mm-Wave) single-input multiple-output (SIMO) system. The proposed channel model is designed to capture the mobility of a moving point scatterer in an indoor environment. We derive the expression of the time-variant (TV) channel transfer function (CTF). We study the TV Doppler characteristics of the channel, such as the TV Doppler power spectrum and the TV mean Doppler shift. To validate the proposed channel model, we performed a measurement campaign in an indoor environment using a software defined radar operating at 24 GHz. As a moving object, we consider a single swingin…

Computer sciencebusiness.industryAcoustics020208 electrical & electronic engineeringPendulumSpectral density020206 networking & telecommunications02 engineering and technologylaw.inventionsymbols.namesakeSoftwarelawExtremely high frequency0202 electrical engineering electronic engineering information engineeringsymbolsTrajectoryRadarbusinessDoppler effectComputer Science::Information TheoryCommunication channel2021 15th European Conference on Antennas and Propagation (EuCAP)
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Feasibility, limitations and potentiality of UHF-RFID passive implants

2012

Implanted RFID may play an important role in the personal Healthcare of next future. Antenna embedded into prosthesis or into other implanted medical devices could permit to monitor physiological and pathological processes, providing a natural interconnection to remote services. The big technical challenge is to establish a stable RFID link with the interior of the human body in spite of the high electromagnetic losses of the tissues. By using parametric electromagnetic models and some early result, it is here investigated the potentiality and limitation of the UHF implants with special attention to the body district, the overall mass, and the size of the antennas.

InterconnectionEngineeringUltra high frequencybusiness.industryElectronic engineeringElectromagnetic modelAntenna (radio)businessImplantable antennas rfid sensorUhf antennas
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Passive RFID Strain-Sensor Based on Meander-Line Antennas

2011

The processing of backscattered signals coming from RFID tags is potentially useful to detect the physical state of the tagged object. It is here shown how to design a completely passive UHF RFID sensor for strain monitoring starting from a flexible meander-line dipole whose shape factor and feed section are engineered to achieve the desired sensing resolution and dynamic range. This class of devices is low-cost, promises sub-millimeter resolution and may found interesting applications in the Structural Health Monitoring of damaged structures and vehicles as well as during extreme and adverse events.

BackscatterComputer sciencebusiness.industryElectrical engineeringSettore ING-INF/02 - Campi Elettromagneticilaw.inventionDipoleRFID sensor SHMUltra high frequencylawDipole antennaStructural health monitoringSensitivity (control systems)Electrical and Electronic EngineeringbusinessElectrical impedanceStrain gauge
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Local field potential activity dynamics in response to deep brain stimulation of the subthalamic nucleus in Parkinson's disease

2020

Abstract Local field potentials (LFPs) may afford insight into the mechanisms of action of deep brain stimulation (DBS) and potential feedback signals for adaptive DBS. In Parkinson's disease (PD) DBS of the subthalamic nucleus (STN) suppresses spontaneous activity in the beta band and drives evoked resonant neural activity (ERNA). Here, we investigate how STN LFP activities change over time following the onset and offset of DBS. To this end we recorded LFPs from the STN in 14 PD patients during long (mean: 181.2 s) and short (14.2 s) blocks of continuous stimulation at 130 Hz. LFP activities were evaluated in the temporal and spectral domains. During long stimulation blocks, the frequency …

0301 basic medicineChange over timeMaleDeep brain stimulationSteady state (electronics)Parkinson's diseasemedicine.medical_treatmentDeep Brain StimulationParkinson's disease610 Medicine & healthStimulationFeedback markersLocal field potentialHigh frequency oscillationsArticlelcsh:RC321-57103 medical and health sciences0302 clinical medicineSubthalamic NucleusmedicineHumansBeta (finance)Adaptive deep brain stimulation610 Medicine &amp; healthEvoked PotentialsBeta oscillationslcsh:Neurosciences. Biological psychiatry. NeuropsychiatryAgedLocal field potentialsChemistryParkinson DiseaseMiddle Agedmedicine.diseasenervous system diseasesSubthalamic nucleus030104 developmental biologysurgical procedures operativeNeurologynervous systemParkinson’s diseaseFemaleEvoked resonant neural activityGamma activityBeta RhythmNeuroscience030217 neurology & neurosurgery
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Modelling systemic price cojumps with Hawkes factor models

2015

Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.

Multivariate statisticsEconomicsSystemic shockPoisson distribution01 natural sciencesSynchronizationEconometrics and Finance (all)2001 EconomicsFOS: Economics and business010104 statistics & probabilitysymbols.namesakeHigh frequency data0502 economics and businessEconomicsEconometricsCojumps0101 mathematicsCojumps; Hawkes processes; High frequency data; Systemic shocks; Finance; Economics Econometrics and Finance (all)2001 Economics Econometrics and Finance (miscellaneous)Time clusteringFactor analysisSettore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e FinanziarieStatistical Finance (q-fin.ST)050208 financeSystemic shocksHawkes processe05 social sciencesQuantitative Finance - Statistical FinanceEconomics Econometrics and Finance (all)2001 Economics Econometrics and Finance (miscellaneous)Econometrics and Finance (miscellaneous)symbolsCojumpHawkes processesGeneral Economics Econometrics and FinanceFinanceSign (mathematics)Quantitative Finance
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