Search results for "hidden"

showing 10 items of 210 documents

Market Impact and Trading Profile of Hidden Orders in Stock Markets

2009

We empirically study the market impact of trading orders. We are specifically interested in large trading orders that are executed incrementally, which we call hidden orders. These are statistically reconstructed based on information about market member codes using data from the Spanish Stock Market and the London Stock Exchange. We find that market impact is strongly concave, approximately increasing as the square root of order size. Furthermore, as a given order is executed, the impact grows in time according to a power law; after the order is finished, it reverts to a level of about 0.5-0.7 of its value at its peak. We observe that hidden orders are executed at a rate that more or less m…

Financial ManagementFluids & PlasmasFinancial markets econophysics hidden orderscomputer.software_genre01 natural sciencesRisk-TakingStock exchangeLondon0502 economics and business0103 physical sciencesEconometricsEconomicsHumansInvestmentsAlgorithmic trading010306 general physicsStock (geology)Models Statistical050208 financeEconophysics05 social sciencesFinancial marketReproducibility of ResultsFlash tradingSpain8. Economic growthStock marketMarket impactcomputerAlgorithms
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Cartels Uncovered

2018

How many cartels are there? The answer is important in assessing the efficiency of competition policy. We present a Hidden Markov Model that answers the question, taking into account that often we do not know whether a cartel exists in an industry or not. Our model identifies key policy parameters from data generated under different competition policy regimes and may be used with time-series or panel data. We take the model to data from a period of legal cartels - Finnish manufacturing industries 1951 - 1990. Our estimates suggest that by the end of the period, almost all industries were cartelized.

Finnish-Soviet tradekilpailupolitiikkajel:L4001 natural sciencesjel:L41jel:L0jel:L60competition lawjel:L00010104 statistics & probabilitykartellit0502 economics and business050207 economics0101 mathematicsta511lainsäädäntöidänkauppa05 social scienceskorporativismiantitrust policykilpailuoikeuslaitAntitrust; cartel; competition; detection; Hidden Markov models; illegal; legal; leniency; policy; registry.jel:L4antitrust; cartel; competition; detection; Hidden Markov models; illegal; legal; leniency; policy; registrykilpailuGeneral Economics Econometrics and Financecartelscorporatism
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Obstacle Detection in an Unstructured Industrial Robotic System: Comparison of Hidden Markov Model and Expert System

2012

Abstract This paper presents a comparison of two approaches for detecting unknown obstacles inside the workspace of an industrial robot using a laser rangefinder for 2-D measurements. The two approaches are based on Expert System (ES) and Hidden Markov Model (HMM). The results presented in the paper demonstrate that both approaches are able to correctly detect and classify unknown objects. The ES is characterised by low computational requirements and an easy setup when relatively few known objects are to be included inside the workspace. HMMs are characterised by a higher flexibility and the ability to handle a larger amount of known objects inside the workspace. Another significant benefit…

Flexibility (engineering)Engineeringbusiness.industryContrast (statistics)General MedicineWorkspacecomputer.software_genreExpert systemlaw.inventionIndustrial robotlawObstacleCollision detectionComputer visionArtificial intelligencebusinessHidden Markov modelcomputerIFAC Proceedings Volumes
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A Hidden Curriculum? Coeducation and Gender Identity

2000

Different subjects, in particular, are shown to be gendered, and it is a feet that children invest and excel in subject matters in accordance with their sex. Findings cm the reinforcement of gender stereotypes are more convergent with studies showing much more clear-cut differences in attitude between boys and girls in mixed groups. Coeducation holds back intellectual and personal development because it gives particular cogency to the cognitive processes of gender categorisation not only of fields and professions, but also of one's self and of others. Most importantly, probably, is the socialisation process that takes place simply through the cohabitation of the two groups, with their suppo…

Gender identitybusiness.industryIdentité[SHS.EDU]Humanities and Social Sciences/Education[SHS.EDU] Humanities and Social Sciences/Education05 social sciencesSubject (philosophy)Cognition050109 social psychology050105 experimental psychologyPersonal developmentCohabitation5. Gender equalityHidden curriculum0501 psychology and cognitive sciencesCurriculumbusinessPsychologyGenreSocial psychologyComputingMilieux_MISCELLANEOUS
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Real-Time Assembly Support System with Hidden Markov Model and Hybrid Extensions

2022

This paper presents a context-aware adaptive assembly assistance system meant to support factory workers by embedding predictive capabilities. The research is focused on the predictor which suggests the next assembly step. Hidden Markov models are analyzed for this purpose. Several prediction methods have been previously evaluated and the prediction by partial matching, which was the most efficient, is considered in this work as a component of a hybrid model together with an optimally configured hidden Markov model. The experimental results show that the hidden Markov model is a viable choice to predict the next assembly step, whereas the hybrid predictor is even better, outperforming in so…

General MathematicsComputer Science (miscellaneous)assembly support systems; hidden Markov models; prediction by partial matching; hybrid predictionEngineering (miscellaneous)Mathematics
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Coupled Discrete Fractional-Order Logistic Maps

2021

This paper studies a system of coupled discrete fractional-order logistic maps, modeled by Caputo’s delta fractional difference, regarding its numerical integration and chaotic dynamics. Some interesting new dynamical properties and unusual phenomena from this coupled chaotic-map system are revealed. Moreover, the coexistence of attractors, a necessary ingredient of the existence of hidden attractors, is proved and analyzed.

General Mathematicscaputo delta fractional differenceChaoticattraktoritstabilityStability (probability)fractional-order difference equationNumerical integrationNonlinear Sciences::Chaotic DynamicsAttractorQA1-939Computer Science (miscellaneous)Applied mathematicsOrder (group theory)dynaamiset systeemitEngineering (miscellaneous)Mathematicsdiscrete fractional-order systemhidden attractorMathematicsMathematics
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(K)over-bar* mesons in dense matter

2010

We study the properties of (K) over bar* mesons in nuclear matter using a unitary approach in coupled channels within the framework of the local hidden gauge formalism and incorporating the (K) over bar pi decay channel in matter. The in-medium (K) over bar *N interaction accounts for Pauli blocking effects and incorporates the (K) over bar* self-energy in a self-consistent manner. We also obtain the (K) over bar* (off-shell) spectral function and analyze its behavior at finite density and momentum. At a normal nuclear matter density, the (K) over bar* meson feels a moderately attractive potential, while the (K) over bar* width becomes five times larger than in free space. We estimate the t…

General theory of fields and particlesNEUTRON-STARSHIDDEN LOCAL SYMMETRYNuclear TheoryHigh Energy Physics::PhenomenologyTeoria de camps (Física)CHIRAL DYNAMICSFísicaSpecific reactions and phenomenologyHEAVY-ION COLLISIONSIN-MEDIUM KAONBOUND-STATESSPECTRAL-FUNCTIONProperties of specific particlesHigh Energy Physics::ExperimentRHO-MESONVECTOR-MESONSNUCLEAR-MATTER
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Conjugate Gradient Method for Brain Magnetic Resonance Images Segmentation

2018

Part 8: Pattern Recognition and Image Processing; International audience; Image segmentation is the process of partitioning the image into regions of interest in order to provide a meaningful representation of information. Nowadays, segmentation has become a necessity in many practical medical imaging methods as locating tumors and diseases. Hidden Markov Random Field model is one of several techniques used in image segmentation. It provides an elegant way to model the segmentation process. This modeling leads to the minimization of an objective function. Conjugate Gradient algorithm (CG) is one of the best known optimization techniques. This paper proposes the use of the nonlinear Conjugat…

Ground truthComputer sciencebusiness.industryThe Conjugate Gradient algorithmComputingMethodologies_IMAGEPROCESSINGANDCOMPUTERVISIONBrain image segmentationPattern recognition02 engineering and technologyImage segmentationImage (mathematics)Nonlinear conjugate gradient method03 medical and health sciences0302 clinical medicineDice Coefficient metricHidden Markov Random FieldConjugate gradient methodComputer Science::Computer Vision and Pattern Recognition0202 electrical engineering electronic engineering information engineering020201 artificial intelligence & image processingSegmentation[INFO]Computer Science [cs]Artificial intelligencebusinessHidden Markov random field030217 neurology & neurosurgery
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T-pattern detection and analysis for the discovery of hidden features of behaviour

2018

Abstract Background The behaviour of all living beings consists of hidden patterns in time; consequently, its nature and its underlying dynamics are intrinsically difficult to be perceived and detected by the unaided observer. Method Such a scientific challenge calls for improved means of detection, data handling and analysis. By using a powerful and versatile technique known as T-pattern detection and analysis (TPA) it is possible to unveil hidden relationships among the behavioural events in time. Results TPA is demonstrated to be a solid and versatile tool to study the deep structure of behaviour in different experimental contexts, both in human and non human subjects. Conclusion This re…

Group method of data handlingComputer scienceHidden patternPattern Recognition Automated03 medical and health sciencesPattern detectionBehavioural sequence0302 clinical medicineAnimalsHumans0501 psychology and cognitive sciences050102 behavioral science & comparative psychologyBehaviorbusiness.industryGeneral Neuroscience05 social sciencesT-pattern analysiPattern recognitionObserver (special relativity)Models TheoreticalTPAArtificial intelligencebusiness030217 neurology & neurosurgerySoftwareNeuroscience
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Physics beyond colliders at CERN: beyond the Standard Model working group report

2019

The Physics Beyond Colliders initiative is an exploratory study aimed at exploiting the full scientific potential of the CERN's accelerator complex and scientific infrastructures through projects complementary to the LHC and other possible future colliders. These projects will target fundamental physics questions in modern particle physics. This document presents the status of the proposals presented in the framework of the Beyond Standard Model physics working group, and explore their physics reach and the impact that CERN could have in the next 10–20 years on the international landscape.

HIGH-ENERGYHigh energyaxionsPhysics - Instrumentation and DetectorsPhysics::Instrumentation and DetectorsPhysics beyond the Standard Model01 natural sciencesHigh Energy Physics - Experimentdark matter: couplingHigh Energy Physics - Experiment (hep-ex)High Energy Physics - Phenomenology (hep-ph)photon: coupling[PHYS.HEXP]Physics [physics]/High Energy Physics - Experiment [hep-ex]Detectors and Experimental Techniquesphysics.ins-detPHOTON VETO DETECTORdark sectorPhysicsLarge Hadron Colliderneutrino: pair productionnew physics: search forlepton: flavor: violationdark matter: pair productionhep-phInstrumentation and Detectors (physics.ins-det)photon: invisible decayNEUTRAL HEAVY-LEPTONSHigh Energy Physics - PhenomenologyLIGHTCERN LHC Collphoton: mixingSystems engineeringParticle Physics - ExperimentNuclear and High Energy PhysicsCERN LabacceleratorPHI-MESON DECAYSExploratory researchFOS: Physical sciences530dark matterStandard ModelELECTRIC-DIPOLE MOMENTacceleratorsVECTOR GAUGE BOSONSEARCH0103 physical sciencesDARK-MATTERddc:530K: semileptonic decay[PHYS.PHYS.PHYS-INS-DET]Physics [physics]/Physics [physics]/Instrumentation and Detectors [physics.ins-det]particle physics010306 general physicsvector boson: postulated particleCP CONSERVATIONbeyond standard ModelParticle Physics - Phenomenologylepton: universalityphoton: hidden sectorbeyond standard Model; dark matter; dark sector; axions; particle physics; acceleratorshep-ex010308 nuclear & particles physicscoupling constantCERN SPSlandscapeAccelerators and Storage Ringsdark matter: mediation[PHYS.HPHE]Physics [physics]/High Energy Physics - Phenomenology [hep-ph]Fundamental physicsPhysics::Accelerator Physicsaxion: solarJournal of Physics G: Nuclear and Particle Physics
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