This MSc Thesis was performed during a study stay at the Hochschule Furtwangen University, Furtwangen, Germany. This Master Project provides a theoretical background for understanding financial market principles. It focuses on foreign exchange market, where it gives a description of fundamentals and price analysis. Further, it covers principles of high-frequency trading including strategy, development and cost. FIX protocol is the financial market communication protocol and is discussed in detail. The core part of Master Project are sorting algorithms, these are covered on theoretical and practical level. Aggregator design includes implementation environment, specification and individual parts of aggregator application represented as objects. Implementation overview can be found in last Chapter.

The high frequency reciprocating rig (HFRR) is typically used to determine the lubricity of diesel fuels and has been accepted as the universal test apparatus in most countries of the world. A study was undertaken to analyse results obtained with the HFRR instrument by identifying crucial factors contributing to friction and wear mechanisms during a lubricity test under given conditions that may lead to a better understanding of test results obtained. The transient temperature distribution on a semiinfinite disk due to a circular continuous oscillatory heat source was also modelled. The model was used to calculate the contact temperature of a contact similar to what can be expected in the HFRR apparatus. For lubricated tests a mixture of n-hexadecane (cetane) as base fluid and palmitic acid as lubricity additive was used. Experimental results, including results obtained by running unlubricated (dry) tests and results obtained from literature were all considered to formulate the hypothesis that a fully functional additive film will not survive the full duration of the lubricity test, which is 75 minutes (ISO 12156-1, 2003). Friction values obtained in the experiments conducted were much higher than what is expected for boundary films formed by long chain carboxylic acids. Comparable friction values were obtained in the first few seconds of the tests, but the friction values increased indicating the destruction of the boundary film. Metal oxide lubrication dominates for the remainder of the test. Information of the exact mechanism prevailing in the crucial first few seconds of the test should be obtained by increasing the data acquisition rate of the apparatus. It is believed that junction growth through adhesion is the dominant factor in the initial stages of the test. GCxGC/TOF-MS showed the formation of hexane and heptane, which is a strong indication of the catalytic decomposition of the C16-hydrocarbons in the sample. / Dissertation (MEng)--University of Pretoria, 2010. / Chemical Engineering / unrestricted

Algorithmic and high-frequency trading on capital market Abstract The subject of this diploma thesis is legal regulation and development of regulation of algorithmic and high-frequency trading on capital market within Community Law but also within several European countries, USA and Japan. The aim of this diploma thesis is to define terms of algorithmic and high-frequency trading, which were not thoroughly regulated until lately, to outline development of legal regulation, to compare different approaches to their regulation in different countries and to assess the phenomenon of algorithmic and high- frequency trading. The diploma theses uses descriptive method to define the fundamental terms and discuss positive legal framework. It also uses deduction for assessment and comparative method to examine different approaches to legal regulation in different countries. The first chapter characterizes capital market as a place in which algorithmic and high- frequency trading takes place, including its historical development, participants and supervisory authorities. The second chapter defines terms of algorithmic and high-frequency trading considering their historical development and both mutual similarities their differences and their characteristics. It also includes an analysis of their key aspects and related...

Aim of the study: To evaluate the influence of high frequency hearing loss (>8000 Hz) on distortion product otoacoustic emissions registered in the frequency range from 0,5 to 8 kHz. Material and methods: 280 ears with tinnitus and normal hearing (0.25–8 kHz) divided into 3 groups depending on the degree of high frequency hearing loss: group A – hearing threshold up to 20 dB for 10, 12.5, 14 and 16 kHz (68 ears); group B – hearing threshold 25–40 dB HLfor at least one of four EHfs (93 ears); group C – hearing threshold above 40 dB HL for at least one of four EHFs (119 ears). For each group mean audiogram and DP-gram were obtained and statistical analysis was used for comparison across these groups. Results: Mean DPOAE values in group C were significantly lower in comparison with group A for the frequency range 2–8 kHz, and in comparison with group B were significantly lower for the frequency range 4–8 kHz. Conclusions: High frequency hearing loss (above 8 kHz) has a relevant influence on distortion product otoacoustic emissions registered at frequencies below 8 kHz in tinnitus patients. The greater is hearing loss above 8 kHz, the lower is DPOAE value below 8 kHz.

To stay competitive in the steel industry, steelmakers are utilizing different production methods to reduce production cost without compromising on the quality of their products. In steelmaking, the production process plays a significant role on the steel cleanliness. Recent increasing demands on the cleanliness level therefore require optimization of production process to meet the requirement. Often, the types and distribution of non-metallic inclusions in steel determines the steel cleanliness. In order to optimize the production process, complete assessment of the non-metallic inclusions in the steel is necessary, leading to implementation of measures to control and/or remove non-metallic inclusions in the steel. The present study was performed to investigate the cleanliness level of steel bars produced from a high frequency induction furnace (HF) route at Uddeholms AB. Experimental studies were carried out and characteristics such as number, composition, size distribution and morphology of non-metallic inclusions were investigated. Total oxygen and total nitrogen content were also measured for indirect assessment. Further, the production operations at the HF were observed and evaluated to determine their influence on the inclusion characteristics. The characteristics obtained were compared with characteristics of inclusions in steel bars produced from an electric arc furnace production (EAF) route at Uddeholms AB and a competitor producer sample. The results showed that the level of cleanliness varies from different production routes and is hence dependent on the process at each production route. The number, maximum and mean size of inclusions were found to be higher in the HF route compared to the other routes. More so, there were differences in the types of oxide inclusions observed from each process route. However, sulphide inclusions exhibit similar characteristics from the different process routes. Further, the compositions of oxide inclusions observed from the HF route were found to be closely related to the steel chemistry. More importantly, the types of inclusions formed in the HF route were found to be sensitively affected by the extent of aluminium and calcium contents in the steel. Thus, the oxide inclusion types in the HF samples could be traced to the extent of different additions and operations such as deoxidation and calcium treatment that were carried out during the steelmaking process.

The core used to build power inductors and transformers are soft magnetic materials. When there is alternating external field, the magnetic moments rotate and consume energy, which is the core loss. The core loss depends on the AC flux frequency, amplitude, waveform, DC bias and temperature. These dependences are nonlinear and difficult to predict. How to measure, model and analyze the core loss is a challenge for decades. In this dissertation, two new core loss measurement methods are introduced first. These two methods use the reactive cancellation concept to reduce the sensitivity to phase discrepancy, which will destroy the accuracy in classic two-winding method for high frequency high quality factor sample measurements. By using the new measurement techniques the accuracy can be improved by several orders. The first is for sinusoidal waveforms, and the second is for non-sinusoidal wave. The new methods enable high frequency core loss characterization capability, which will help scientists and engineers on material research and inductor/transformer design. Measurement examples, considerations and error analysis are demonstrated and discussed in detail. With the measurement techniques, the core loss under rectangular AC voltage and DC bias current are investigated. A new core loss model named rectangular extension Steinmetz equation (RESE) is proposed based on the measurement results. The new model is shown to be more accurate than the existing core loss models. Several commercially available MnZn ferrites are characterized and modeled. Other than conventional MnZn ferrite materials, three commercial LTCC ferrite materials are characterized for integrated power supply applications. Based on characterized properties of these LTCCs, a group of new LTCC ferrites are fabricated and tested. The new LTCC is fabricated by laminating commercial LTCC tapes and co-firing. The new LTCC is demonstrated to have over 50% more inductance over the commercial LTCC materials. This work indicates that the power electronics engineers should work with material engineers to get the optimum material for a given application. In the last part, the core loss of the partially saturated lateral flux planar inductor is analyzed. The challenge of the analysis is the complexity of the distribution of bias field and flux density in a highly biased planar inductor. Each point in the core is working at different excitation and bias condition, and the core loss density is very non-uniform. The proposed method combines the characterization tested in previous chapters and the commercial finite element tool. Experiments verified that the calculation errors are within about 10%. In conclusion, the research in this dissertation proposed a complete solution to measure, model and analyze the high frequency core loss. This solution will not only facilitate fundamental research on physics understanding and material innovation, but also development of power electronics and RF applications. / Ph. D.

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Vibration assisted drilling (VAD) is a type of machining process in which high-frequency vibrations with a small amplitude are induced in the cutting tool to improve the cutting process of hard and brittle materials. These vibrations create an unsteady repetitive processing effect which eventually reduce the cutting forces. It is also crucial to measure these forces in some way because their knowledge directly aids in determining the best machining parameters. Direct and indirect methods can be used to measure these forces, but due to serious limitations of direct measurement methods, an indirect measurement method is required which is capable of online monitoring of high-frequency cutting forces. In this thesis, an indirect method is proposed to estimate thrust force and torque from the voltage signal generated by piezoelectric sensor and torsional deflection signal measured through piezoelectric accelerometer. The estimation of two input signals requires a multi-input multi-output (MIMO) model of VAD system which is developed using Receptance Coupling and Substructure Analysis (RCSA) method. Experimental and numerical methods are used to validate the constituent single-input single-output (SISO) transfer functions of the MIMO model. As the estimated forces are distorted by the dynamics of VAD structure, a Kalman Filter is employed to compensate the dynamics. The accuracy and similarity of results is determined by comparing the estimated cutting force values with the force measured from a load cell in time and frequency domain. The reported experimental results confirm the possibility of using Kalman Filter in estimating high-frequency forces generated in VAD process. / Graduate

The purpose of this study was to examine the prevalence and characteristics of audiograms that are notched (1) at 4,000 Hz and (2) at 3,000, 4,000, and/or 6,000 Hz. Bilateral audiograms from 1,000,001 veterans were obtained from Department of Veterans Affairs archives; after "cleaning" algorithms were applied, 744,553 participants (mean age = 63.5 yr) were included in the 4,000 Hz notch analysis (group 1) and 539,932 participants (mean age = 62.2 yr) were included in the 3,000, 4,000, and/or 6,000 Hz notch analysis (group 2). A notch was defined when the threshold at the notch frequency (3,000, 4,000, or 6,000 Hz) minus the 2,000 Hz threshold and the threshold at the notch frequency minus the 8,000 Hz threshold both were greater than or equal to 10 dB. In group 1, 77.1% did not have a notch at 4,000 Hz. In group 2, 65.3% did not have a notch at 3,000, 4,000, or 6,000 Hz; 12.4% had bilateral notches, 11.7% had left ear notches, and 10.7% had right ear notches. The notches were about twice as deep on the low-frequency side of the notch than on the high-frequency side. The mean left ear and right ear notch depths were about the same (23 dB), with mode notch depths in the 15.0 to 17.5 dB range.

The purpose of this study was to examine the prevalence and characteristics of audiograms that are notched (1) at 4,000 Hz and (2) at 3,000, 4,000, and/or 6,000 Hz. Bilateral audiograms from 1,000,001 veterans were obtained from Department of Veterans Affairs archives; after "cleaning" algorithms were applied, 744,553 participants (mean age = 63.5 yr) were included in the 4,000 Hz notch analysis (group 1) and 539,932 participants (mean age = 62.2 yr) were included in the 3,000, 4,000, and/or 6,000 Hz notch analysis (group 2). A notch was defined when the threshold at the notch frequency (3,000, 4,000, or 6,000 Hz) minus the 2,000 Hz threshold and the threshold at the notch frequency minus the 8,000 Hz threshold both were greater than or equal to 10 dB. In group 1, 77.1% did not have a notch at 4,000 Hz. In group 2, 65.3% did not have a notch at 3,000, 4,000, or 6,000 Hz; 12.4% had bilateral notches, 11.7% had left ear notches, and 10.7% had right ear notches. The notches were about twice as deep on the low-frequency side of the notch than on the high-frequency side. The mean left ear and right ear notch depths were about the same (23 dB), with mode notch depths in the 15.0 to 17.5 dB range.