This paper investigates the market microstructure of the Taiwan Stock Exchange Capitalization weighted Stock Index (TX) futures contracts traded on the Taiwan Futures Exchange which quite recently switched from an electronic periodic call auction market to an electronic continuous auction market. No doubt it is a rare opportunity for us to deeply look into market quality under different trading mechanisms. Using time-stamped transaction data of trades and quotes covering the period from January 2001 to September 2002, overall behavior for all TX Futures contracts are explored first—including intraday and daily patterns in the bid-ask spreads, volume, trade size, volatility, liquidity ratio and other characteristics. Next, in order to observe whether long-term contracts and short-term contracts have different patterns, the sample is divided into two groups—quarterly expiration contract months (March, June, September, and December) and non-quarterly expiration contract months, and the intraday/daily patterns are displayed. Moreover, since TAIFEX transferred trading mechanism on July 29th 2002 from an electronic periodic call auction market to an electronic continuous auction market, intraday/daily patterns are separately illustrated and compared before and after July 29th 2002, and ANOVA F-Statistic and Kruskal-Wallis tests are also taken to provide more insights into time-varying behavior under two different kinds of market trading mechanisms. The empirical results indicate that the most active periods correspond to the TAIFEX’Ss opening five-minute interval (8:45-8:50), TSEC’Ss opening five-minute interval (9:00-9:05), and TAIFEX’S closing five-minute interval (13:40-13:45) with wide spreads and large trade sizes. In 54 five-minute intervals for the regular trading session of both TAIFEX and TSEC from 9:00 a.m. to 1:30 p.m., the behavior of spreads, volume and trade sizes mainly reveal U-shaped patterns. The average trading volume within each time interval plunges, except within the final 5 minutes closing procedure interval, after TAIFEX transferred trading mechanism from an electronic periodic call auction market to an electronic continuous auction market with wider spreads and narrower volatility, in general. Moreover, intraday patterns of the average volume under new microstructure exhibit a right angular U-shape while intraday patterns of volume under old microstructure reveal a smooth U-shape. The evidence suggests a conjecture that the transfer of market trading mechanism might result in informed traders’ altering their intraday behavior and might lessening their trading desire. Further evidence in confirmation of this statement is left to future work. / This paper investigates the market microstructure of the Taiwan Stock Exchange Capitalization weighted Stock Index (TX) futures contracts traded on the Taiwan Futures Exchange which quite recently switched from an electronic periodic call auction market to an electronic continuous auction market. No doubt it is a rare opportunity for us to deeply look into market quality under different trading mechanisms. Using time-stamped transaction data of trades and quotes covering the period from January 2001 to September 2002, overall behavior for all TX Futures contracts are explored first—including intraday and daily patterns in the bid-ask spreads, volume, trade size, volatility, liquidity ratio and other characteristics. Next, in order to observe whether long-term contracts and short-term contracts have different patterns, the sample is divided into two groups—quarterly expiration contract months (March, June, September, and December) and non-quarterly expiration contract months, and the intraday/daily patterns are displayed. Moreover, since TAIFEX transferred trading mechanism on July 29th 2002 from an electronic periodic call auction market to an electronic continuous auction market, intraday/daily patterns are separately illustrated and compared before and after July 29th 2002, and ANOVA F-Statistic and Kruskal-Wallis tests are also taken to provide more insights into time-varying behavior under two different kinds of market trading mechanisms. The empirical results indicate that the most active periods correspond to the TAIFEX’Ss opening five-minute interval (8:45-8:50), TSEC’Ss opening five-minute interval (9:00-9:05), and TAIFEX’S closing five-minute interval (13:40-13:45) with wide spreads and large trade sizes. In 54 five-minute intervals for the regular trading session of both TAIFEX and TSEC from 9:00 a.m. to 1:30 p.m., the behavior of spreads, volume and trade sizes mainly reveal U-shaped patterns. The average trading volume within each time interval plunges, except within the final 5 minutes closing procedure interval, after TAIFEX transferred trading mechanism from an electronic periodic call auction market to an electronic continuous auction market with wider spreads and narrower volatility, in general. Moreover, intraday patterns of the average volume under new microstructure exhibit a right angular U-shape while intraday patterns of volume under old microstructure reveal a smooth U-shape. The evidence suggests a conjecture that the transfer of market trading mechanism might result in informed traders’ altering their intraday behavior and might lessening their trading desire. Further evidence in confirmation of this statement is left to future work.

A numerical code for solving the time-dependent incompressible 3D Navier-Stokes equations with finite volumes on overlapping staggered grids in cylindrical and rectangular geometry is developed. In the code, written in FORTRAN, the momentum equation for the velocity is solved by projection method and Poisson equation for the pressure is solved by ADI implicit method in two directions combined with discrete fast Fourier transform in the third direction. A special technique for overcoming the singularity on the cylinder's axis is developed. This code, taking into account dependence upon temperature of the viscosity, density and surface tension of the liquid, is used to study the fluid motion in a cylinder with free cylindrical surface (under normal and zero-gravity conditions); and in a rectangular closed cell with a source of thermocapillary convection (bubble inside attached to one of the cell's faces). They are significant problems in crystal growth and in general experiments in fluid dynamics respectively. Nevertheless, the main study is dedicated to the liquid bridge problem. The development of thermocapillary convection inside a cylindrical liquid bridge is investigated by using a direct numerical simulation of the 3D, time-dependent problem for a wide range of Prandtl numbers, Pr = 0.01 - 108. For Pr > 0.08 (e.g. silicon oils), above the critical value of temperature difference between the supporting disks, two counter propagating hydrothermal waves bifurcate from the 2D steady state. The existence of standing and traveling waves is discussed. The dependence of viscosity upon temperature is taken into account. For Pr = 4, 0-g conditions, and for Pr = 18.8, 1-g case with unit aspect ratio an investigation of the onset of chaos was numerically carried out. For a Pr = 108 liquid bridge under terrestrial conditions , the appearance and the development of thermoconvective oscillatory flows were investigated for different ambient conditions around the free surface. Transition from 2D thermoconvective steady flow to a 3D flow is considered for low-Prandtl fluids (Pr = 0.01) in a liquid bridge with a non-cylindrical free surface. For Pr < 0.08 (e.g. liquid metals), in supercritical region of parameters 3D but non-oscillatory convective flow is observed. The computer program developed for this simulation transforms the original non-rectangular physical domain into a rectangular computational domain. A study of how presence of a bubble in experimental rectangular cell influences the convective flow when carrying out microgravity experiments. As a model, a real experiment called TRAMP is numerically simulated. The obtained results were very different from what was expected. First, because of residual gravity taking place on board any spacecraft; second, due to presence of a bubble having appeared on the experimental cell's wall. Real data obtained from experimental observations were taken for the calculations.

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An algorithm to reduce data from the knife edge test is given. The method is an extension of the theory of single sideband holography to second order effects. Application to phase microscopy is especially useful because a troublesome second order term vanishes when the knife edge does not attenuate the unscattered radiation probing the specimen. The algorithm was tested by simulation of an active optics system that sensed and corrected small (less than quarter wavelength) wavefront errors. Convergence to a null was quadratic until limited by detector-injected noise in signal. The best form of the algorithm used only a Fourier transform of the smoothed detector record, a filtering of the transform, an inverse transform, and an arctangent solving for the phase of the input wavefront deformation. Iterations were helpful only for a Wiener filtering of the data record that weighted down Fourier amplitudes smaller than the mean noise level before analysis. The simplicity and sensitivity of this wavefront sensor makes it a candidate for active optic control of small-angle light scattering in space. In real time optical processing a two dimensional signal can be applied as a voltage to a deformable mirror and be received as an intensity modulation at an output plane. Combination of these features may permit a real time null test. Application to electron microscopy should allow the finding of defocus, astigmatism, and spherical aberrations for single micrographs at 0.2 nm resolution, provided a combination of specimen and support membrane is used that permits some a priori knowledge. For some thin specimens (up to nearly 100 atom layers thick) the left-right symmetry of diffraction should allow reconstruction of the wave-front deformations caused by the specimen with double the bandpass used in each image.

Research at the site of San Estevan, Belize begins with the premise that more serious attention must be paid to the significance of residential variability in archaeological modelings of the lowland Maya. A classification of structure groupings is used to track the distribution of San Estevan's diverse residential arrangements across the site. Norms of social structure and economic inequality prove inadequate frameworks to account for the spatial and temporal variation manifest by San Estevan's residential classes, nor do they help to explain the spatial regularities underlying the distributions of these classes. I suggest, instead, that the site's residential units best effect divergent organizational strategies adopted by San Estevan's prehispanic domestic groups. Whereas diffuse political authority, impoverished political economies, and kingroup self-sufficiency traditionally have been invoked to account for Maya residential patterns, domestic strategies at San Estevan gained their shape directly in relation to the functions housed in the community's precincts of monumental architecture. I conclude that prehispanic Maya residential distributions formed through stringent economic and political entailments of community life.

This item was digitized as part of the Million Books Project led by Carnegie Mellon University and supported by grants from the National Science Foundation (NSF). Cornell University coordinated the participation of land-grant and agricultural libraries in providing historical agricultural information for the digitization project; the University of Arizona Libraries, the College of Agriculture and Life Sciences, and the Office of Arid Lands Studies collaborated in the selection and provision of material for the digitization project.

This item was digitized as part of the Million Books Project led by Carnegie Mellon University and supported by grants from the National Science Foundation (NSF). Cornell University coordinated the participation of land-grant and agricultural libraries in providing historical agricultural information for the digitization project; the University of Arizona Libraries, the College of Agriculture and Life Sciences, and the Office of Arid Lands Studies collaborated in the selection and provision of material for the digitization project.

No description available.

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Ingeniero Civil Eléctrico / Ingeniero Civil en Computación / Este trabajo de título se enmarca en la investigación realizada en el Centro de Tecnología Minera Avanzada (Advanced Mining Technology Center, AMTC) con tecnologías de percepción. Los desarrollos hechos en robótica en este centro constan de desarrollos de hardware y de software, siendo el software para robots un problema en si mismo. Actualmente, en el campo de la robótica, existe una plataforma de desarrollo que está tomando fuerza como una solución al problema del desarrollo de software para robots, la plataforma Robot Operating System (ROS), la cual permite el desarrollo de módulos de control para un robot como un sistema distribuido. El objetivo de este trabajo de título es la implementación de una librería de control para un radar de ondas milimétricas que se usa en el AMTC, que permita su uso con la plataforma ROS. De esta forma, el radar podrá ser usado como un sensor en conjunto con las otras piezas de hardware (sensores y actuadores) de que dispone el laboratorio. Esta librería consiste en un conjunto de piezas de software ejecutables que permiten la comunicación con el radar, generando datos en el formato apropiado para la plataforma, una interfaz gráfica que facilita el control del sistema, un módulo que permite la visualización de datos y un módulo que implementa un algoritmo de detección de objetos basado en los datos generados por los otros módulos. La librería implementada fue probada en el laboratorio, en un entorno controlado, para la validación directa de ésta contra el software oficial que se vende con el radar, y para analizar el uso de la red por parte de la librería. Además, se probó en la elipse del parque O'Higgins, para un caso de prueba en terreno, en la que se evaluó el desempeño de la integración del radar con ROS, usando sus funcionalidades de visualización de datos. Con este trabajo se logró la utilización de todas las características del radar y su total integración con la plataforma ROS, lo que permitirá el uso del radar con los otros sensores del laboratorio y su uso para nuevos experimentos.