Platform design for large-scale artificial market simulation and preliminary evaluation on the K computer

Artificial market simulations have the potential to be a strong tool for studying rapid and large market fluctuations and designing financial regulations. High-frequency traders, that exchange multiple assets simultaneously within a millisecond, are said to be a cause of rapid and large market fluctuations. For such a large-scale problem, this paper proposes a software or computing platform for large-scale and high-frequency artificial market simulations (Plham: /pl\(\Lambda\)m). The computing platform, Plham, enables modeling financial markets composed of various brands of assets and a large number of agents trading on a short timescale. The design feature of Plham is the separation of artificial market models (simulation models) from their execution (execution models). This allows users to define their simulation models without parallel computing expertise and to choose one of the execution models they need. This computing platform provides a prototype execution model for parallel simulations, which exploits the variety in trading frequency among traders, that is, the fact that some traders do not require up-to-date information of markets changing in millisecond order. We evaluated a prototype implementation on the K computer using up to 256 computing nodes.     

Information gathering and searching approaches on the Web

The information accessible through the Internet is increasing explosively as the Web is getting more and more widespread. In this situation, the Web is indispensable information resource for both of information gathering and information searching. Though traditional information retrieval techniques have been applied to information gathering and searching in the Web, they are insufficient for this new form of information source. Fortunately some Al techniques can be straightforwardly applicable to such tasks in the Web, and many researchers are trying this approach. In this paper, we attempt to describe the current state of information gathering and searching technologies in the Web, and the application of AI techniques in the fields. Then we point out limitations of these traditional and AI approaches and introduce two aapproaches: navigation planning and a Mondou search engine for overcoming them. The navigation planning system tries to collect systematic knowledge, rather than Web pages, which are only pieces of knowledge. The Mondou search engine copes with the problems of the query expansion/modification based on the techniques of text/web mining and information visualization. Seiji Yamada, Dr. Eng.: He received the B.S., M.S. and Ph.S. degrees in control engineering and artificial intelligence from Osaka University, Osaka, Japan, in 1984, 1986 and 1989, respectively. From 1989 to 1991, he served as a Research Associate in the Department of Control Engineering at Osaka University. From 1991 to 1996, he served as a Lecturer in the Institute of Scientific and Industrial Research at Osaka University. In 1996, he joined the Department of Computational Intelligence and Systems Science at Tokyo Institute of Technology, Yokohama, Japan, as an Associate Professor. His research interests include artificial intelligence, planning, machine learning for a robotics, intelligent information retrieval in the WWW, human computer interaction, He is a member of AAAI, IEEE, JSAI, RSJ and IEICE. Hiroyuki Kawano, Dr.Eng.: He is an Associate Professor at the Department of Systems Science, Graduate School of Informatics, Kyoto University, Japan. He obtained his B.Eng. and M.Eng. degrees in Applied Mathematics and Physics, and his Dr.Eng. degree in Applied Systems Science from Kyoto University. His research interests are in advanced database technologies, such as data mining, data warehousing, knowledge discovery and web search engine (Mondou). He has served on the program committees of several conferences in the areas of Data Base Systems, and technical committes of advanced information systems.     

Isolation of penicillin-resistant Streptococcus pneumoniae in Saga Medical School Hospital

A recent nationwide increase in beta-lactams-resistant Streptococcus pneumoniae has attracted a great deal of attention. We studied the drug sensitivity of S. pneumoniae isolated from various clinical specimens in Saga Medical School Hospital between April 1988 and December 1991. To determine the drug sensitivity of the strains, we used a micro-dilution method and determined the MIC. Drug resistance was evaluated using MIC of ampicillin (ABPC) as a reference MIC, and the results were roughly classified into the following three groups: sensitive (< or = 0.1 microgram/ml), moderately resistant (0.2-3.13 micrograms/ml) and highly resistant (> or = 6.25 micrograms/ml). The isolation frequency was calculated on the basis of one strain from one patient. No strain of S. pneumoniae with high resistance against ABPC was found in 1988 (94 strains of S. pneumoniae were isolated) and 1990 (115 strains isolated), but one such strain (0.8%) was found among 129 strains isolated in 1989, and 2 such strains (2.4%) among 84 strains isolated in 1991. Moderately resistant strains were isolated at the frequencies of 12.8%, 15.5%, 22.6%, and 21.4% respectively, in 1988, 1989, 1990, and 1991. A sum of the frequencies of "moderately resistant" and "highly resistant" (2.4%) strains was 23.8% in 1991. The frequency of resistant strains is increasing and the intensity of resistance is also being elevated.     

Localization of vitamin A in the small intestine of mouse. An electron microscope radioautographic study

Localization of vitamin A in the small intestine of mice was studied with electron microscope radioautography after administration of tritiated vitamin A. The label was concentrated over lipid droplets in cells distributed in the lamina propria and the submucous layer. The cells were similar both to fibroblasts and to fat-storing cells in their morphological features. The name "Vitamin A-Storing Cell" is proposed for these labeled cells, including the fat-storing cell in the liver.     

Seamless handover supported by parallel polling and dynamic multicast group in connected WLAN micro-cells system

WLAN (Wireless Local Area Network) has been seen to be one of the promising access technologies that adapts to 4G cellular network systems in providing very high speed connection with QoS guarantee through the polling function. However, when the handover happens, the contention-based medium access mechanism which is mainly used in WLAN is invoked and introduces unbounded transmission delay due to idle time periods and retransmission because of collision during the handover. If this technique is expanded to use in a microcellular network such as connected WLAN micro-cells, contention-based mechanism, therefore, should not be used to handle the MT’s handover, especially for vehicular users who change access point every few seconds. To overcome these difficulties in handover, we introduce parallel polling scheme in dynamic LMC (Logical Macro Cell) which can reduce delays much and remove packet loss rate. LMC is a virtual single macro cell which is built on a multicast group of adjacent micro-cells. In the same LMC, polling signals are sent from every BS (base station) to give MT (mobile terminal) permission to access one of these BSs. Instead of wasting much time to contend for resources of a new BS during handover, the MT answers the polling as an acknowledgment to connect to that new BS. The polling response is controlled to multicast to all BSs of the same LMC via the core network to synchronize for the next polling cycle. LMC is controlled to dynamically change when the MT comes in a new BS to make polling signals be continuous in a new LMC. Through analytical and simulation results, we show that the parallel polling scheme can achieve no handover latency, no packet loss and maintain mobile users’ throughput stably in the high traffic load condition though it causes overhead on the neighboring cells in both of wired and wireless sections. At speeds of up to70 m/s, the MT can still maintain its stable connection. OMNeT++ simulator with INET project is used to evaluate our proposal.     

Colorimetric microdetermination of sulphites in foods by use of the modified rankine apparatus. IV.

Summary Detection and determination of traces of sulphites in foods was attempted by use of the modified Rankine apparatus and pararosaniline colorimetry. Replacement of alkaline titration reported previously by pararosaniline colorimetry lowered the absolute detection limit from 30 g (titration method) to 2 g. In view of clean analysis, in the color developing system, 0.1 N-sodium hydroxide was used in place of mercuric chloride solution commonly used as an absorbant of sulphites. In order to prevent oxidative decomposition of sulphites during operation, nitrogen gas was used as carrier instead of air. Dimedone and sodium azide were used for the elimination of aldehydes and nitrites, respecitvely, in the sample, which will disturb the color development of sulphites with pararosaniline-formaldehyde reagents. With this improved method, it was possible to determine the residual sulphites in frozen peeled shrimps, sugared beans and other foods with low sulphite contents accurately.

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Colorimetrische Mikrobestimmung von Sulfiten in Lebensmitteln bei Anwendung der modifizierten IV. Rankine Apparatur

Zusammenfassung Geringe Sulfitmengen in Lebensmitteln (geschälte Garnelen, gezuckerte Bohnen) können colorimetrisch bestimmt werden. Die neuentwickelte Methode beruht auf einer Kombination von colorimetrischer Bestimmung mittels p-Rosanilin und der Bestimmungsmethode nach Rankine. Auf diese Weise lassen sich Gehalte von 2 g noch genau bestimmen. Bei der Farbentwicklung wurde das giftige Quecksilbertetrachlorid durch 0.1 n-NaOH ersetzt, anstelle von Luft Stickstoff als Trägergas verwendet und somit eine Oxydation des Sulfits während der Bestimmung vermieden. Da Nitrit und Aldehyde die Farbentwicklung stören, wurde ihr Einfluß durch Dimedon und Natriumazid ausgeschaltet.

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Studies on the Analyses of Sulphites in Foods (IV)     

High-intensity multi-bunch beam generation by a photo-cathode RF gun

A multi-bunch photo-cathode RF gun system has been developed as an electron source for the production of intense quasi-monochromatic X-rays based on inverse Compton scattering. The desired multi-bunch beam is 100 bunches/pulse with a total charge of 500 nC and a bunch spacing of 2.8 ns. We modified the gun cavity of a ‘BNL-type IV’ RF gun to allow a CsTe cathode plug in the end plate. The system uses a four-dipole chicane beam line to allow the injection of laser light normal to the cathode surface. We compensate the gun cavity beam loading caused by the high-intensity multi-bunch electron beam by injecting the laser pulse before RF power has filled the cavity. We have achieved a total intensity of 220 nC in 100 bunches with a bunch-to-bunch energy spread under 1.3% (peak-to-peak). This paper concentrates on experiments to generate the high-intensity multi-bunch beam with compensation of the bunch-to-bunch energy spread due to heavy beam loading.     

Surface modification of biodegradable plastics by ion beams

Biodegradable plastics can be used as conventional plastics, while on disposal they decompose to water and carbon dioxide by microorganisms existing in natural environment. Products using biodegradable plastics have recently been developed in many companies pursuing ecology. In this study, surface modification of biodegradable plastics was carried out by inert ion beams for improvement of photo deterioration under an ultraviolet ray. The hardness of biodegradable plastics tended generally to decrease with irradiation of an ultraviolet ray. In this method, the hardness of ion-bombarded biodegradable plastics was kept at an initial value under an ultraviolet ray, because the modified layer by ion bombardment intercepted an ultraviolet ray. The hardness of He⁺ ion-bombarded biodegradable plastics showed larger value than that of Ar⁺ ion bombardment. He⁺ ion bombardment at ion energy of 10 keV produced the suitable property with both of high transmittance of a visible ray and high interception of an ultraviolet ray in a surface layer of biodegradable plastics.     

Tunable Optical Notch Filter Realized by Shifting the Photonic Bandgap in a Silicon Photonic Crystal Line-Defect Waveguide

A tunable optical notch filter was realized by thermally shifting the TM-like (the light's electric field perpendicular to the substrate) bandgap of a silicon photonic crystal slab W1 line-defect waveguide with silica cladding. This device is compact-its footprint is 340times16 mum², excluding the electrode pads. The 3-dB bandwidth of the device was about 5 nm, and the extinction ratio at the center wavelength was as high as 40 dB. A maximum center wavelength shift of 17.9 nm was attained at a heating power of 0.7W, with a tuning efficiency of 25.5 nm/W. The tuning response time was less than 100 mus