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.     

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     

Kinetics of reactive diffusion between Au and Sn during annealing at solid-state temperatures

The reactive diffusion between Au and Sn was experimentally studied at solid-state temperatures using Sn/Au/Sn diffusion couples prepared by a diffusion bonding technique. The diffusion couples were annealed at temperatures of T = 393 and 473 K for various times in an oil bath with silicone oil. After annealing, compound layers composed of AuSn₄, AuSn₂ and AuSn were recognized to form at the Au/Sn interface. The thickness of the AuSn₄ layer is about six and four times greater than those of the AuSn₂ and AuSn layers at T = 393 and 473 K, respectively. The ratio of the thicknesses of the compound layers is kept constant independently of the annealing time. The total thickness l of the compound layers is described as a function of the annealing time t by the equation l = k(t/t₀)ⁿ, where t₀ is unit time, 1 s. The exponent n is nearly equal to 1/2 at T = 393 K but takes a value between 1/4 and 1/2 at T = 473 K. Such an intermediate value of n at T = 473 K indicates that the grain boundary diffusion contributes to the reactive diffusion and the grain growth occurs at certain rates. As the annealing temperature decreases, the contribution of the grain boundary diffusion should become more remarkable, but the grain growth will slow down. Consequently, n becomes close to 1/2 at T = 393 K. According to the constancy of the ratio of the thicknesses, it is concluded that the same rate-controlling process works in the AuSn₄, AuSn₂ and AuSn layers at a constant annealing temperature.