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.     

Effects of heated seat and foot heater on thermal comfort and heater energy consumption in vehicle

Subjective experiments involving 12 different conditions were conducted to investigate the effects of heated seats and foot heaters in vehicles on thermal sensation and thermal comfort. The experimental conditions involved various combinations of the operative temperature in the test room (10 or 20°C), a heated seat (on/off) and a foot heater (room operative temperature?+10 or?+20°C). The heated seat and foot heater improved the occupant's thermal sensation and comfort in cool environments. The room operative temperature at which the occupants felt a 'neutral' overall thermal sensation was decreased by about 3°C by using the heated seat or foot heater and by about 6°C when both devices were used. Moreover, the effects of these devices on vehicle heater energy consumption were investigated using simulations. As a result, it was revealed that heated seats and foot heaters can reduce the total heater energy consumption of vehicles. Statement of Relevance: Subjective experiments were conducted to investigate the effects of heated seats and foot heaters in vehicles on thermal comfort. The heated seat and foot heater improved the occupant's thermal sensation and comfort in cool environments. These devices can reduce the total heater energy consumption in vehicles.     

Object detection based on a robust and accurate statistical multi-point-pair model

In this paper, we propose a robust and accurate background model, called grayscale arranging pairs (GAP). The model is based on the statistical reach feature (SRF), which is defined as a set of statistical pair-wise features. Using the GAP model, moving objects are successfully detected under a variety of complex environmental conditions. The main concept of the proposed method is the use of multiple point pairs that exhibit a stable statistical intensity relationship as a background model. The intensity difference between pixels of the pair is much more stable than the intensity of a single pixel, especially in varying environments. Our proposed method focuses more on the history of global spatial correlations between pixels than on the history of any given pixel or local spatial correlations. Furthermore, we clarify how to reduce the GAP modeling time and present experimental results comparing GAP with existing object detection methods, demonstrating that superior object detection with higher precision and recall rates is achieved by GAP.     

Control of three-link underactuated manipulators using a switching method of fuzzy energy regions

In general, manipulators used for industry and in academic laboratories have actuators to drive each joint. On the other hand, underactuated manipulators handled by our research have some passive or free joints without actuators and brakes. We recently developed a switching method of fuzzy energy regions to control such manipulators. In such a method, it is necessary to design parameters related to energy regions and the gains of some partly stable controllers based on the computed torque method. Here, the switching method is applied for a three-link underactuated manipulator. We optimize such design parameters related to fuzzy energy regions by a genetic algorithm. The effectiveness of the present method is illustrated with some simulations. This work was presented in part at the 12th International Symposium on Artificial Life and Robotics, Oita, Japan, January 25–27, 2007     

Detection algorithm for color dynamic images by multiple surveillance cameras under low luminance conditions based on fuzzy corresponding map

An objects detection algorithm for color dynamic images from two cameras is proposed for a surveillance system under low illumination. It provides automatic calculation of a fuzzy corresponding map and color similarity for lower luminance conditions, which detects little chromatic regions in CCD camera images under lower illumination and presents regions with a possibility of occlusion situation. Experimental detection results for two dynamic images from real surveillance cameras in a downtown area in Japan under low luminance conditions show that the proposed algorithm has 15% improved accuracy compared with the independent detection algorithm in the same false alarm rate, which occlusion regions are correctly presented. Moreover, implementability for severe surveillance situation is discussed. The proposed algorithm is being considered for use in a low cost surveillance system at a relatively poor security downtown (shopping mall) area in Japan.     

Response analysis for identifying the origin of photo-modulated current contrasts in scanning tunneling microscopic imaging semiconductor surfaces

Inhomogeneities in semiconductor solids can be imaged by two-dimensional mapping of the amplitude of periodically modulated tip current in scanning tunneling microscopy that is induced by illumination of semiconductor samples with a chopped light. It has been shown that it is possible to distinguish between plural origins of the photo-modulated current by analyzing the response properties of the current signal. A judicial choice of the modulation frequency is important for the required contrasts to be obtained.     

Superconductivity in dilute Cu-Nb-Sn alloys containing Nb3Sn precipitates

The dilute Cu-Nb-Sn alloys containing small amounts of Nb and Sn less than 1 at % exhibited superconductivity after quenching from the liquid state and ageing. The best superconducting properties ( andJ _c=130 A cm^–2) in a Cu-0.30 at % Nb 0.15 at % Sn alloy were obtained when the sample was aged at 550° C for 384 h. This sample exhibited a structure of fine Nb₃Sn precipitates of 200 to 500Å diameter distributed homogeneously in the Cu matrix, and therefore it was concluded that superconductivity in these alloys resulted from the proximity effect of Nb₃Sn particles. In spite of the similar structure obtained by ageing at 800° C, the Cu-Nb-Sn alloys showed inferior superconducting properties compared to the Cu-0.4 at % Nb alloy and this would be explained qualitatively by the difference in the mean free path in the two alloys.     

Effects of 4He impurities on 3He nuclear spin-lattice relaxation in hcp solid 3He

Nuclear spin-lattice relaxation properties of hcp solid ³He with ⁴He impurities have been studied. At temperatures below the exchange plateau region, three kinds of relaxation time were observed. To analyze the data, a phenomenological four-bath model was developed, the four baths being the Zeeman bath, the phonon bath, an X-bath, and a Y-bath. The X-bath consists of the exchange bath and a part of the ⁴He-⁴He elastic interaction bath. The Y-bath is the main part of the elastic interaction bath. We measured the concentration dependence of the energy constants of all the baths, as well as the temperature and concentration dependences of the three kinds of relaxation time. The relaxation behavior corresponding to the process between the X-bath and the Y-bath could not be expressed by a single exponential function of time and the relaxation rate was strongly dependent on the concentration. This process may be related to the internal thermal equilibrium process within the elastic interaction bath. The impurity-dependent relaxation time between the X-bath and the phonon bath had a temperature dependence of T ^–n with n = 7.4±0.3.     

Effects of heated seats in vehicles on thermal comfort during the initial warm-up period

Eight subjects participated in a subjective experiment of eight conditions to investigate the effects of heated seats in vehicles on skin temperature, thermal sensation and thermal comfort during the initial warm-up period. The experimental conditions were designed as a combination of air temperature in the test room (5, 10, 15, or 20 °C) and heated seat (on/off). The heated seat was effective for improving thermal comfort during the initial warm-up period when air temperature was lower than 15 °C. Use of heated seats prevented decreases in or increased toe skin temperature. Heated seats also increased foot thermal sensation at 15 and 20 °C. Optimal thermal sensation in contact with the seat was higher when air temperature was lower. Optimal skin temperature in contact with the seat back was higher than that with the seat cushion. Moreover, these optimal skin temperatures were higher when air temperature was lower.     

Morphological and crystallographic features of γ-γ′ Ni-Al and Ni-Al-Ti two-phase bicrystals

Several- Ni-Al and Ni-Al-Ti two-phase bicrystals were made by the solid-state diffusion couple method. Each couple consisted of a-phase single crystal and a pure-Ni polycrystal, and was annealed at 1473 K in an Ar gas atmosphere. Single crystal layers of-phase with uniform thickness always grow into the parent-phase single crystals. The resultant/ interface has no voids or facets regardless of the orientation of interface and the chemical composition of the-phase. Porosity formation due to the Kirkendall effect is observed in the diffused region. Concentration profiles exhibit nearly constant gradients in-phase. The orientation relationship between both phases is found to be 001//001, that is, the-phase grows epitaxially along the crystal orientation of-phase.