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Now showing items 81-90 of 101
Can Feedback Traders Rock the Markets? A Logistic Tale of Persistence and Chaos
(CFAP, Cambridge Judge Business School, University of Cambridge, 2006-03)
This paper introduces a nonlinear feedback trading model at high frequency. All price adjustment is endogenous, driven by asset return and volatility in the previous trading period. There is no stochastic uncertainty or ...
Formulation of continuous/discontinuous Galerkin methods for strain gradient-dependent damage
(Strength Fracture and ComplexityStrength Fracture and Complexity, 2006)
Continuum damage models are widely used to represent the development of microscopic defects that coalesce into a macroscopic crack. The microscopic defects cause a progressive weakening or softening of the material (damage). ...
Automated modelling of viscoelastic flow using FEniCS
(XVI Convegno Italiano di Meccanica ComputazionaleXVI Convegno Italiano di Meccanica Computazionale, 2006)
Using high-level abstractions, it is possible to efficiently automate the development of finite element models. This has advantages in terms of rapid development, a dramatic reduction in programming errors and offers the ...
A study of discontinuous Galerkin methods for thin bending problems
(Computational Mechanics: Solids Structures and Coupled ProblemsComputational Mechanics: Solids Structures and Coupled Problems, 2006)
Various continuous/discontinuous Galerkin formulations are examined for the analysis of thin plates. These methods rely on weak imposition of continuity of the normal slope across element boundaries. We draw here upon ...
A sensor for combustion thermometry based on blue diode lasers.
(University of CambridgeMagdalene College, 2006-05-23)
Spatially-resolved measurements of flame temperature have been demonstrated with diode lasers for the first time. The technique is based on the use of blue diode lasers to perform laser-induced fluorescence on indium atoms ...
Behaviour of GFRP adhesive pipe joints subjected to pressure and axial loadings
(ElsevierComposites Part A: Applied Science and Manufacturing, 2006)
The corrosion resistance of glass-fibre reinforced polymers (GFRPs) is a key advantage in pipeline applications. Adhesive bonded joints are often used in tensile resistant GFRP pipe systems and the behaviour of small-diameter ...
Shear flow instabilities in viscoelastic fluids
(University of CambridgeDepartment of Applied Mathematics and Theoretical Physics, 2006-05-23)
This dissertation is concerned with the theoretical study of the stability of viscoelastic shear flows. It is divided into two parts: part I studies inertialess coextrusion flows at large Weissenberg number where the ...
Customisable abstract representation layer for digital libraries
(2006)
The user interface is a very important component in a piece of software as it is the layer which allows user interaction with the underlying functionality. Within the domain of digital libraries modification to the interface ...
Analyzing storage system workloads
(2006)
Analysis of storage system workloads is important for a number of reasons. The analysis might be performed to understand the usage patterns of existing storage systems. It is very important for the architects to understand ...
Matching Sets of Features for Efficient Retrieval and Recognition
(2006-08-11)
In numerous domains it is useful to represent a single example by the collection of local features or parts that comprise it. In computer vision in particular, local image features are a powerful way to describe images of ...