An effective datapath design methodology for high-frequency design

2002 ◽  
Author(s):  
C. Ben-Zvi ◽  
P.J. McGuinness ◽  
F. Lassandro
Keyword(s):  
High Frequency ◽  
Design Methodology

Recent civil and criminal enforcement action involving high frequency trading

2015 ◽  
Vol 16 (1) ◽  
pp. 5-12 ◽  
Author(s):  
Matthew Rossi ◽  
Greg Deis ◽  
Jerome Roche ◽  
Kathleen Przywara
Keyword(s):  
High Frequency ◽  
Design Methodology ◽  
High Frequency Trading ◽  
Content Type ◽  
Enforcement Action ◽  
The Past ◽  
Trading Patterns ◽  
Federal Prosecutor ◽  
Enforcement Activity ◽  
Practical Implications

Purpose – To alert high frequency trading firms to the increased regulation and prosecution of manipulative trading practices during 2014 and early 2015. Design/methodology/approach – Reviews four significant proceedings against high frequency trading firms (and/or individuals employed by such firms) and other developments from the relevant government agencies as a possible preview of the enforcement and prosecution of high frequency trading practices in 2015. Provides advice to high frequency trading firms on how to decrease the risk of regulatory or criminal actions against them in this changing environment. Findings – Although the focus on high frequency trading has only recently begun to intensify, firms should be aware of the increased enforcement activity of the past year. These actions, both regulatory and criminal, have already resulted in large penalties and have helped initiate a strengthening of rules and regulations regarding manipulative trading practices, of which firms need to be aware and stay current. Practical implications – High frequency trading firms should be aware of the recent regulatory and criminal actions in order to better evaluate their own practices and controls, to ensure that their trading patterns do not resemble manipulative practices, and to avoid similar actions. Originality/value – Practical guidance from experienced litigators and securities regulatory lawyers, including a former SEC Assistant Chief Litigation Counsel and a former federal prosecutor, that consolidates and describes several recent actions and developments in one piece.

Stock market predictability

2014 ◽  
Vol 31 (4) ◽  
pp. 354-370 ◽  
Author(s):  
Silvio John Camilleri ◽  
Christopher J. Green
Keyword(s):  
Stock Market ◽  
High Frequency ◽  
Serial Correlation ◽  
Design Methodology ◽  
High Frequency Data ◽  
Frequency Data ◽  
Content Type ◽  
Lag Effects ◽  
Daily Data ◽  
Indian Stock Market

Purpose – The main objective of this study is to obtain new empirical evidence on non-synchronous trading effects through modelling the predictability of market indices. Design/methodology/approach – The authors test for lead-lag effects between the Indian Nifty and Nifty Junior indices using Pesaran–Timmermann tests and Granger-Causality. Then, a simple test on overnight returns is proposed to infer whether the observed predictability is mainly attributable to non-synchronous trading or some form of inefficiency. Findings – The evidence suggests that non-synchronous trading is a better explanation for the observed predictability in the Indian Stock Market. Research limitations/implications – The indication that non-synchronous trading effects become more pronounced in high-frequency data suggests that prior studies using daily data may underestimate the impacts of non-synchronicity. Originality/value – The originality of the paper rests on various important contributions: overnight returns is looked at to infer whether predictability is more attributable to non-synchronous trading or to some form of inefficiency; the impacts of non-synchronicity are investigated in terms of lead-lag effects rather than serial correlation; and high-frequency data is used which gauges the impacts of non-synchronicity during less active parts of the trading day.

A design methodology for acoustic resonance-free, high-frequency, dimmable electronic ballast for high-pressure sodium-vapour lamps

2019 ◽  
Vol 52 (4) ◽  
pp. 524-539
Author(s):  
B Gupta Bakshi ◽  
B Roy
Keyword(s):  
High Pressure ◽  
High Frequency ◽  
Design Methodology ◽  
Power Level ◽  
Harmonic Distortion ◽  
Acoustic Resonance ◽  
Electrical Characteristics ◽  
Electronic Ballast ◽  
Lamp Current ◽  
Sodium Vapour

This paper presents a methodology to design acoustic resonance-free, high-frequency, dimmable electronic ballasts for high-pressure sodium vapour (HPSV) lamps having a range of rated wattage (70–400 W). After estimation of the ‘quiet window’ of an HPSV lamp, the proposed iterative algorithm is able to determine the acoustic resonance-free driving frequencies of a design ballast corresponding to 50%–100% power level. On the other hand, a developed wattage and voltage independent HPSV lamp model facilitates finding the required electrical characteristics of HPSV lamps without performing laboratory experimentation. Using the estimated driving frequencies of a design ballast and the synthesized electrical characteristics of the lamp, the design circuit parameters of an electronic ballast are determined. Performance evaluation of the designed ballasts, carried out on the Matlab–Simulink platform, indicates several important attributes, viz. higher power control accuracy (deviation ≤3.69%), near-unity lamp power factor (≥0.98), lower lamp current crest factor (<1.7) and lower lamp current total harmonic distortion (≤12.63%). Results establish the effectiveness of the proposed design methodology to design lightweight and compact electronic ballasts for HPSV lamps with less effort than conventional design practice.

High-frequency displacement current transformer with just one winding

2019 ◽  
Vol 38 (4) ◽  
pp. 1141-1153 ◽  
Author(s):  
Yahia Achour ◽  
Jacek Starzyński
Keyword(s):  
High Frequency ◽  
Design Methodology ◽  
Current Transformer ◽  
Magnetic Core ◽  
Displacement Current ◽  
Frequency Range ◽  
Content Type ◽  
The Core ◽  
Difference Time ◽  
Secondary Winding

Purpose This paper aims to describe a new concept of transformer based on the displacement current. The paper shows how this idea can be translated into reality and presents an example of a working design. Design/methodology/approach The authors replace the primary winding of the transformer with a capacitor. The displacement current between the capacitor plates induces a magnetic flux in the core. This flux in turn induces electromotive force in the classical secondary winding. Findings The basic mathematical aspects illustrated by results obtained from a simulation developed using a commercial software ANSYS-HFSS are given. The saturation of the magnetic core due to the applied high-frequency range is investigated and simulated using a finite difference time domain code implemented in MATLAB. A prototype transformer was built and tested; the obtained results confirm the previous ones from simulations. Originality/value A new concept of the single winding transformer was used as a pulse forming circuit.

High frequency of HBV in HIV-infected prisoners in Mozambique

2019 ◽  
Vol 15 (1) ◽  
pp. 58-65
Author(s):  
Angelo Augusto ◽  
Orvalho Augusto ◽  
Atija Taquibo ◽  
Carina Nhachigule ◽  
Narcisa Siyawadya ◽  
...  
Keyword(s):  
Hepatitis B Virus ◽  
Hepatitis B ◽  
High Frequency ◽  
Design Methodology ◽  
Content Type ◽  
B Virus ◽  
First Time ◽  
Hiv Seropositive

Purpose The purpose of this paper is to determine the prevalence of hepatitis B virus (HBV) among 448 HIV-infected prisoners from 32 prisons in Mozambique. Design/methodology/approach All HIV seropositive prisoners were screened for HBV. Findings Of the 448 HIV seropositive prisoners, 51 (11.4 percent, 95%CI: 9.3–13.9 percent) were HBsAg-positive and was significantly higher in prisoners aged<25 years. Originality/value Data from this study show for the first time that the frequency of HBV among HIV-infected prisoners is high, suggesting that immediate interventions are needed during incarceration.

IBM eServer z900 high-frequency microprocessor technology, circuits, and design methodology

2002 ◽  
Vol 46 (4.5) ◽  
pp. 631-644 ◽  
Author(s):  
B. W. Curran ◽  
Y. H. Chan ◽  
P. T. Wu ◽  
P. J. Camporese ◽  
G. A. Northrop ◽  
...  
Keyword(s):  
High Frequency ◽  
Design Methodology ◽  
Microprocessor Technology

High-frequency traders: a review of the challenges in registering them as dealers

2014 ◽  
Vol 15 (3) ◽  
pp. 3-9
Author(s):  
Mark Fitterman ◽  
Ignacio Sandoval
Keyword(s):  
High Frequency ◽  
Design Methodology ◽  
Analytical Framework ◽  
Securities And Exchange Commission ◽  
Content Type ◽  
Market Participants ◽  
Concise Overview

Purpose – To describe some of the challenges that the Securities and Exchange Commission (SEC) will face in requiring that high-frequency traders register as dealers. Design/methodology/approach – This paper provides a brief overview of the dealer-trader distinction, an analytical framework under which some high-frequency traders have avoided registration with the SEC as dealers. It then explains the difficulties the SEC will encounter in bringing high-frequency traders within its regulatory umbrella as dealers. In particular, the paper outlines some of the interpretive challenges the SEC encounter as well as challenges to justifying the economics of any proposal. Findings – While the SEC has yet to formally propose rules in this area, the interpretive vehicle it uses could have repercussions for other market participants that rely on the dealer-trader distinction to avoid having to register as dealers with the SEC. Originality/value – The paper provides practical insights into the issues the SEC will have to address if it proposes to bring high-frequency traders within its regulatory umbrella as dealers. In addition, it provides a concise overview of the dealer-trader distinction based on statements by the SEC and its staff.

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