A DYNAMIC ANALYSIS OF THE MICROSTRUCTURE OF MOVING AVERAGE RULES IN A DOUBLE AUCTION MARKET

Inspired by the theoretically oriented dynamic analysis of moving average rules in the model of Chiarella, He, and Hommes (CHH) [Journal of Economic Dynamics and Control30 (2006), 1729—1753], this paper conducts a dynamic analysis of a more realistic microstructure model of continuous double auctions in which the probability of heterogeneous agents trading is determined by the rules of either fundamentalists mean-reverting to the fundamental or chartists choosing moving average rules based on their relative performance. With such a realistic market microstructure, the model is able not only to obtain the results of the CHH model but also to characterize most of the stylized facts including volatility clustering, insignificant autocorrelations (ACs) of returns, and significant slowly decaying ACs of the absolute returns. The results seem to suggest that a comprehensive explanation of several statistical properties of returns is possible in a framework where bothbehavioraltraits andrealistic microstructurehave a role.

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Dynamic Analysis and Control of Multi-Body Manufacturing Systems Based on Newton–Euler Formulation

International Journal of Computational Methods ◽

10.1142/s0219876215500073 ◽

2015 ◽

Vol 12 (02) ◽

pp. 1550007 ◽

Cited By ~ 3

Author(s):

Yunn-Lin Hwang ◽

Van-Thuan Truong

Keyword(s):

Dynamic Analysis ◽

Manufacturing Systems ◽

Manufacturing System ◽

Practical Applications ◽

Dynamics And Control ◽

Dynamical Parameters ◽

Reaction Forces ◽

Constrained Equations ◽

Multi Body ◽

And Control

This paper presents the numerical dynamic analysis and control of multi-body manufacturing systems based on Newton–Euler formulation. The models of systems built with dynamical parameters are executed. The research uses Newton–Euler formulation application in mechanics calculations, where relations between contiguous bodies through joints as well as their constrained equations are considered. The kinematics and dynamics are both analyzed and acquired by practical applications. Numerical tools help to determine all dynamic characteristics of multi-body manufacturing systems such as displacements, velocities, accelerations and reaction forces of bodies and joints. Using the acquisition, the dynamic approach of multi-body manufacturing systems is developed then whole fundamentals for controller tuning are obtained. It leads to an effective solution for mechanical manufacturing system investigation. Numerical examples are also presented as the illustrations in this paper. The numerical results imply that numerical equations based on Newton–Euler algorithm are valuable in multi-body manufacturing system. It is an effective approach for solving whole mechatronic manufacturing systems including structures, kinematics, dynamics and control.

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ADAMS-MATLAB co-simulation for kinematics, dynamics, and control of the Stewart–Gough platform

International Journal of Advanced Robotic Systems ◽

10.1177/1729881417719824 ◽

2017 ◽

Vol 14 (4) ◽

pp. 172988141771982 ◽

Cited By ~ 4

Author(s):

Deira Sosa-Méndez ◽

Esther Lugo-González ◽

Manuel Arias-Montiel ◽

Rafael A García-García

Keyword(s):

Dynamic Analysis ◽

Motion Control ◽

Multibody Systems ◽

Parallel Robot ◽

Computational Approach ◽

Systems Software ◽

Programming Effort ◽

Dynamics And Control ◽

Stewart Gough Platform ◽

And Control

The mechanical structure known as Stewart–Gough platform is the most representative parallel robot with a wide variety of applications in many areas. Despite the intensive study on the kinematics, dynamics, and control of the Stewart–Gough platform, many details about these topics are still a challenging problem. In this work, the use of automatic dynamic analysis of multibody systems software for the kinematic and dynamic analysis of the Stewart–Gough platform is proposed. Moreover, a co-simulation automatic dynamic analysis of multibody systems (ADAMS)-MATLAB is developed for motion control of the Stewart–Gough platform end-effector. This computational approach allows the numerical solution for the kinematics, dynamics, and motion control of the Stewart–Gough platform and a considerable reduction on the analytical and programming effort. The obtained results in the three topics (kinematics, dynamics, and control) are validated by comparing them with analytical results reported in the literature. This kind of computational approach allows for the creation of virtual prototypes and saves time and resources in the development of Stewart–Gough platform-based robots applications.

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Design and Analysis of an Interconnected Suspension for a Small Off-Road Vehicle

Archive of Mechanical Engineering ◽

10.1515/meceng-2017-0001 ◽

2017 ◽

Vol 64 (1) ◽

pp. 5-21

Author(s):

Bruce P. Minaker ◽

Zheng Yao

Keyword(s):

Dynamic Analysis ◽

Mechanical Design ◽

Ride Quality ◽

Road Vehicle ◽

Performance Improvements ◽

Multibody Dynamic ◽

Control Research ◽

Dynamics And Control ◽

The University ◽

And Control

Abstract The paper describes the design and multibody dynamic analysis of a mechanically interconnected suspension, as applied to a small off-road vehicle. Interconnected suspensions use some sort of connection between the axles of a vehicle in order improve ride quality or vehicle handling. In principle, the connection may be hydraulic, pneumatic, or mechanical, but for installation in a typical passenger car, a mechanical connection would likely be impractical due to weight and complexity. In this paper, the vehicle in question is the University of Windsor SAE Baja off-road competition vehicle, and novel mechanical design is proposed. A multibody dynamic analysis is performed on the proposed design using the EoM open source multibody software developed by the University of Windsor Vehicle Dynamics and Control research group in order to assess any potential performance improvements.

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Model of Dynamics and Control of Tracking-Searching Head, Placed on a Moving Object

Journal of Automation and Information Sciences ◽

10.1615/jautomatinfscien.v44.i5.40 ◽

2012 ◽

Vol 44 (5) ◽

pp. 38-47 ◽

Cited By ~ 7

Author(s):

I. Krzysztofik ◽

Z. Koruba

Keyword(s):

Moving Object ◽

Dynamics And Control ◽

And Control

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PROJECT ON ELECTRONIC STEERING SYSYTEM

SMART MOVES JOURNAL IJOSCIENCE ◽

10.24113/ijoscience.v4i5.140 ◽

2018 ◽

Vol 4 (5) ◽

pp. 7

Author(s):

Shivam Dwivedi ◽

Prof. Vikas Gupta

Keyword(s):

Steering System ◽

Essential Elements ◽

Variable Pressure ◽

Passenger Cars ◽

Control Techniques ◽

Steering Mechanism ◽

Dynamics And Control ◽

Active Research ◽

Electronic Steering ◽

And Control

As the four-wheel steering (4WS) system has great potentials, many researchers' attention was attracted to this technique and active research was made. As a result, passenger cars equipped with 4WS systems were put on the market a few years ago. This report tries to identify the essential elements of the 4WS technology in terms of vehicle dynamics and control techniques. Based on the findings of this investigation, the report gives a mechanism of electronically controlling the steering system depending on the variable pressure applied on it. This enhances the controlling and smoothens the operation of steering mechanism.

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