COMMENTARY: Trends in Volume Forecasting: Developments and Applications

2018 ◽  
Keyword(s):  
Real Time ◽  
Trading Volume ◽  
Parameter Selection ◽  
Profile Error ◽  
Algorithm Performance ◽  
Scientific Experiments ◽  
Volume Profile ◽  
Major Application ◽  
Passive Investing ◽  
Software Platforms

The authors examine their 2014 publication “Predicting Intraday Trading Volume and Volume Percentages” and discuss subsequent changes in trading that validated the models outlined in the paper and prompted updates. The original models accommodate the general shift to passive investing and the trend toward ETF investing. Analyzing imbalance information has become more important to institutional traders as relative participation in closing auctions has increased. The authors discuss the evolution of analytical software platforms since the paper and outline expected trends in both volume forecasting and trading analytics. A major application of enhanced volume forecasts relates to the trend of buy-side clients performing scientific experiments to select algorithms and inform parameter selection. Specifically, volume profile error, a metric examined in the paper, provides context to compare broker algorithm performance and real-time volume forecasts can be used in algorithm routing decisions.

Real-Time Web GIS Analysis Using WebGL

2012 ◽  
Vol 1 (3) ◽  
pp. 49-61 ◽  
Author(s):  
Michael Auer
Keyword(s):  
Parallel Processing ◽  
Real Time ◽  
Large Data ◽  
Web Gis ◽  
3D Graphics ◽  
Gis Analysis ◽  
User Interactions ◽  
Algorithm Performance ◽  
Gis Applications ◽  
Client Side

Parallel processing methods in Geographic Information Systems (GIS) are traditionally used to accelerate the calculation of large data volumes with sophisticated spatial algorithms. Such kinds of acceleration can also be applied to provide real-time GIS applications to improve the responsiveness of user interactions with the data. This paper presents a method to enable this approach for Web GIS applications. It uses the JavaScript 3D graphics API (WebGL) to perform client-side parallel real-time computations of 2D or 2.5D spatial raster algorithms on the graphics card. The potential of this approach is evaluated using an example implementation of a hillshade algorithm. Performance comparisons of parallel and sequential computations reveal acceleration factors between 25 and 100, mainly depending on mobile or desktop environments.

Background Noise? TV Advertising Affects Real-Time Investor Behavior

2021 ◽  
Author(s):  
Jūra Liaukonytė ◽  
Alminas Žaldokas
Keyword(s):  
Real Time ◽  
Trading Volume ◽  
Data Gathering ◽  
Financial Information ◽  
Investor Behavior ◽  
Tv Advertising ◽  
Hourly Data ◽  
National Advertising ◽  
Retail Investor ◽  
Retail Trading

Using minute-by-minute TV advertising data covering some 300 firms, 327,000 ads, and $20 billion in ad spending, we study the real-time effects of TV advertising on investors’ searches for online financial information and subsequent trading activity. Our identification strategy exploits the fact that viewers in different U.S. time zones are exposed to the same programming and national advertising at different times, allowing us to control for contemporaneous confounding events. We find that an average TV ad leads to a 3% increase in EDGAR (Electronic Data Gathering, Analysis, and Retrieval) system queries and an 8% increase in Google searches for financial information within 15 minutes of the airing of that ad. These searches translate into larger trading volume on the advertiser’s stock, driven primarily by retail investors. The findings on retail investor ad-induced trading are corroborated with hourly data from Robinhood, a popular retail trading platform. We also show that ads induce searches and trading of companies other than the advertiser, including of close rivals. Altogether, our findings suggest that advertising originally intended for consumers has a nonnegligible effect on financial markets. This paper was accepted by Karl Diether, finance.

scholarly journals Towards Fully Jitterless Applications: Periodic Scheduling in Multiprocessor MCSs Using a Table-Driven Approach

2020 ◽  
Vol 10 (19) ◽  
pp. 6702
Author(s):  
Eugenia Ana Capota ◽  
Cristina Sorina Stangaciu ◽  
Mihai Victor Micea ◽  
Daniel-Ioan Curiac
Keyword(s):  
Real Time ◽  
Multiprocessor Systems ◽  
Preemptive Scheduling ◽  
Algorithm Performance ◽  
Safety Critical ◽  
Time Table ◽  
Scheduling Method ◽  
Embedded Applications ◽  
Special Case ◽  
Mixed Criticality

In mixed criticality systems (MCSs), the time-triggered scheduling approach focuses on a special case of safety-critical embedded applications which run in a time-triggered environment. Sometimes, for these types of MCSs, perfectly periodical (i.e., jitterless) scheduling for certain critical tasks is needed. In this paper, we propose FENP_MC (Fixed Execution Non-Preemptive Mixed Criticality), a real-time, table-driven, non-preemptive scheduling method specifically adapted to mixed criticality systems which guarantees jitterless execution in a mixed criticality time-triggered environment. We also provide a multiprocessor version, namely, P_FENP_MC (Partitioned Fixed Execution Non-Preemptive Mixed Criticality), using a partitioning heuristic. Feasibility tests are proposed for both uniprocessor and homogenous multiprocessor systems. An analysis of the algorithm performance is presented in terms of success ratio and scheduling jitter by comparing it against a time-triggered and an event-driven method in a non-preemptive context.

A sampling-based probabilistic path planner for multirotor air vehicles in cluttered environments

2016 ◽  
Vol 231 (1) ◽  
pp. 143-162 ◽  
Author(s):  
Andrew Brown ◽  
Jonathan Rogers
Keyword(s):  
Real Time ◽  
Uncertainty Propagation ◽  
Collision Risk ◽  
Algorithm Performance ◽  
Cluttered Environments ◽  
Estimation Uncertainty ◽  
Massively Parallel Computers ◽  
Probability Of Collision ◽  
Risk Acceptability ◽  
Path Planner

Successful navigation of small, unmanned aerial vehicles (UAVs) in cluttered environments is a challenging task, especially in the presence of turbulent winds and state estimation uncertainty. This paper proposes a probabilistic path planner for UAVs operating in cluttered environments. Unlike previous sampling-based approaches which select robust paths from a set of trajectory candidates, the proposed algorithm seeks to modify an initial desired path so that it satisfies obstacle avoidance constraints. Given a desired path, Monte Carlo uncertainty propagation is performed and obstacle collision risks are quantified at discrete intervals along the trajectory. A numerical optimization algorithm is used to modify the flight path around obstacles and reduce probability of collision while maintaining as much of the originally desired path as possible. The proposed path planner is specifically designed to leverage embedded massively parallel computers for near real-time uncertainty propagation. Thus the planner can be run in real-time in a feedback manner, modifying the path appropriately as new measurements are obtained. Example results for a standard quadrotor show the ability of the path planning scheme to successfully generate trajectories in cluttered environments. Trade studies characterize algorithm performance as a function of obstacle density and collision risk acceptability.

Parameter Selection for Real-Time Controllers in Resource-Constrained Systems

2010 ◽  
Vol 6 (4) ◽  
pp. 610-620 ◽  
Author(s):  
Yifan Wu ◽  
Giorgio Buttazzo ◽  
Enrico Bini ◽  
Anton Cervin
Keyword(s):  
Real Time ◽  
Parameter Selection ◽  
Constrained Systems ◽  
Resource Constrained ◽  
Selection For

scholarly journals Advance Surveillance Robot using Raspberry PiIot

2020 ◽  
Vol 6 (6) ◽  
pp. 54-57
Author(s):  
G Sai Kiranmayi ◽  
B Bhanu ◽  
B Manikanta ◽  
N Ashok ◽  
G Govinda Raju
Keyword(s):  
Real Time ◽  
Virtual Environment ◽  
Monitoring System ◽  
Raspberry Pi ◽  
Live Streaming ◽  
Surveillance Systems ◽  
Web Page ◽  
Interface Board ◽  
Major Application

The main objective of this paper is to develop a virtual environment for detecting suspicious and targeted places for user without any loss of human life.The purpose of this project is to regulate robot with interface board of the raspberry pi,sensors and software to full fill real time equipment. There are sundry surveillance systems such as camera, CCTV etc. available in the market. In these systems, the person located in that particular area can only view what is transpiring in that place. We proposed a system to build an authentictime live streaming and monitoring system utilizing Raspberry pi with installed Wi-Fi connectivity. It can continuously monitor the objects. Robot can move in every direction (left, right,forward and backward). The webcam which is placed on the robotic unit will capture the video and it transmits vivacious to the remote end. The major application of this paper can be analysed utilizing HTML web page which can be acclimated to control the movement of the robot.

scholarly journals Enabling Real-Time 3D Display of Lifelike Fingerspelling in a Web App

2020 ◽  
pp. 38-44
Author(s):  
Jami Montgomery ◽  
John McDonald ◽  
Eric Gong ◽  
Souad Baowidan ◽  
Rosalee Wolfe
Keyword(s):  
Real Time ◽  
Sign Language ◽  
Mobile Technologies ◽  
3D Display ◽  
3D Rendering ◽  
Natural Motion ◽  
Software Platforms ◽  
Web App

AbstractFingerspelling receptive skills remain among the most difficult aspects of sign language for hearing people to learn due to the lack of access to practice tools that reproduce the natural motion of human signing. This problem has been exacerbated in recent years by the move from desktop to mobile technologies which has rendered prior software platforms less accessible to general users. This paper explores a web-enabled 3D rendering architecture that enables real-time fingerspelling on a human avatar that can address these issues. In addition it is capable of producing more realistic motion than prior efforts that were video-based and provides greater interactivity and customization that will support further enhancements to self-practice tools for fingerspelling reception.

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