20,019 research outputs found
Interview with Jimmy Limit: "Recent Advancements"
No full textJimmy Limit\u27s "Recent Advancements" (18 Jan-4 May 2014) at Rodman Hall, St. Catharines, Ontario. Curator: Marcie Bronso
Interview with Jimmy Limit: "Recent Advancements"
No full textJimmy Limit's "Recent Advancements" (18 Jan-4 May 2014) at Rodman Hall, St. Catharines, Ontario. Curator: Marcie Bronson</jats:p
Shop Floor : Jimmy Limit
No full text"Employing aesthetics of stock photography through odd and abstracted still lifes of everyday household objects, this exhibition features a new series light boxes and moving image works by Jimmy Limit. Repurposing these objects into strange and elaborate sculptures, the work examines photography as both a supplier of commodities and a commodity in itself." -- Publisher's website
The speed of limit order execution in the Spanish stock exchange
No full textThe objective of this work is to study empirically the factors influencing the execution time in the Spanish Stock Exchange. Our dataset includes the orders and transactions of the assets belonging to IBEX 35 in the period between July and September 2000. We divide the assets into three sub samples according to their trading activity, and we use an econometric model based on survival analysis to analyze the effect of variables such as the relative inside spread, price aggressiveness, asset volatility and depth. We find that limit orders priced at the quotes or within the quotes have a shorter expected time of execution. The same happens when the asset is more volatile and active. Time of execution is shorter at the beginning and at the end of the trading session depending on the group of the assets considered, and it is longer when the inside bid--ask spread is larger. If the trader takes into account the type of the last order introduced before the order placement we can observe that if the previous order was a market order on the opposite (same) side of the book then the expected time of execution of the new limit order is shorter (longer), while if it was a limit order on the same (opposite) side of the book then it is longer (shorter). Finally, we study the effect of the explanatory variables on the expected time of execution over the different periods of the trading session
THE SPEED OF LIMIT ORDER EXECUTION IN THE SPANISH STOCK EXCHANGE
No full textThe objective of this work is to study empirically the factors influencing the execution time in the Spanish Stock Exchange. Our dataset includes the orders and transactions of the assets belonging to IBEX 35 in the period between July and September 2000. We divide the assets into three sub samples according to their trading activity, and we use an econometric model based on survival analysis to analyze the effect of variables such as the relative inside spread, price aggressiveness, asset volatility and depth. We find that limit orders priced at the quotes or within the quotes have a shorter expected time of execution. The same happens when the asset is more volatile and active. Time of execution is shorter at the beginning and at the end of the trading session depending on the group of the assets considered, and it is longer when the inside bid--ask spread is larger. If the trader takes into account the type of the last order introduced before the order placement we can observe that if the previous order was a market order on the opposite (same) side of the book then the expected time of execution of the new limit order is shorter (longer), while if it was a limit order on the same (opposite) side of the book then it is longer (shorter). Finally, we study the effect of the explanatory variables on the expected time of execution over the different periods of the trading session.
distinguish the limit from the edge : Theresa Hak Kyung Cha & Jimmy Robert
No full text"distinguish the limit from the edge" expands upon the dialogue between Theresa Hak Kyung Cha and Jimmy Robert by assembling a selection of additional work by both artists. Edited by Jacob Korczynski, "distinguish the limit from the edge" is commissioned by Book Works and published with the support of the Ministry of Culture, Sports and Tourism and Korea Arts Management Services in association with Participant Inc on the occasion of the exhibition "flipping through pages keeping a record of time": Theresa Hak Kyung Cha & Jimmy Robert at Participant Inc
Limit Theorem for a Modified Leland Hedging Strategy under Constant Transaction Costs rate
No full textWe study the Leland model for hedging portfolios in the presence of a constant proportional transaction costs coefficient. The modified Leland's strategy recently defined by the second author, contrarily to the classical one, ensures the asymptotic replication of a large class of payoff. In this setting, we prove a limit theorem for the deviation between the real portfolio and the payoff. As Pergamenshchikov did in the framework of the usual Leland's strategy, we identify the rate of convergence and the associated limit distribution. This rate turns out to be improved using the modified strategy and non periodic revision dates.Asymptotic hedging ; Leland-Lott strategy ; Transaction costs ; Martingale limit theorem.
Central Limit Theorems For Multicolor Urns With Dominated Colors
No full textAn urn contains balls of d >= 2 colors. At each time n >= 1, a ball is drawn and then replaced together with a random number of balls of the same color. Let An =diag (An,1, . . . ,An,d) be the n-th reinforce matrix. Assuming EAn,j = EAn,1 for all n and j, a few CLT’s are available for such urns. In real problems, however, it is more reasonable to assume EAn,j = EAn,1 whenever n >= 1 and 1 limsup EAn,j whenever j > d0, for some integer 1 = 1) is independent but need not be identically distributed. Some statistical applications are given as well.Central limit theorem, Clinical trials, Random probability measure, Stable convergence, Urn model.
Wave turbulence of a rotating array of quantized vortices in the T → 0 temperature limit
No full textThe dynamics of quantized vortices in the zero temperature limit is currently of great interest, particularly in the case of the Fermi superfluid He-B. Here we study wave turbulence, generated by the librating motion of a rotating cylindrical container filled with He-B, in the limit of vanishing viscous forces at temperatures . The polarization of the quantized vortices with respect to the axis of rotation is measured using non-invasive NMR techniques. We observe a decrease of the polarization when the librating motion is started, and a two-stage relaxation process when the modulation of the rotation velocity is stopped. The first relaxation process is associated with the dissipation of large-scale flow stored in inertial waves and the solid body rotation of the vortex array. From the decay of these energy reservoirs we determine the rate of energy dissipation of large-scale flow. The later second process is related to the relaxation of Kelvin waves on individual vortices. This process is monitored by the recovery of the polarization. The existence of a Kelvin wave cascade at the lowest temperatures is currently a central open question. We supply some evidence for the cascade
Forming limit diagrams
No full textIn this work, the Marciniak and Kuczynski model (MK) will be reviewed and will be generalized to a more general approach for the calculation of forming limit diagrams. In the new model we will account for all directions of the imperfection. This new approach has been used to calculate the theoretical FLDs (forming limit diagrams) for Vonmises, Barlat Yield96 and Barlat Yield2000 for aluminum alloy Al2008-T4 and compared with an experimental one. All the derivations needed for the implementation of the code are derived in the appendix for all yield functions. Finally the stretch stamping test will be modeled using LS-DYNA. A very good agreement has been achieved between the experimental and theoretical results.N/Ax, 69 p. illIncludes bibliographical reference
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