{"title":"A simulator for studying automated block trading on a coupled dark/lit financial exchange with reputation tracking","authors":"G. Church, D. Cliff","doi":"10.46354/I3M.2019.EMSS.041","DOIUrl":"https://doi.org/10.46354/I3M.2019.EMSS.041","url":null,"abstract":"We describe a novel simulation of a contemporary real-world financial exchange: London Stock Exchange (LSE) Turquoise , and we also introduce a newly-created adaptive automated trading strategy called ISHV , which exhibits realistic behavior in situations where large orders can radically shift prices before transactions occur. LSE Turquoise is a recently-introduced platform where buying and selling takes place on a pair of coupled trading pools: a lit pool that is visible to all traders; and a dark pool where large \"block\" orders are hidden from sight until they are automatically matched with a counterparty, after which the transaction is then revealed. Orders from traders are routed to the lit or dark pool depending on their size, and on the reputation of the trader issuing the order. Unlike all other public-domain adaptive trading strategies, ISHV can alter the prices it quotes in anticipation of adverse price changes that are likely to occur when orders for block-trades are publicly visible: so-called market impact . LSE Turquoise is intended to reduce the negative effects of market impact; something that we test with our simulator. We extend the existing BSE open-source exchange simulator to incorporate coupled lit and dark pools, naming the new system BSELD. We show ISHV exhibiting market impact in a lit-only pool, and discuss how a Turquoise-style coupled dark pool reduces or eliminates that impact. We also show results from a Turquoise-style reputation-tracking mechanism, which can be used for modulating trader access control to the dark pool.","PeriodicalId":253381,"journal":{"name":"THE EUROPEAN MODELING AND SIMULATION SYMPOSIUM","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125783873","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
M. Frascio, Anna Siri, F. Mandolfino, Marco Chirico, G. Vercelli
{"title":"Grasp laparoscopic surgery basic skills: a highly interactive online course model","authors":"M. Frascio, Anna Siri, F. Mandolfino, Marco Chirico, G. Vercelli","doi":"10.46354/i3m.2019.emss.018","DOIUrl":"https://doi.org/10.46354/i3m.2019.emss.018","url":null,"abstract":"Recent changes in surgical education and training have made the virtual learning environments more attractive than previously and have created opportunities for new instructional designs of medical curricula. The aim of this project is to show the results of a novel online elective programme to complement existing surgical undergraduate teaching methods. The training process was developed to enhance existing skills in the field of minimally invasive surgery among the students of the Bachelor Degree in Medicine and Surgery. Interventions were provided characterised on the one hand by the high quality of content and teaching methods, on the other hand by the strong interaction between teachers and students. The elective course created was delivered entirely online, password-protected, and was divided into 4 modules. 30 students enrolled in the fifth and sixth-year students of the UNIGE medical schools have significantly improved their knowledge on mini-invasive surgery after the course. The evaluation results demonstrated high levels of course functionality, effectiveness of its online content and high levels of satisfaction among medical students.","PeriodicalId":253381,"journal":{"name":"THE EUROPEAN MODELING AND SIMULATION SYMPOSIUM","volume":"46 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127776072","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
C. D. Lazzari, S. Marconi, M. Capoccia, S. Papa, R. Badagliacca, Carmine, Dario Vizza
{"title":"A 0-D model to predict the relationship between resistance and compliance in pulmonary arterial hypertension","authors":"C. D. Lazzari, S. Marconi, M. Capoccia, S. Papa, R. Badagliacca, Carmine, Dario Vizza","doi":"10.46354/i3m.2019.emss.004","DOIUrl":"https://doi.org/10.46354/i3m.2019.emss.004","url":null,"abstract":"The inverse relationship between pulmonary vascular resistance and arterial compliance plays a significant role for the treatment of pulmonary arterial hypertension. The hyperbolic relationship between pulmonary vascular resistance and arterial compliance enables to evaluate the percentage of resistance reduction, which ultimately leads to an improvement in compliance. The numerical representation of the pulmonary circulation can help clinicians evaluate these key parameters in relation to therapeutic intervention. In this paper, we present a 0-D numerical model of the pulmonary circulation. The right ventricular pressure is reproduced using a modified time-varying elastance and the pulmonary bed is modelled with RLC elements. Preliminary results obtained from clinical parameters measured in patients with pulmonary arterial hypertension are discussed in this context. The simulations performed using the 0-D model have been applied to a clinical setting to evaluate the percentage change induced on compliance by a reduction in resistance in fixed circulatory conditions.","PeriodicalId":253381,"journal":{"name":"THE EUROPEAN MODELING AND SIMULATION SYMPOSIUM","volume":"67 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126776759","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Property control methods of diamond-like silicon-carbon films for micro- and nanoelectronics","authors":"A. D. Barinov, Anatoli I. Popov, A. A. Makarov","doi":"10.46354/i3m.2019.emss.008","DOIUrl":"https://doi.org/10.46354/i3m.2019.emss.008","url":null,"abstract":"Possible methods for controlling the properties of amorphous diamond-like silicon-carbon films are considered: physical or structural modification, chemical modification, and physical-chemical modification. It is shown that the method of physical modification allows controlling in a wide range the properties of diamond-like silicon-carbon films (electrophysical, mechanical properties and surface morphology) without changing the chemical composition of the material. Chemical modification was carried out by introducing transition metal into diamond-like silicon-carbon films. The dependences of the phase composition, electrophysical and mechanical properties on the content and type of metal are analyzed. The method of physical-chemical modification is considered, when the introduced impurity changes not only the chemical composition, but also the structure of the material.","PeriodicalId":253381,"journal":{"name":"THE EUROPEAN MODELING AND SIMULATION SYMPOSIUM","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127810389","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Model selection method for efficient signals processing from discrete data","authors":"E. Pchelintsev, S. Pergamenshchikov","doi":"10.46354/i3m.2019.emss.015","DOIUrl":"https://doi.org/10.46354/i3m.2019.emss.015","url":null,"abstract":"The paper considers the problem of robust adaptive efficient estimating of a periodic signal modeled by a continuous time regression model with the dependent noises given by a non-Gaussian Ornstein-Uhlenbeck process with Levy subordinator in the case when continuous observation cannot be provided and only discrete time measurements are available. Adaptive model selection procedure, based on the improved weighted least square estimates, is proposed. Under some conditions on the noise distribution, sharp oracle inequality for the robust risk has been proved and the robust efficiency of the model selection procedure has been established. The numerical analysis results are given.","PeriodicalId":253381,"journal":{"name":"THE EUROPEAN MODELING AND SIMULATION SYMPOSIUM","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131671265","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
O. Chernoyarov, A. Glushkov, V. Litvinenko, A. Faulgaber, A. Salnikova
{"title":"The hardware implementation of the multi-position signal digital demodulators","authors":"O. Chernoyarov, A. Glushkov, V. Litvinenko, A. Faulgaber, A. Salnikova","doi":"10.46354/i3m.2019.emss.010","DOIUrl":"https://doi.org/10.46354/i3m.2019.emss.010","url":null,"abstract":"There are considered the capabilities of the hardware implementation of the digital demodulators when receiving the signals of various modulation formats. It is shown that the multi-position signal processing devices can be implemented by means of the on the relatively inexpensive field programmable gate arrays.","PeriodicalId":253381,"journal":{"name":"THE EUROPEAN MODELING AND SIMULATION SYMPOSIUM","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134353613","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Hybrid simulation model supporting efficient computations within rail traffic simulations","authors":"R. Novotny","doi":"10.46354/i3m.2019.emss.003","DOIUrl":"https://doi.org/10.46354/i3m.2019.emss.003","url":null,"abstract":"The contribution deals with the unitary hybrid simulation model of railway traffic, which applies different levels of abstraction (microscopic and macroscopic) to different parts of the simulating system. As a result of applying this approach, simulation experiments can reflect the traffic within a large part of the railway network. The entire computational complexity is supposed to be significantly lower in comparison with an application of a pure microscopic simulator. From this point of view, the hybrid model can also be used to optimize the design of simulators of large and complex railway systems. Special attention is paid to stochastic simulation experiments (applying random train delays) and to transforming train flows at the interface between pairs of microscopic and macroscopic submodels.","PeriodicalId":253381,"journal":{"name":"THE EUROPEAN MODELING AND SIMULATION SYMPOSIUM","volume":"450 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115958663","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Optical quality control using deep learning","authors":"F. Wiesinger, Daniel Klepatsch, M. Bogner","doi":"10.46354/i3m.2019.emss.019","DOIUrl":"https://doi.org/10.46354/i3m.2019.emss.019","url":null,"abstract":"Optical quality control is still often performed by people and always carries the risk of human error. A modern approach in order to solve this issue is the usage of artificial intelligence to boost performance and reliability.This paper focuses on implementing a prototype for optical quality control based on the YOLOv3 algorithm. This is a state-of-the-art object detection system that uses deep learning to detect different classes of objects within an image. Instead of different kinds of objects, the classes in this prototype were different quality levels of a strawberry. The dataset for this task was gathered by taking photos and using images from the internet. The strawberries on these images were labeled and fed to the YOLOv3 algorithm for training. Despite the poor detection rate, the results showed that it is generally possible to use such systems for detecting different quality levels of products.","PeriodicalId":253381,"journal":{"name":"THE EUROPEAN MODELING AND SIMULATION SYMPOSIUM","volume":"601 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123187591","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Influence of emergency lay-bys on smoke stratification in case of fire in bi-directional tunnel: parallel simulation","authors":"P. Weisenpacher, L. Valásek, J. Glasa","doi":"10.46354/i3m.2019.emss.009","DOIUrl":"https://doi.org/10.46354/i3m.2019.emss.009","url":null,"abstract":"The main goal of longitudinal ventilation in case of fire in bi-directional road tunnel is to maintain smoke stratification, which is necessary for safe evacuation of people. This study investigates the influence of emergency lay-bys on smoke stratification in a 900 m long road tunnel by computer simulation using a parallel version of Fire Dynamics Simulator. The calculations were performed on the high performance computer cluster at the Institute of Informatics, Slovak Academy of Sciences in Bratislava (Slovakia). Several scenarios of fire in the tunnel without and with two laybys were simulated and compared. The most significant differences between smoke visibilities in both cases can be observed in the area of the lay-by located downstream of the fire. Several other differences are analysed as well.","PeriodicalId":253381,"journal":{"name":"THE EUROPEAN MODELING AND SIMULATION SYMPOSIUM","volume":"204 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134270183","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
I. Miroshnikova, B. N. Miroshnikov, E. Zenova, M.Y. Presnjakov, A. A. Makarov
{"title":"The simulation of the time characteristics of the photoresistive structures based on the cadmium lead sulfides","authors":"I. Miroshnikova, B. N. Miroshnikov, E. Zenova, M.Y. Presnjakov, A. A. Makarov","doi":"10.46354/i3m.2019.emss.007","DOIUrl":"https://doi.org/10.46354/i3m.2019.emss.007","url":null,"abstract":"The structures of the lead sulphide and lead selenide based photoresistors are examined. The simulation allowed us to explain the experimentally observed differences in the photoconductivity relaxation time between two different types of photoresistors.","PeriodicalId":253381,"journal":{"name":"THE EUROPEAN MODELING AND SIMULATION SYMPOSIUM","volume":"2 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116041760","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}