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RISS 인기검색어
- 검색키워드
- 저자 : Ivory, Cornelius F. (검색결과 4 건)
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Robert Ivory Webb,Johan Bjursell,George H. K. Wang 한국증권학회 2013 Asia-Pacific Journal of Financial Studies Vol.42 No.5
We apply nonparametric statistical procedures to extract jumps around scheduled macroeconomic news in U.S. Treasury bond, U.S. Treasury note and Eurodollar futures prices from 2001 to 2004. Volatility and trading activity during announcement days with jumps versus no jumps are also analyzed with computerized trade reconstruction (CTR) and time and sales high frequency data. Several interesting results are obtained. First, while jumps often occur during announcement periods, many jumps cannot be associated with macroeconomic news releases. Second, volatility and trading volume are higher during announcement days with jumps than announcement days without jumps. Furthermore, volatility returns to the preannouncement level faster following scheduled news releases with jumps than after announcements without jumps. Third, we find that price and trading volume are adjusting simultaneously in the first 1-minute interval following the announcement. Thus our results do not confirm that there exists a two-stage adjustment process for prices and trading volume in interest rate futures following scheduled public news releases.
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Dispersion of protein bands in a horseshoe microchannel during IEF
Shim, Jaesool,Dutta, Prashanta,Ivory, Cornelius F. WILEY-VCH Verlag 2009 Electrophoresis Vol.30 No.5
<P>Ampholyte-based IEF is simulated for a 2-D horseshoe microchannel. The IEF model takes into account ionic-strength-dependent mobility corrections for both proteins and ampholytes. The Debye–Huckel–Henry model is employed to correct the protein mobilities and the Onsager–Debye–Huckel model is used to obtain effective mobilities of ampholytes from their limiting mobility. IEF simulations are conducted in the presence of 25 ampholytes (ΔpK=3.0) within a pH range of 6–9 under an electric field of 300 V/cm and using four proteins (pIs=6.49, 7.1, 7.93 and 8.6) focused in a 1-cm-long microchannel. The numerical results show that the concentrations of proteins and ampholytes are different when mobility corrections are considered but that the focusing positions remain the same regardless of mobility corrections. Our results also demonstrate that, unlike linear electrophoresis in which the bands deform significantly as they traverse a bend, during the transient portion of IEF racecourse dispersion is mitigated by focusing and, at focused-state, those bands that focus in the bend show no radial concentration dependence, i.e. they completely recover from racecourse dispersion, even within a tight turn.</P>
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Band Dispersion in Lab-on-a chip for protein separation
Jaesool Shim,Prashanta Dutta,Cornelius F. Ivory 대한기계학회 2008 대한기계학회 춘추학술대회 Vol.2008 No.10
Ampholyte based isoelectric focusing (IEF) simulation was conducted to study dispersion of proteins in a horse shoe microchannel. Four model proteins (pls= 6.49, 7.1, 7.93 and 8.6) are focused in a 1 ㎝ long horse shoe channel under an electric field of 300 V/㎝. The pH gradient is formed in the presence of 25 biprotic carrier ampholytes (?pK = 3.0) within a pH range of 6 to 9. The proteins are focused at 380 sec in a nominal electric field of 300 V/㎝. Our numerical results show that the band dispersions of a protein are large during the gradient formation stage, but the dispersions are significantly reduced when the double peaks start to merge. This rearrangement of spreading band isvery unique compared to linear electrokinetic phenomena (capillary zone electrophoresis) and is independent of channel position and channel shape. Hence, one can perform IEF and other self-sharpening electrokinetic methods, such as, isotachophoresis (ITP), in complex geometries without incorporating hyperturns.
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Parallel implementation of finite volume based method for isoelectric focusing
심재술,Prashanta Dutta,Cornelius F. Ivory 대한기계학회 2009 JOURNAL OF MECHANICAL SCIENCE AND TECHNOLOGY Vol.23 No.12
A message passing interface (MPI) based parallel simulation algorithm is developed to simulate protein behavior in non-linear isoelectric focusing (IEF). The mathematical model of IEF is formulated based on mass conservation, charge conservation, ionic dissociation-association relations of amphoteric molecules and the electroneutrality condition. First, the concept of parallelism is described for isoelectric focusing, and the isoelectric focusing model is implemented for 96 components: 94 ampholytes and 2 proteins. The parallelisms were implemented for two equations (mass conservation equation and electroneutrality equation). The CPU times are presented according to the increase of the number of processors (1, 2, 4 and 8 nodes). The maximum reduction of CPU time was achieved when four CPUs were employed, regardless of the input components in isoelectric focusing. The speed enhancement was defined for comparison of parallel efficiency. Computational speed was enhanced by maximum of 2.46 times when four CPUs were used with 96 components in isoelectric focusing.
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