Taking it to the limit

Simon Bickerstaffe

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Taking it to the limit

机译：发挥到极限

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Six cylinder diesel engines have transformed premium vehicles. Intense development has given these powerplants an enviable combination of high torque and low fuel consumption. But as well as the increased focus on CO_2 emissions, reducing NOx is becoming more important too.

机译：六缸柴油发动机已经改变了高级车辆。激烈的发展使这些动力装置具有高扭矩和低油耗的令人羡慕的组合。但是，除了越来越关注CO_2排放外，减少NOx也变得越来越重要。

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来源
《Automotive engineer》 |2013年第3期|20-21|共2页
作者
Simon Bickerstaffe;
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收录信息美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
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2. The Limits to Setting Limits on Critical-Care Delivery: Response to Open Peer Commentaries on "Balancing Legitimate Critical-Care Interests: Setting Defensible Care Limits Through Policy Development" [J] . Kirby Jeffrey American journal of bioethics . 2016,第1期

机译：设置重症监护界限的极限：对“平衡合法重症监护利益：通过政策制定设定可辩护界限”的公开同行评论的回应
3. Selection of Credit Limit Methods: The Comprehensive Limit Credit Method or the Line-state Limit Credit Method [J] . Li-Hua Chang, Hou-Ping Deng, Li-Xia Tan, Journal of Applied Sciences . 2013,第8期

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4. CHALLENGE IN DEFINING THE FLAMMABILITY LIMITS AT ELEVATED CONDITIONS: DIFFERENCE BETWEEN THE UPPER EXPLOSION LIMIT AND THE LOWER COOL FLAME LIMIT [C] . Pekalski A.A., Pasman H.J. International Symposium on Loss Prevention and Safety Promotion in the Process Industries . 2007

机译：在升高条件下定义可燃性限制的挑战：上爆爆和较低的冷火焰极限之间的差异
5. Teachers' perceptions of the concept of limit, the role of limits, and the teaching of limits in advanced placement calculus. [D] . Simonsen, Linda Mae. 1995

机译：教师对极限的概念，极限的作用以及在高级分班演算中极限的教学的认识。
6. Limit of Blank Limit of Detection and Limit of Quantitation [O] . David A Armbruster, Terry Pry 2008

机译：空白限检测限和定量限
7. We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size against other market participants. Order exposure can cause drastic market reactions (“market impact”) in the end leading to higher transaction costs. On the other hand the Iceberg trader faces a loss-in-priority when he hides his intentions, as most electronic limit order books penalize the usage of hidden liquidity. Thus the Iceberg-trader is faced with the problem to find the right trade-off. Our model provides optimal exposure strategies for Iceberg traders in limit order book markets. In particular, we provide a range of analytical statements that are in line with recent empirical findings on the determinants of trader’s exposure strategies. In this framework, we also study the market impact also market impact of limit orders. We provide optimal exposure profiles for a range of hightech stocks from the US SP500 and how they scale with the state-of-the-book. We finally test the Iceberg’s performance against the limit orders and find that Iceberg orders can significantly enhance trade performance by up to 60. [O] . Gökhan Cebiro˜glu, Ulrich Horst 100

机译：我们在限价订单簿中开发了冰山订单执行的顺序交易模型。 Iceberg-trader可以自由地揭露他的交易意图，或者（部分）屏蔽其他市场参与者的真实订单规模。订单暴露最终会导致市场反应激烈（“市场影响”），导致交易成本上升。另一方面，冰山交易员在隐藏他的意图时面临优先权损失，因为大多数电子限价订单都会惩罚隐藏流动性的使用。因此，冰山商人面临着找到正确权衡的问题。我们的模型为限额订单市场中的冰山交易者提供了最佳的风险敞口策略。特别是，我们提供了一系列分析性陈述，这些陈述与最近关于交易者暴露策略决定因素的实证研究结果一致。在此框架下，我们还研究了市场影响以及限价订单的市场影响。我们为来自美国标准普尔500指数的一系列高科技股票提供最佳曝光配置文件，以及它们如何随着本书的规模扩展。我们最终根据极限订单测试了冰山的表现，发现冰山订单可以显着提升贸易业绩高达60％。

Taking it to the limit

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