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Abdunabi T.,University of Waterloo | Abdunabi T.,200 University Avenue West | Basir O.,University of Waterloo | Basir O.,200 University Avenue West
International Journal of Computers and their Applications | Year: 2014

In the last few years, the financial industry has witnessed a growing demand for an integrated multi-asset, multi-strategy trading system that allows traders to simultaneously trade different types of assets, and provides real-time risk assessments, status, and performance of the diversified portfolio. However, many factors contribute to the complexity of developing such integrated decision-making systems. Some of these factors include: the inherent diversity of financial assets, the heterogeneity of trading and risk assessment strategies, and the highly dynamic nature of financial markets. Moreover, the large volume of data to be analyzed severely affects the system's ability to make timely decisions, especially, for high-frequency trading. This paper proposes a novel Holonic Intelligent Multi-Agent Algorithmic Trading System (HIMAATS) to address the software functional requirements (multi-asset, multi-strategy, real-time risk assessment, etc.), and non-functional requirements (autonomy, high-throughput, low-latency, modularity, scalability, etc.). ISCA Copyright © 2014. Source


Boutilier M.S.H.,University of Waterloo | Boutilier M.S.H.,200 University Avenue West | Yarusevych S.,University of Waterloo | Yarusevych S.,200 University Avenue West
AIAA Journal | Year: 2012

Measurements on airfoils at low Reynolds numbers can have a strong dependence on the experimental setup as a result of the sensitivity of the transitioning separated shear layer that develops over the model. In this investigation, the effects of two aspects of the experimental setup, namely end plates and test-section blockage, on low-Reynolds-number airfoil experiments are explored through measurements on a NACA 0018 airfoil model at a chord Reynolds number of 100,000. The improvement in mean spanwise uniformity with end plates installed is quantified and demonstrates the importance of using end plates in two-dimensional airfoil experiments at low Reynolds numbers. Consistent with previous studies on the use of end plates on circular cylinder models, it is found that mean quantities measured on the center-span plane are least sensitive to end-plate spacing for spacings greater than roughly 7 times the projected model thickness. It is shown that the end-plate configuration affects vortex-shedding characteristics and disturbance amplification in the separated shear layer. Blockage effects are investigated by comparing measurements before and after adaptive-wall test-section streamlining for solid-blockage ratios between 4 and 8%. These blockage ratios are shown to cause errors in lift as high as 9% of the maximum lift and 3.5% in the wake vortex-shedding frequency. The results of this investigation can be used to estimate the effects of blockage on flow development in low-Reynolds-number airfoil experiments. It is demonstrated that a common blockagecorrection method can accurately correct lift measurements for moderate blockages in low-Reynolds-number airfoil experiments for conditions under which a separation bubble forms over the model. Copyright © 2011 by the American Institute of Aeronautics and Astronautics, Inc. Source


Gerakopulos R.,University of Waterloo | Gerakopulos R.,200 University Avenue West | Yarusevych S.,University of Waterloo | Yarusevych S.,200 University Avenue West
AIAA Journal | Year: 2012

An array of 25 microphones was embedded into a NACA 0018 airfoil model to facilitate multipoint time-resolved surface pressure measurements in low-Reynolds-number flows. The experiments were performed at a chord Reynolds number of 100,000 and two angles of attack of 8 and 12 deg. The experimental conditions investigated are representative of two flow regimes common to airfoil operation at low Reynolds numbers, separation bubble formation, and separation without subsequent reattachment. The results show that surface pressure fluctuations increase markedly past the separation location, reflecting the increase in the magnitude of velocity fluctuations in the separated shear layer undergoing laminar-to-turbulent transition. In the separation bubble, surface pressure fluctuations peak just upstream of reattachment, suggesting that time-resolved surface pressure measurements can be used to identify the presence and estimate the length of the separation region. The analysis of simultaneous velocity and pressure measurements shows that the characteristics of flow disturbances growing in the separated shear layer can be estimated from microphone measurements. In particular, the dominant frequency, growth rate, and convective velocity of disturbances can be estimated without performing the extensive tests typically required when conventional velocity measurement techniques are used. However, when separation occurs without reattachment, the relatively large distance between the transitioning separated shear layer and the airfoil surface results in lower magnitude surface pressure fluctuations, limiting the diagnostic capabilities of microphone measurements for this flow regime. Copyright © 2011. Source

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