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Most modern financial markets use a continuous double auction mechanism to store and match orders and facilitate trading. In this paper we develop a microscopic dynamical statistical model for the continuous double auction under the assumption of IID random order flow, and analyze it using simulation, dimensional analysis, and theoretical tools based on(More)
The topology of the proteome map revealed by recent large-scale hybridization methods has shown that the distribution of protein-protein interactions is highly heterogeneous, with many proteins having few edges while a few of them are heavily connected. This particular topology is shared by other cellular networks, such as metabolic pathways, and it has(More)
The next step in the understanding of the genome organization, after the determination of complete sequences, involves proteomics. The proteome includes the whole set of protein-protein interactions, and two recent independent studies have shown that its topology displays a number of surprising features shared by other complex networks, both natural and(More)
We model trading and price formation in a market under the assumption that order arrival and cancellations are Poisson random processes. This model makes testable predictions for the most basic properties of markets, such as the diffusion rate of prices (which is the standard measure of financial risk) and the spread and price impact functions (which are(More)
We analyze the stoichiometry, energetics, and reaction concentration dependence of the reductive tricarboxylic acid (rTCA) cycle as a universal and possibly primordial metabolic core. The rTCA reaction sequence is a network-autocatalytic cycle along the relaxation pathway for redox couples in nonequilibrium reducing environments, which provides starting(More)
Extending the Unified Modelling Language (UML) version 2.0 with a profile and stereotypes that allow the modelling of an approval system with multiple levels, each with inherently dualistic complementarity, allows the high-fidelity characterization of the stacked levels of a real world approval hierarchy. The objective was to extend UML to model the(More)
MAD (Movie Authoring and Design) is a novel design and authoring system that facilitates the process of creating dynamic visual presentations such as motion pictures and lecture-demonstrations. MAD supports the process by enhancing the author's ability to structure and modify a presentation and to visualize the ultimate result. It does this by allowing both(More)