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  • 2000-2004  (16)
  • 2004  (16)
  • 1
    Electronic Resource
    Electronic Resource
    Cambridge, Mass. : Berkeley Electronic Press (now: De Gruyter)
    Studies in nonlinear dynamics and econometrics 8.2004, 3, art1 
    ISSN: 1081-1826
    Source: Berkeley Electronic Press Academic Journals
    Topics: Mathematics , Economics
    Notes: For the London Stock Exchange we demonstrate that the signs of orders obey a long-memory process. The autocorrelation function decays roughly as a power law with an exponent of 0.6, corresponding to a Hurst exponent H = 0.7. This implies that the signs of future orders are quite predictable from the signs of past orders; all else being equal, this would suggest a very strong market inefficiency. We demonstrate, however, that fluctuations in order signs are compensated for by anti-correlated fluctuations in transaction size and liquidity, which are also long-memory processes that act to make the returns whiter. We show that some institutions display long-range memory and others don't.
    Type of Medium: Electronic Resource
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  • 2
    Publication Date: 2004-01-16
    Print ISSN: 1081-1826
    Electronic ISSN: 1558-3708
    Topics: Mathematics , Economics
    Published by De Gruyter
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  • 3
    Publication Date: 2018-06-11
    Description: The Viking and the Mars Exploration Rover missions observed that the surface of Mars is encrusted by a thinly cemented layer tagged as "duricrust". A hypothesis to explain the formation of duricrust on Mars should address not only the potential mechanisms by which these materials become cemented, but also the textural and compositional components of cemented Martian soils. Elemental analyzes at five sites on Mars show that these soils have sulfur content of up to 4%, and chlorine content of up to 1%. This is consistent with the presence of sulfates and halides as mineral cements. . For comparison, the rock "Adirondack" at the MER site, after the exterior layer was removed, had nearly five times lower sulfur and chlorine content , and the Martian meteorites have ten times lower sulfur and chlorine content, showing that the soil is highly enriched in the saltforming elements compared with rock.Here we propose two alternative models to account for the origin of these crusts, each requiring the action of transient liquid water films to mediate adhesion and cementation of grains. Two alternative versions of the transient water hypothesis are offered, a top down hypothesis that emphasizes the surface deposition of frost, melting and downward migration of liquid water and a bottom up alternative that proposes the presence of interstitial ice/brine, with the upward capillary migration of liquid water.
    Keywords: Lunar and Planetary Science and Exploration
    Type: Lunar and Planetary Science XXXV: Mars Missions; LPI-Contrib-1197
    Format: application/pdf
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  • 4
    Publication Date: 2018-06-11
    Description: This report casts the initial results of the traverse and science investigations by the Mars Exploration Rover (MER) Spirit at Gusev crater [1] in terms of data sets commonly used in field geologic investigations: Local mapping of geologic features, analyses of selected samples, and their location within the local map, and the regional context of the field traverse in terms of the larger geologic and physiographic region. These elements of the field method are represented in the MER characterization of the Gusev traverse by perspective-based geologic/morphologic maps, the placement of the results from Mossbauer, APXS, Microscopic Imager, Mini-TES and Pancam multispectral studies in context within this geologic/ morphologic map, and the placement of the overall traverse in the context of narrow-angle MOC (Mars Orbiter Camera) and descent images. A major campaign over a significance fraction of the mission will be the first robotic traverse of the ejecta from a Martian impact crater along an approximate radial from the crater center. The Mars Exploration Rovers have been conceptually described as 'robotic field geologists', that is, a suite of instruments with mobility that enables far-field traverses to multiple sites located within a regional map/image base at which in situ analyses may be done. Initial results from MER, where the field geologic method has been used throughout the initial course of the investigation, confirm that this field geologic model is applicable for remote planetary surface exploration. The field geologic method makes use of near-field geologic characteristics ('outcrops') to develop an understanding of the larger geologic context through continuous loop of rational steps focused on real-time hypothesis identification and testing. This poster equates 'outcrops' with the locations of in situ investigations and 'regional context' with the geology over distance of several kilometers. Using this fundamental field geologic method, we have identified the basic local geologic materials on the floor of Gusev at this site, their compositions and likely lithologies, origins, processes that have modified these materials, and their potential significance in the interpretation of the regional geology both spatially and temporally.
    Keywords: Lunar and Planetary Science and Exploration
    Type: Lunar and Planetary Science XXXV: Mars Missions; LPI-Contrib-1197
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  • 5
    Publication Date: 2018-06-11
    Description: Spirit landed in a flat plain in Gusev crater with local undulations at meters scales generated by ridges covered with blocks, some of them looking rounded. Several, flat-topped, mesas are visible in the far field in direction of Ma adim Vallis. A set of north/south oriented hills reaches approximately 150 m elevation to the east of the landing site (LS). A dipping brighter unit with possibly some scarps is associated with it. This setting could be consistent with layering observed on the MOC images of the hills, local exposure of material with variable dust cover, or deflated or allochtonous material. Numerous small depressions are visible from LS referred to as "Columbia Memorial Station"* (CMS). Floors are partially filled with finer-grained, high albedo material. At least one of them, nicknamed "Sleepy Hollow"* (approximately 30 m diameter) may be an eroded secondary impact crater. It is unclear if they can all be related to small impact structures. Some of them are elongated and aligned with the ridges. The morphology of rocks and soil at this Gusev Crater is presented. Evidence of dynamic aeolian action along this Crater is also discussed.
    Keywords: Lunar and Planetary Science and Exploration
    Type: Lunar and Planetary Science XXXV: Mars Missions; LPI-Contrib-1197
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  • 6
    Publication Date: 2018-06-11
    Description: The Mars Exploration Rover Spirit and its Athena science payload have been used to investigate a landing site in Gusev crater. Gusev is hypothesized to be the site of a former lake, but no clear evidence for lacustrine sedimentation has been found to date. Instead, the dominant lithology is basalt, and the dominant geologic processes are impact events and eolian transport. Many rocks exhibit coatings and other characteristics that may be evidence for minor aqueous alteration. Any lacustrine sediments that may exist at this location within Gusev apparently have been buried by lavas that have undergone subsequent impact disruption.
    Keywords: Lunar and Planetary Science and Exploration
    Type: Science (ISSN 0036-8075); Volume 305; 5685; 794-799
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  • 7
    Publication Date: 2018-06-11
    Description: The Spirit landing site in Gusev Crater on Mars contains dark, fine-grained, vesicular rocks interpreted as lavas. Pancam and Mini-Thermal Emission Spectrometer (Mini-TES) spectra suggest that all of these rocks are similar but have variable coatings and dust mantles. Magnified images of brushed and abraded rock surfaces show alteration rinds and veins. Rock interiors contain 〈/=25% megacrysts. Chemical analyses of rocks by the Alpha Particle X-ray Spectrometer are consistent with picritic basalts, containing normative olivine, pyroxenes, plagioclase, and accessory FeTi oxides. Mossbauer, Pancam, and Mini-TES spectra confirm the presence of olivine, magnetite, and probably pyroxene. These basalts extend the known range of rock compositions composing the martian crust.
    Keywords: Lunar and Planetary Science and Exploration
    Type: Science (ISSN 0036-8075); Volume 305; 5685; 842-845
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  • 8
    Publication Date: 2018-06-11
    Description: The Mars Exploration Rover Opportunity has investigated the landing site in Eagle crater and the nearby plains within Meridiani Planum. The soils consist of fine-grained basaltic sand and a surface lag of hematite-rich spherules, spherule fragments, and other granules. Wind ripples are common. Underlying the thin soil layer, and exposed within small impact craters and troughs, are flat-lying sedimentary rocks. These rocks are finely laminated, are rich in sulfur, and contain abundant sulfate salts. Small-scale cross-lamination in some locations provides evidence for deposition in flowing liquid water. We interpret the rocks to be a mixture of chemical and siliciclastic sediments formed by episodic inundation by shallow surface water, followed by evaporation, exposure, and desiccation. Hematite-rich spherules are embedded in the rock and eroding from them. We interpret these spherules to be concretions formed by postdepositional diagenesis, again involving liquid water.
    Keywords: Lunar and Planetary Science and Exploration
    Type: Science (ISSN 0036-8075); Volume 306; 5702; 1698-1703
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  • 9
    Publication Date: 2018-06-11
    Description: Panoramic Camera images at Gusev crater reveal a rock-strewn surface interspersed with high- to moderate-albedo fine-grained deposits occurring in part as drifts or in small circular swales or hollows. Optically thick coatings of fine-grained ferric iron-rich dust dominate most bright soil and rock surfaces. Spectra of some darker rock surfaces and rock regions exposed by brushing or grinding show near-infrared spectral signatures consistent with the presence of mafic silicates such as pyroxene or olivine. Atmospheric observations show a steady decline in dust opacity during the mission, and astronomical observations captured solar transits by the martian moons, Phobos and Deimos, as well as a view of Earth from the martian surface.
    Keywords: Lunar and Planetary Science and Exploration
    Type: Science (ISSN 0036-8075); Volume 305; 5685; 800-806
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  • 10
    Publication Date: 2018-06-11
    Description: The Mars Exploration Rovers carry four Panoramic Camera (Pancam) instruments (two per rover) that have obtained high resolution multispectral and stereoscopic images for studies of the geology, mineralogy, and surface and atmospheric physical properties at both rover landing sites. The Pancams are also providing significant mission support measurements for the rovers, including Sun-finding for rover navigation, hazard identification and digital terrain modeling to help guide long-term rover traverse decisions, high resolution imaging to help guide the selection of in situ sampling targets, and acquisition of education and public outreach imaging products.
    Keywords: Lunar and Planetary Science and Exploration
    Type: Lunar and Planetary Science XXXV: Special Session: Mars Missions; LPI-Contrib-1197
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