Clinical significance of coronary flow velocity measurement by transthoracic Doppler echocardiography in 2 patients with unstable angina (UA) was reported. No significant abnormality was observed on electrocardiography. Coronary flow sequence of the left anterior descending coronary artery (LAD) was detected in diastole. Peak diastolic flow velocity was 11.1 cm/s in case 1 and 10.1 cm/s in case 2. On the basis of these data, emergency coronary angiography was performed in both cases. Severe stenosis was observed at the proximal portion of LAD; consequently, emergency coronary angioplasty was performed. Coronary flow velocity measurement is useful as a diagnostic strategy in UA.
We propose a stochastic filtering model for Limit Order Book (LOB) where the signal process obeys the stochastic differential equation (SDE) whose trend function depend on the history of the LOB in such a way as to reflect the predicted direction of the mid price movement via the Support Vector Machine (SVM). Stochastic dynamics of the LOB is modeled with a queuing system where incoming orders and cancellations of existing orders arrive according to conditionally independent Poisson processes. Finally, numerical example with Nikkei 225 futures are presented.
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