Results 91 to 100 of about 4,039 (303)

Algorithmic and high-frequency trading in Borsa Istanbul

Borsa Istanbul Review, 2016
This paper investigates the levels of algorithmic trading (AT) and high-frequency trading (HFT) in an emerging market, Borsa Istanbul (BIST), utilizing a dataset of 354 trading days between January 2013 and May 2014.
Oguz Ersan, Cumhur Ekinci
doaj   +1 more source

Transparent and Robust LiCl–Organohydrogel Triboelectric Nanogenerator With Deep Learning Assisted Sensing

Advanced Functional Materials, EarlyView.
Develop a LiCl–PEI–PAM hydrogel with 3000% stretchability and excellent optical transparency. Through comparative studies of various salts, confirm that LiCl is the most suitable salt for high TENG output. Achieve excellent freeze‐resistant, dry‐resistant, and rapid self‐healing (10 s) properties even in extreme environments. Balance ionic conductivity,
Hai Anh Thi Le, Thien Trung Luu, Duc‐Manh Dinh, Kyehan Rhee, Kyungwho Choi, Dukhyun Choi, Yong Tae Park   +6 more
wiley   +1 more source

Liquidity cycles and make/take fees in electronic markets [PDF]

In this paper, the authors develop a dynamic model of trading with two specialized sides: traders posting quotes (“market makers”) and traders hitting quotes (“market takers”).
Kandel, Eugene, Kadan, Ohad, Foucault, Thierry   +2 more
core  

An In-Depth Investigation of Genetic Programming Under Physical Time and Directional Change Frameworks for Algorithmic Trading

IEEE Access
The majority of algorithmic trading studies rely on datasets with fixed physical time intervals, such as hourly or daily data, resulting in a discontinuous representation of time.
Xinpeng Long, Michael Kampouridis, Panagiotis Kanellopoulos   +2 more
doaj   +1 more source

Thermally Pre‐Formed Reconfigurable Resistive Random‐Access Memory Crossbar Arrays: A Dual‐Mode Platform for Robust Physically Unclonable Functions and In‐Memory Computing

Advanced Functional Materials, EarlyView.
A reconfigurable RRAM platform utilizing thermally pre‐formed filaments (TPFs) is developed to realize robust hardware security. By exploiting the thermodynamic stochasticity of TPFs, exceptionally reliable physically unclonable functions (PUFs) are achieved.
Seongbin Kwon, Taewon Lee, Dohyeong Kim, Sungmin Hwang, Sungjoon Kim   +4 more
wiley   +1 more source

Algorithmic crypto trading using information-driven bars, triple barrier labeling and deep learning

Financial Innovation
This paper investigates the optimization of data sampling and target labeling techniques to enhance algorithmic trading strategies in cryptocurrency markets, focusing on Bitcoin (BTC) and Ethereum (ETH).
Przemysław Grądzki, Piotr Wójcik, Stefan Lessmann   +2 more
doaj   +1 more source

Algorithmic Trade Bot

INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT, 2023
Algorithms that follow a trend and a predetermined set of rules are used in algorithmic trading to execute trades. Predictive Trade Bot systemsaim to provide unusual profits for stock order, position,balance, sell, and by tools. The trade can produce income at an unnaturally high speed and frequency.
openaire   +1 more source

Chamber‐Specific Decellularized Extracellular Matrices Differentially Modulate Cardiomyocyte Subtypes to Drive Engineered Heart Tissue Development and Function

Advanced Healthcare Materials, EarlyView.
Chamber‐specific decellularized extracellular matrices (ECMs) were developed, preserving native proteomic profiles of ventricular and atrial myocardium. These innate biochemical cues differentially modulate cardiomyocyte subtypes to drive engineered heart tissue development and function, highlighting the importance of incorporating regional ECM cues in
Dong Gyu Hwang, Myungji Kim, Hwanyong Choi, Jinseon Park, Minji Kim, Donghwan Kim, Bo Ram Lee, Jinah Jang   +7 more
wiley   +1 more source

Vertical integration, competition, and financial exchanges: is there grain in the silo? [PDF]

, 2010
We investigate the incentives for vertical or horizontal integration in the financial security service industry, consisting of trading, clearing and settlement.
Juranek, Steffen, Walz, Uwe
core  

Hybridizing data stream mining and technical indicators in automated trading systems

, 2011
Automated trading systems for financial markets can use data mining techniques for future price movement prediction. However, classifier accuracy is only one important component in such a system: the other is a decision procedure utilizing the prediction
Michael Mayo, Mayo, Michael
core   +1 more source