The Effect of Bid-Ask Prices on Brazilian Options Implied Volatility: A Case Study of Telemar Call Options [PDF]
Although not explicitly reported, option traders on the Bovespa exchange pay an implicit bid-ask spread on each trade. Reported transaction prices that comprise the databases previously used to study the Brazilian options markets do not reflect actual ...
Claudio Henrique da Silveira Barbedo +1 more
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The impact of transactions costs in the UK stock market: Evidence and implications [PDF]
, 2003 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.There has been an increasing interest in the finance literature regarding the impact of transactions costs on US equity markets.
Gregoriou, Andros
core +1 more source
Grounding Large Language Models for Robot Task Planning Using Closed‐Loop State Feedback
Advanced Robotics Research, EarlyView.BrainBody‐Large Language Model (LLM) introduces a hierarchical, feedback‐driven planning framework where two LLMs coordinate high‐level reasoning and low‐level control for robotic tasks. By grounding decisions in real‐time state feedback, it reduces hallucinations and improves task reliability.
Vineet Bhat +4 more
wiley +1 more source
Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets. [PDF]
Front Artif Intell, 2023 Nagy P, Calliess JP, Zohren S.
europepmc +1 more source
Modelling Adverse Selection on Electronic Order-Driven Markets [PDF]
The vast majority of models that decompose the bid/ask spread assume the quote-driven, specialist structure of the NYSE. This paper critically evaluates these models to construct a model specific for an electronic order-driven exchange.
David Michayluk +2 more
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Auditory–Tactile Congruence for Synthesis of Adaptive Pain Expressions in RoboPatients
Advanced Robotics Research, EarlyView.In this work, we explore auditory–tactile congruence for synthesizing adaptive vocal pain expressions in robopatients. Using a robopatient platform that integrates vocal pain sounds with palpation forces, we conducted 7680 trials across 20 participants.
Saitarun Nadipineni +4 more
wiley +1 more source
Wacana: Jurnal Sosial dan Humaniora, 2012 The aim of this study is to know and analyze variables influencing holding period of common stock on public firm listed in LQ 45 Index, that are firms generally have good performance assessed based on both market performance and firm fundamental, then ...
Vinus - Maulina +2 more
doaj
What happens around earning announcements? An investigation of information asymmetry and trading activity in the Saudi market [PDF]
, 2010 This paper examines stock returns and trading activities around earnings announcements for listed companies in the Saudi stock market (SSM). Specifically, we examine the levels of stock liquidity, trading activity, volatility, bid-ask spread, asymmetric
Gregoriou, A, Alzahrani, AA
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Multimodal Engagement Assessment in Children During Invented Story Paradigm With a Social Robot
Advanced Robotics Research, EarlyView.A multimodal framework is proposed to assess children's engagement during storytelling interactions with a social robot. Gaze, physiological, and behavioral data are combined and validated against observer ratings. An automated gaze‐labeling strategy is introduced, and supervised classifiers achieve high accuracy. The study supports scalable engagement
Laura Fiorini +7 more
wiley +1 more source
Floor versus Screen Trading : Evidence from the German Stock Market [PDF]
The last decade has witnessed a dramatic increase in both the number and the market share of screen-based trading systems. Electronic trading systems do offer lower operating costs and the possiblilty of remote access to the market.
THEISSEN, Erik
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