Results 191 to 200 of about 1,529,309 (330)
Fixed energy universality of Dyson Brownian motion [PDF]
B. Landon, Philippe Sosoe, H. Yau
semanticscholar +1 more source
Compared to experimental data of thermophysical properties of NFs, semi‐empirical models cannot estimate FOM correctly. For all working fluids, applying a converging channel instead of the canonical case was inefficient. Diverging channel was always favored compared to the canonical case. For less effective NFs, both lowering the reference velocity and
Mahmoud Jourabian, Mehrdad Raeesi
wiley +1 more source
Price Discovery and Efficiency in Uniswap Liquidity Pools
ABSTRACT Using almost three years of minute‐level data, we show that the efficiency of Uniswap v3 is much improved relative to v2, and some v3 pools are approaching or even exceeding Bitstamp in terms of price discovery ability. Regression results suggest that the channels of influence for these improvements are an increase in informed liquidity ...
Carol Alexander+3 more
wiley +1 more source
Almost Sure Convergence of Uniform Transport Processes to Brownian Motion [PDF]
Richard J. Griego+2 more
openalex +1 more source
The impact of cryptocurrency heists on Bitcoin's market efficiency
Abstract Within the adaptive market hypothesis (AMH) framework, this study explores the dynamic impact of cryptocurrency heists on Bitcoin's market efficiency. By analysing Bitcoin's one‐minute price data, we calculate permutation entropy to assess market disorder and employ the complexity‐entropy causality plane to quantify structural changes in the ...
Mingnan Li, Viktor Manahov, John Ashton
wiley +1 more source
Modeling Brownian Motion as a Timelapse of the Physical, Persistent Trajectory. [PDF]
Cademartiri L.
europepmc +1 more source
When low-order expansions fail and all higher-order contributions matter-basic example of the mean squared displacement for Brownian motion. [PDF]
Menzel AM.
europepmc +1 more source
The Law of the Iterated Logarithm for Brownian Motion in a Banach Space [PDF]
J. Kuelbs, R. Lepage
openalex +1 more source