Results 91 to 100 of about 61,871 (293)
A High-Frequency, Volumetric Trading Strategy [PDF]
, 2010 FRM Project-Simon Fraser ...
Zhang, Sisi, Polinsky, David
core +1 more source
A Distributed Energy Trading Framework Based on All-Optical Multicast Communication
Future InternetThe millisecond-level volatile fluctuations in workloads in large-scale intelligent computing clusters pose significant challenges to traditional electricity markets.
Xuxun Ye, Anliang Cai
doaj +1 more source
High Frequency Trading and the New-Market Makers [PDF]
SSRN Electronic Journal, 2012 This paper characterizes the trading strategy of a large high frequency trader (HFT). The HFT incurs a loss on its inventory but earns a profit on the bid-ask spread. Sharpe ratio calculations show that performance is very sensitive to cost of capital assumptions.
openaire +4 more sources
Advanced Engineering Materials, EarlyView.Disordered (Fe50Co50)1−xPtx thin films exhibit a pronounced anomalous Nernst effect (ANE) with a strong composition dependence on both rigid and flexible substrates. The transverse thermoelectric response peaks near 22.5 at.% Pt, accompanied by enhanced αxy/σxy scaling, thermal transport, and ANE sensitivity.
Mojtaba Mohammadi +2 more
wiley +1 more source
MARKET-MAKING STRATEGY IN THE SYSTEM OF ALGORITHMIC HIGH-FREQUENCY TRADING [PDF]
Научно-технический вестник информационных технологий, механики и оптики, 2014 Market maker is the most important participant of modern exchange trading, it provides the increase of market liquidity and reduces the difference between bid and ask (spread).
A. V. Toropov
doaj
Evaluating Energy Absorption Performance of Filled Lattice Structures
Advanced Engineering Materials, EarlyView.Maximum stress must be considered to robustly evaluate energy absorber designs. This approach was applied to compare all types of absorbers in a single Ashby diagram and determine the utility of filling lattice voids with a second material. High‐performance fillers can improve the performance of lattices that are limited by buckling or catastrophic ...
Christian Bonney +2 more
wiley +1 more source
Trading Activity and Foreign Exchange Market Quality [PDF]
This paper studies intraday market quality for currency pairs with very different trading characteristics, the Euro-U.S. dollar and the Canadian dollar-U.S. dollar.
Kaul, Aditya, Sapp, Stephen
core
Trading volume and the number of trades : a comparative study using high frequency data [PDF]
, 2007 Trading volume and the number of trades are both used as proxies for market activity, with disagreement as to which is the better proxy for market activity. This paper investigates this issue using high frequency data for Cisco and Intel in 1997.
Izzeldin, Marwan, Marwan Izzeldin
core
A blocking and regularization approach to high dimensional realized covariance estimation [PDF]
, 2009 We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix ...
Hautsch, Nikolaus +6 more
core +1 more source
Advanced Engineering Materials, EarlyView.A simplified thermoplastic pultrusion model is developed to predict thermal fields in glass fiber/polyethylene terephthalate (GF/PET) composites with reduced computational cost. By combining effective material homogenization, validation against literature data, and Gaussian‐process‐based optimization, the study reveals how heating limits, pulling speed,
Elder Soares +3 more
wiley +1 more source