Results 121 to 130 of about 308,405 (309)

Systematic Review on Algorithmic Trading

Acta Informatica Pragensia
Background: Algorithmic trading systems (ATS) are defined by the use of computational algorithms for automating financial transactions. They have become a critical part of modern financial markets because of their efficiency and ability to carry out ...
David Jukl, Jan Lansky
doaj   +1 more source

High frequency correlation modelling [PDF]

Many statistical arbitrage strategies, such as pair trading or basket trading, are based on several assets. Optimal execution routines should also take into account correlation between stocks when proceeding clients orders.
Frédéric Abergel, Nicolas Huth
core  

Dynamic Control of Synaptic Plasticity by Competing Ferroelectric and Trap‐Assisted Switching in IGZO Transistors with Al2O3/HfO2 Dielectrics

Advanced Functional Materials, EarlyView.
A frequency‐tunable ferroelectric synaptic transistor based on a buried‐gate InGaZnO channel and Al2O3/HfO2 dielectric stack exhibits linear and reversible weight updates using single‐polarity pulses. By switching between ferroelectric and trap‐assisted modes depending on input frequency, the device simplifies neuromorphic circuit design and achieves ...
Ojun Kwon, Dong Ho Lee, Seyoung Oh, Jongwon Yoon, Hyo‐Bae Kim, Ji‐Hoon Ahn, Woojin Park, Han Seul Kim, Byungjin Cho   +8 more
wiley   +1 more source

CryptoMamba-SSM: Linear Complexity State Space Models for Cryptocurrency Volatility Prediction

IEEE Open Journal of the Computer Society
Cryptocurrency markets exhibit complex microstructural dynamics characterized by high-frequency volatility bursts, rapid regime switching, and long-range temporal dependencies, which expose several limitations of existing volatility forecasting ...
Xiuyuan Zhao, Jingyi Liu, Ying Wang, Jiyuan Wang   +3 more
doaj   +1 more source

Investigating Financial Fraud in High Frequency Trading: Context and Drivers

, 2011
Afroditi Katika, Babis Theodoulidis, David Díaz   +2 more
openalex   +1 more source

Functional Materials for Environmental Energy Harvesting in Smart Agriculture via Triboelectric Nanogenerators

Advanced Functional Materials, EarlyView.
This review explores functional and responsive materials for triboelectric nanogenerators (TENGs) in sustainable smart agriculture. It examines how particulate contamination and dirt affect charge transfer and efficiency. Environmental challenges and strategies to enhance durability and responsiveness are outlined, including active functional layers ...
Rafael R. A. Silva, Giulio Fatti, Emanuel Carlos, Guilherme Ferreira, Sumita Goswami, Suman Nandy, Luiz H. C. Mattoso, Elvira Fortunato, Caio G. Otoni, Rodrigo Martins   +9 more
wiley   +1 more source

Dynamic Modeling of Limit Order Book and Market Maker Strategy Optimization Based on Markov Queue Theory

Mathematics
In recent years, high-frequency trading has become increasingly popular in financial markets, making the dynamic modeling of the limit book and the optimization of market maker strategies become key topics. However, existing studies often lacked detailed
Fei Xie, Yang Liu, Changlong Hu, Shenbao Liang   +3 more
doaj   +1 more source

High Frequency Quoting, Trading, and the Efficiency of Prices

, 2013
Jennifer Conrad, Sunil Wahal, Jin Xiang
openalex   +1 more source

Stock margins and the condition probability of price reversals [PDF]

Does the cost of trading affect stock prices? Yes, according to the evidence in this article.
James T. Moser, Paul Kofman
core  

MOFs and COFs in Electronics: Bridging the Gap between Intrinsic Properties and Measured Performance

Advanced Functional Materials, EarlyView.
Metal‐organic frameworks (MOFs) and covalent organic frameworks (COFs) hold promise for advanced electronics. However, discrepancies in reported electrical conductivities highlight the importance of measurement methodologies. This review explores intrinsic charge transport mechanisms and extrinsic factors influencing performance, and critically ...
Jonas F. Pöhls, R. Thomas Weitz
wiley   +1 more source