Results 121 to 130 of about 61,871 (293)
A brief overview of the characteristics of interbank forint/euro trading [PDF]
This study offers some insight into indirect interbank forint/euro trading through transaction-level data from the dominant electronic trading platform used on this market.
Norbert Kiss M., Áron Gereben
core
Moiré band engineering in graphene/hexagonal boron nitride–based superlattices unlocks van Hove singularities (VHSs) for terahertz (THz) optoelectronics. Tuning the Fermi level near these singularities, associated with secondary neutrality points (SNPs), enhances the photothermoelectric response.
Leonid Elesin +16 more
wiley +1 more source
Intraday technical trading in the foreign exchange market [PDF]
This paper examines the out-of-sample performance of intraday technical trading strategies selected using two methodologies, a genetic program and an optimized linear forecasting model.
Christopher J. Neely, Paul A. Weller
core
Label Unbalance in High-frequency Trading
In financial trading, return prediction is one of the foundation for a successful trading system. By the fast development of the deep learning in various areas such as graphical processing, natural language, it has also demonstrate significant edge in handling with financial data.
Zijian Zhao 0002 +4 more
openaire +2 more sources
Multiscale experiments and modeling reveal how Ti3C2Tx MXene nanosheets reinforce PVDF nanocomposites. An optimal MXene loading (∼1 wt.%) nearly doubles tensile strength through efficient stress transfer, flake alignment, and crack‐deflection mechanisms, transforming ductile polymer behavior into a controlled multi‐stage fracture pathway which aligns ...
Bita Soltan Mohammadlou +5 more
wiley +1 more source
Uncovering Long Memory in High Frequency UK Futures [PDF]
Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk measures, observed absolute and ...
Cotter, John
core
Uncovering Long Memory in High Frequency UK Futures [PDF]
Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk measures, observed absolute and ...
Cotter, John
core +1 more source
A 3D anisotropic hydrogel derived from heart extracellular matrix guides cytoskeletal alignment and nuclear remodeling in reprogrammed cardiomyocyte‐like cells. This study reveals how matrix alignment modulates nuclear envelope dynamics and chromatin state, triggering transcriptional and functional maturation.
Seung Ju Seo +7 more
wiley +1 more source
Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models [PDF]
In this paper, we study the dynamic interdependencies between high-frequency volatility, liquidity demand as well as trading costs in an electronic limit order book market.
Nikolaus Hautsch, Vahidin Jeleskovic
core
Non-efficiency in Automated Markets for the US and Mexico
This work analyzes the Efficient Markets Hypothesis (EMH) introduced by Fama (1970). The notion has been a cornerstone in theory and practice in financial markets, given its implications for predicting future prices.
Montserrat Reyna Miranda +3 more
doaj +1 more source

