Results 31 to 40 of about 29,134 (295)
Revue de la Régulation, 2013 Since the enactment of the Markets in Financial Instruments Directive (MiFID) on November 1st, 2007, the institutional landscape and the organization of financial markets in Europe has been witnessing major changes.
Marc Lenglet, Angelo Riva
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High-Frequency Direction Forecasting of the Futures Market Using a Machine-Learning-Based Method
Future Internet, 2022 Futures price-movement-direction forecasting has always been a significant and challenging subject in the financial market. In this paper, we propose a combination approach that integrates the XGBoost (eXtreme Gradient Boosting), SMOTE (Synthetic ...
Shangkun Deng +4 more
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Entropy, 2021 This is an informal and sketchy review of five topical, somewhat unrelated subjects in quantitative finance and econophysics: (i) models of price changes; (ii) linear correlations and random matrix theory; (iii) non-linear dependence copulas; (iv) high ...
Jean-Philippe Bouchaud
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High-Frequency Trading Competition [PDF]
Journal of Financial and Quantitative Analysis, 2018 Theory on high-frequency traders (HFTs) predicts that market liquidity for a security decreases in the number of HFTs trading the security. We test this prediction by studying a new Canadian stock exchange, Alpha, that experienced the entry of 11 HFTs over 4 years. We find that bid–ask spreads on Alpha converge to those at the Toronto Stock Exchange as
Jonathan Brogaard, Corey Garriott
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Mapping the evolution of mitochondrial complex I through structural variation
FEBS Letters, EarlyView.Respiratory complex I (CI) is crucial for bioenergetic metabolism in many prokaryotes and eukaryotes. It is composed of a conserved set of core subunits and additional accessory subunits that vary depending on the organism. Here, we categorize CI subunits from available structures to map the evolution of CI across eukaryotes. Respiratory complex I (CI)
Dong‐Woo Shin +2 more
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Market Making With Signals Through Deep Reinforcement Learning
IEEE Access, 2021 Deep reinforcement learning has recently been successfully applied to a plethora of diverse and difficult sequential decision-making tasks, ranging from the Atari games to robotic motion control.
Bruno Gasperov, Zvonko Kostanjcar
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FEBS Letters, EarlyView.This perspective highlights emerging insights into how the circadian transcription factor CLOCK:BMAL1 regulates chromatin architecture, cooperates with other transcription factors, and coordinates enhancer dynamics. We propose an updated framework for how circadian transcription factors operate within dynamic and multifactorial chromatin landscapes ...
Xinyu Y. Nie, Jerome S. Menet
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Cryptocurrency Futures Portfolio Trading System Using Reinforcement Learning
Applied SciencesThis paper proposes a cryptocurrency portfolio trading system (CPTS) that optimizes trading performance in the cryptocurrency futures market by leveraging reinforcement learning and timeframe analysis.
Jae Heon Chun, Suk Jun Lee
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Time after time – circadian clocks through the lens of oscillator theory
FEBS Letters, EarlyView.Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo +2 more
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Grid Trading System Robot (GTSbot): A Novel Mathematical Algorithm for Trading FX Market
Applied Sciences, 2019 Grid algorithmic trading has become quite popular among traders because it shows several advantages with respect to similar approaches. Basically, a grid trading strategy is a method that seeks to make profit on the market movements of the underlying ...
Francesco Rundo +3 more
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