Results 81 to 90 of about 308,639 (286)

High frequency trading and end-of-day price dislocation : [Version 28 Oktober 2013] [PDF]

open access: yes, 2013
We show that the presence of high frequency trading (HFT) has significantly mitigated the frequency and severity of end-of-day price dislocation, counter to recent concerns expressed in the media.
Aitken, Michael   +2 more
core  

High-frequency trading and dark pools: Sharks never sleep [PDF]

open access: yes, 2014
© 2014, Taylor and Francis Ltd. All rights reserved. The implications of massive high-frequency trading are becoming increasingly clear in equity markets and other financial markets. In recent years high-frequency trading has not only increased vastly in
Clarke, T
core   +1 more source

A Thermodynamic 3D Model for the Simulation of Diffusion‐Controlled Alloying Processes in Heterogeneous Material Structures

open access: yesAdvanced Engineering Materials, EarlyView.
A numerical model resulting from irreversible thermodynamics for describing transport processes is introduced, focusing on thermodynamic activity gradients as the actual driving force for diffusion. Implemented in CUDA C++ and using CalPhaD methods for determining the necessary activity data, the model accurately simulates interdiffusion in aluminum ...
Ulrich Holländer   +3 more
wiley   +1 more source

Enhancing Strength and Electrical Conductivity in Al–Zr–Sc Conductor Alloys Through Sn and Sr Microalloying and Two‐Step Aging Treatment

open access: yesAdvanced Engineering Materials, EarlyView.
Trace additions of Sn and Sr combined with a two‐step aging treatment are shown to enhance the microstructure and performance of Al–Zr–Sc conductor alloys. Strength and electrical conductivity increase concurrently through accelerated precipitation of fine Al3(Sc, Zr) precipitates and improved dislocation resistance, offering a cost‐effective pathway ...
Quan Shao   +3 more
wiley   +1 more source

A Distributed Energy Trading Framework Based on All-Optical Multicast Communication

open access: yesFuture Internet
The 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

MARKET-MAKING STRATEGY IN THE SYSTEM OF ALGORITHMIC HIGH-FREQUENCY TRADING [PDF]

open access: yesНаучно-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  

On the volatility-volume relationship in energy futures markets using intraday data [PDF]

open access: yes
This paper investigates the relationship between trading volume and price volatility in the crude oil and natural gas futures markets when using high-frequency data.
Benoît Sévi, Julien Chevallier
core  

Composition‐Tuned Enhancement of the Anomalous Nernst Effect in FeCo–Pt Thin Films on Rigid and Flexible Substrates

open access: yesAdvanced 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

Developing high-frequency equities trading models [PDF]

open access: yes, 2010
Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2010.Cataloged from PDF version of thesis.Includes bibliographical references (p.
Infantino, Leandro Rafael   +1 more
core  

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