Results 91 to 100 of about 33,616 (292)
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
High Frequency Trading: an overview [PDF]
, 2019 High Frequency Trading has been a recurring theme in financial debates. Fuelled by a considerable increase in worldwide trading volume and the sudden appearance of flash crashes, these trading strategies have drawn ...
Barrutiabengoa Ortubai, Joxe Maria
core
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
The Spot AUD/USD Foreign Exchange Market: Evidence from High Frequency Data [PDF]
Using a high-frequency data set of the spot Australian dollar/US dollar this study examines the distribution of quotes, spreads and returns across the trading “day”. By identifying the direction of trade and the subsequent quote returns from contributing
Batten, Jonathan, Warren Hogan
core
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
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
Advanced Engineering Materials, EarlyView.Additive manufacturing provides precise control over the placement of continuous fibres within polymer matrices, enabling customised mechanical performance in composite components. This article explores processing strategies, mechanical testing, and modelling approaches for additive manufactured continuous fibre‐reinforced composites.
Cherian Thomas, Amir Hosein Sakhaei
wiley +1 more source
High-frequency trading in institutional FX
, 2014 Non UBCUnreviewedAuthor affiliation: Kensho ...
Schmidt, Alec
core
Trading patterns in the European Carbon Market: the role of trading intensity and OTC transactions
, 2013 This paper examines the effect of trading intensity and OTC transactions on expected market conditions in the early development period of the European Carbon futures market.
Kalaitzoglou, Iordanis +3 more
core +1 more source
Fostering Innovation: Streamlining Magnetocaloric Materials Research by Digitalization
Advanced Engineering Materials, EarlyView.Magnetocaloric cooling (MCE) is an environmentally friendly refrigeration method with great potential. Optimizing MCE materials involves the preparation and screening of large quantities of samples, which in turn generates a large amount of data. A digitalization approach is presented that uses ontologies, knowledge graphs, and digital workflows to ...
Simon Bekemeier +17 more
wiley +1 more source