Results 101 to 110 of about 2,156,811 (323)
Data Science and ManagementSalience theory has been proposed as a new stock trading strategy. To assess the validity of this proposal, a complex decision trading system was constructed based on salience theory, a variational mode decomposition (VMD) model, a bidirectional gated ...
Qing Zhu, Jinhong Du, Yuze Li
doaj +1 more source
High frequency trading and comovement in financial markets
Journal of Financial Economics, 2018 Using the staggered entry of Chi-X in 12 European equity markets as a source of exogenous variation in high frequency trading (HFT), we find that HFT causes significant increases in co-movement in returns and in liquidity. About one-third of the increase
Laura Malceniece +3 more
semanticscholar +1 more source
A Workflow to Accelerate Microstructure‐Sensitive Fatigue Life Predictions
Advanced Engineering Materials, EarlyView.This study introduces a workflow to accelerate predictions of microstructure‐sensitive fatigue life. Results from frameworks with varying levels of simplification are benchmarked against published reference results. The analysis reveals a trade‐off between accuracy and model complexity, offering researchers a practical guide for selecting the optimal ...
Luca Loiodice +2 more
wiley +1 more source
Modeling Stock Price Changes Based on Microstructural Market Data
Финансы: теория и практика, 2018 In modern electronic stock exchanges there is an opportunity to analyze event driven market microstructure data. This data is highly informative and describes physical price formation which makes it possible to find complex patterns in price dynamics. It
N. A. Bilev
doaj +1 more source
What (If Anything) is Wrong with High-Frequency Trading? [PDF]
J Bus Ethics, 2023 Mildenberger CD.
europepmc +1 more source
High frequency trading and end-of-day price dislocation : [Version 28 Oktober 2013] [PDF]
, 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]
, 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
Advanced 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
Advanced 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
Advanced 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