Results 111 to 120 of about 2,156,811 (323)
Discrete Dynamics in Nature and Society, 2020 In April 2017, China Financial Futures Exchange adjusted the maximum order volume of single trading in stock index futures, and this paper conducts research on this event.
Liang Wang +3 more
doaj +1 more source
On the volatility-volume relationship in energy futures markets using intraday data [PDF]
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
Developing high-frequency equities trading models [PDF]
, 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
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
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
Advanced Engineering Materials, EarlyView.EDX elemental map of the pre‐oxidized MgO–steel cermet anode cross section after electrolysis. The development of inert anodes for aluminum electrolysis remains challenging due to the high corrosivity of cryolite‐based melts at 950°C–1000°C. This study investigates the corrosion and process behavior of a carbon‐free MgO–steel cermet anode derived from ...
Alexander Adamczyk +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
The geometric phase of stock trading
, 2016 Geometric phases describe how in a continuous-time dynamical system the displacement of a variable (called phase variable) can be related to other variables (shape variables) undergoing a cyclic motion, according to an area rule. The aim of this paper is
Altafini, Claudio
core +3 more sources
Advanced Engineering Materials, EarlyView.A carbon‐free, as‐sintered MgO–steel cermet anode, fabricated via cold isostatic pressing using MgO–C refractory recyclate, was evaluated under laboratory‐scale K‐cryolite electrolysis at 800°C. Operation at this reduced temperature, combined with the electrolyte's limited electrical conductivity, led to an increase in cell voltage.
Farhan Hossain +7 more
wiley +1 more source
The Competitive Landscape of High-Frequency Trading Firms
, 2018 We examine product differentiation in the high-frequency trading (HFT) industry, where the “products” are secretive proprietary trading strategies. We demonstrate how principal component analysis can be used to detect underlying strategies common to ...
Ekkehart Boehmer, Dan Li, Gideon Saar
semanticscholar +1 more source