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An examination of the impact of carbon emissions trading on corporate green technology innovation from the perspective of supply chain integration. [PDF]

Sci Rep
Chen W, Yu G, Zhao B, Zhang J.
europepmc   +1 more source

Perception and Prediction of Factors Influencing Carbon Price: Multisource, Spatiotemporal, Hierarchical Federated Learning Framework with Cross-Modal Feature Fusion. [PDF]

Sensors (Basel)
Wang P, Zhou X.
europepmc   +1 more source

The impact of tokenization on the trading process costs and carbon emission: Empirical study on the ODDO BHF Bond. [PDF]

Carbon Balance Manag
Belkhiria S, Abid E, Khiari W.
europepmc   +1 more source

Research on low-carbon operation mechanism of multi-energy alliance considering thermal power generation right sharing. [PDF]

Sci Rep
Cui Y, Cai C, Zheng J, Xu K, Zheng Q, T M, Liu W.   +6 more
europepmc   +1 more source

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Predict high-frequency trading marker via manifold learning

Knowledge-Based Systems, 2021
High-frequency trading (HFT) has continuously evolved and dominated trading in the past decades. However, HFT trading marker prediction is a rarely investigated problem in Fintech literature.
Henry Han, Jie Teng, Junruo Xia, Yunhan Wang, Zihao Guo, Deqing Li   +5 more
semanticscholar   +3 more sources

Graph-based stock correlation and prediction for high-frequency trading systems

Pattern Recognition, 2022
Tao Yin, Chenzhengyi Liu, Fangyu Ding, Ziming Feng, Bo Yuan, Ning Zhang   +5 more
semanticscholar   +3 more sources

High-Frequency Trading

SSRN Electronic Journal, 2013
High-frequency traders in financial markets have been making media headlines. As a relatively new phenomenon, much of the discussion is not backed by solid academic research. In this special issue of the Journal of Financial Markets on High-Frequency Trading, we present several research papers that aim to inform the discussion on this important issue.
Tarun Chordia, Amit Goyal, Bruce N. Lehmann, Gideon Saar   +3 more
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Neural Networks for Portfolio Analysis in High-Frequency Trading

IEEE Transactions on Neural Networks and Learning Systems, 2023
High-frequency trading proposes new challenges to classical portfolio selection problems. Especially, the timely and accurate solution of portfolios is highly demanded in financial market nowadays.
Xinwei Cao, Chen Peng, Yuhua Zheng, Shuai Li, T. T. Hà, V. Shutyaev, V. Katsikis, P. Stanimirović   +7 more
semanticscholar   +1 more source