Results 51 to 60 of about 33,616 (292)

Revisiting the trading activity of high-frequency trading firms around ultra-fast flash events

Financial Innovation
We investigate high-frequency traders’ behavior in the context of the fastest and most extreme price movements (EPMs) that can be observed in the market, specifically ultra-fast flash events, challenging the methodologies employed in the academic and ...
Christophe Desagre, Floris Laly, Mikael Petitjean   +2 more
doaj   +1 more source

Dynamic high-frequency dependence structure of Chinese agricultural commodity futures based on the semi-parametric copula

Frontiers in Applied Mathematics and Statistics, 2023
This paper investigates the dynamic high-frequency dependence structure of Chinese four major agricultural commodity futures by utilizing a semi-parametric copula-based multivariate model with 5-minute high-frequency trading data.
Renhong Xiao
doaj   +1 more source

Molecular dynamics simulations of positively selected codons in FcγRI reveal novel biochemical binding properties

FEBS Open Bio, EarlyView.
Evolutionary analysis across 32 placental mammals identified positive selection at residues H148 and W149 in the immune receptor FcγR1. Ancestral reconstruction combined with molecular dynamics simulations reveals how these mutations may influence receptor structure and dynamics, providing insight into the evolution of antibody recognition and immune ...
David A. Young, Omar Arias‐Gaguancela, Fiona Gibson, Morgan Grainger, Jodie Score, Amit Nathubhai, Mauricio Cafiero, Lee Richard Machado   +7 more
wiley   +1 more source

Influencing Factors Analysis of Crude Oil Futures Price Volatility Based on Mixed-Frequency Data

Applied Sciences, 2020
This article takes into account the form of mixed data as well as the peak and thick tail characteristics contained in the data characteristics, expands the GARCH-MIDAS (Generalized Autoregressive Conditional Heteroskedasticity-Mixed Data Sampling) model,
Congxin Wu, Xinyu Wang, Shan Luo, Jing Shan, Feng Wang   +4 more
doaj   +1 more source

Directed evolution of enzymes at the crossroads of tradition and innovation

FEBS Open Bio, EarlyView.
An iterative cycle of data‐driven enzyme optimization comprising four stages: genetic diversification of a template enzyme, expression of protein variants, high‐throughput evaluation, and machine‐learning‐guided redesign of the next variant library.
Maria Tomkova, Andrej Mirossay, Erik Sedlak   +2 more
wiley   +1 more source

Impact of Asymptomatic Intracranial Hemorrhage on Outcome After Endovascular Stroke Treatment

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background Endovascular treatment (EVT) achieves high rates of recanalization in acute large‐vessel occlusion (LVO) stroke, but functional recovery remains heterogeneous. While symptomatic intracranial hemorrhage (sICH) has been well studied, the prognostic impact of asymptomatic intracranial hemorrhage (aICH) after EVT is less certain ...
Shihai Yang, Chengsong Yue, Zhuang Li, Xiaolei Shi, Haoxuan Zhu, Jie Yang, Linyu Li, Jiaxing Song, Shitao Fan, Gaoming Li, Wenzhe Sun, Zhixian Ye, Jiacheng Huang, Dahong Yang, Jinfu Ma, Xu Xu, Zhixi Wang, Lilan Wang, Guojian Liu, Fengli Li, Changwei Guo, Li Qi, Wenjie Zi   +22 more
wiley   +1 more source

The Random Walk of High Frequency Trading [PDF]

, 2014
This paper builds a model of high-frequency equity returns by separately modeling the dynamics of trade-time returns and trade arrivals. Our main contributions are threefold. First, we characterize the distributional behavior of high-frequency asset returns both in ordinary clock time and in trade time.
Eric M. Aldrich, Indra Heckenbach, Gregory Laughlin   +2 more
openaire   +3 more sources

Added Prognostic Value of EEG Reactivity in Comatose Patients Following Cardiac Arrest

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objectives To evaluate the added prognostic value of EEG reactivity for favorable outcome compared with background analysis during and after targeted temperature management (TTM). Methods Prospective observational cohort study of comatose post–cardiac arrest patients admitted to a single academic center between 2017 and 2022, all undergoing ...
Sarah Caroyer, Marie Obrecht, Charlotte de Maeseneire, Charlotte Damien, Chantal Depondt, Lorenzo Ferlini, Estelle Rikir, Filippo Annoni, Fabio Silvio Taccone, Nicolas Mavroudakis, Benjamin Legros, Nicolas Gaspard   +11 more
wiley   +1 more source

Comparative Effectiveness and Safety of Inebilizumab Versus Rituximab in AQP4‐IgG‐Positive NMOSD

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Rituximab (anti‐CD20, RTX) and inebilizumab (anti‐CD19, INE) represent B‐cell‐depleting therapies used for aquaporin‐4 antibody‐positive (AQP4‐IgG+) neuromyelitis optica spectrum disorder (NMOSD); however, direct comparative evidence remains limited.
Jie Lin, Binbin Xue, Dewei Xie, Jia Li, Juyuan Pan, Lanbing Zhu, Qiaowen Tong, Jing Lin, Ruofan Zhu, Xu Zhang, Junhui Xia, Xiang Li   +11 more
wiley   +1 more source

Early Recognition of Treatment‐Responsive Rapidly Progressive Dementia: The Modified STAM3mP Score

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Early identification of patients with treatment‐responsive rapidly progressive dementia (RPD) is important as early treatment improves outcomes. The STAM3P score identifies treatment‐responsive RPD using “high risk” presenting features. We optimized performance by adding a time component (i.e., dementia within 3 months) and validated the ...
R. W. van Steenhoven, N. Satyadev, A. E. M. Bastiaansen, Y. D. Piura, J. Kerstens, Y. S. Crijnen, J. Brenner, T. Brand, T. M. Bienfait, S. Veenbergen, J. M. de Vries, F. J. de Jong, E. G. P. Dopper, P. A. E. Sillevis Smitt, H. Seelaar, G. S. Day, M. J. Titulaer   +16 more
wiley   +1 more source