Results 81 to 90 of about 33,616 (292)
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
High Frequency Trading and the New-Market Makers [PDF]
SSRN Electronic Journal, 2012 This paper characterizes the trading strategy of a large high frequency trader (HFT). The HFT incurs a loss on its inventory but earns a profit on the bid-ask spread. Sharpe ratio calculations show that performance is very sensitive to cost of capital assumptions.
openaire +4 more sources
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
IEEE AccessHigh frequency trading, often known as HFT, is a subset of algorithmic trading, which is one of the most significant improvements to the trading environment in recent years.
Visalakshi Palaniappan +4 more
doaj +1 more source
Trading Activity and Foreign Exchange Market Quality [PDF]
This paper studies intraday market quality for currency pairs with very different trading characteristics, the Euro-U.S. dollar and the Canadian dollar-U.S. dollar.
Kaul, Aditya, Sapp, Stephen
core
Trading volume and the number of trades : a comparative study using high frequency data [PDF]
, 2007 Trading volume and the number of trades are both used as proxies for market activity, with disagreement as to which is the better proxy for market activity. This paper investigates this issue using high frequency data for Cisco and Intel in 1997.
Izzeldin, Marwan, Marwan Izzeldin
core
A blocking and regularization approach to high dimensional realized covariance estimation [PDF]
, 2009 We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix ...
Hautsch, Nikolaus +6 more
core +1 more source
Near‐Field Electrospinning Micro‐Printhead Achieves Precise Control of Nanofiber Deposition
Advanced Engineering Materials, EarlyView.A micro‐printhead for near‐field electrospinning enables reproducible deposition of polymer nanofibers with diameters below 50 nm. Systematic parameter studies uncover the mechanisms linking operating conditions to fiber morphology, paving the way for precise and low‐cost nanoscale 3D manufacturing.As a high‐resolution, cost‐effective, and rapid ...
Han Xu, Dario Mager, Jan G. Korvink
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