Results 51 to 60 of about 205,451 (305)
Information Content of an Open Limit-Order Book: Indian Evidence
American Business ReviewUsing the 5-year period (2014-18) limit-order book and trade book data from NSE, this paper investigates the contribution of an open limit-order book towards price discovery and market efficiency.
Mayank Gupta, Saurabh Kumar
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The adaptive market hypothesis and high frequency trading.
PLoS ONE, 2021 This paper uses NASDAQ order book data for the S&P 500 exchange traded fund (SPY) to examine the relationship between one-minute, informational market efficiency and high frequency trading (HFT).
Ke Meng, Shouhao Li
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The Future of Research in Cognitive Robotics: Foundation Models or Developmental Cognitive Models?
Advanced Robotics Research, EarlyView.Research in cognitive robotics founded on principles of developmental psychology and enactive cognitive science would yield what we seek in autonomous robots: the ability to perceive its environment, learn from experience, anticipate the outcome of events, act to pursue goals, and adapt to changing circumstances without resorting to training with ...
David Vernon
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British Educational Research Journal, EarlyView., 2023 Abstract Children's relationship with time in preschools is an under‐researched area. Young children rarely know how to measure time using a clock, but their experiences of time may contribute to understanding children's well‐being and debates about quality in preschools.
Kristín Dýrfjörð +3 more
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Proceedings of the SIGCOMM '22 Poster and Demo Sessions, 2022 Financial trading often relies nowadays on machine learning. However, many trading applications require very short response times, which cannot always be supported by traditional machine learning frameworks. We present Linnet, providing financial market prediction within programmable switches.
Hong, X +3 more
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Advanced Science, EarlyView.We investigate whether Montessori and traditional schooling systems shape the developmental trajectory of large‐scale brain dynamics in different ways. We quantify the arrow of time (“non‐reversibility”) in neural activity during resting state and movie‐watching, revealing distinct maturational patterns.
Elvira del Agua +6 more
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Hedging Through a Limit Order Book with Varying Liquidity [PDF]
The Journal of Derivatives, 2012 Market impact is one of the most important aspects of real-world trading. It is typically a major component of transaction costs, and trading strategies are carefully optimized to minimize it. But most of the research has focused on one-off trades, not the repeated series of transactions required in delta-hedging an options position.
AGLIARDI, ROSSELLA, Ramazan Gencay
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Photonic‐Enabled Energy‐Efficient Transparent Neuromorphic Computing Devices: A Review
Advanced Science, EarlyView.Transparent photonic neuromorphic computing devices merge optics and brain‐inspired computing to overcome von Neumann bottlenecks with ultrafast, low‐energy processing. By exploiting transparent oxides, 2D materials, phase‐change materials, and hybrid heterostructures, these platforms enable photonic synapses, memory, and logic for see‐through edge ...
Shuvaraj Ghosh +8 more
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Investor Sentiment in an Artificial Limit Order Market
Complexity, 2020 This paper examines the under/overreaction effect driven by sentiment belief in an artificial limit order market when agents are risk averse and arrive in the market with different time horizons.
Lijian Wei, Lei Shi
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Derivatives pricing with market impact and limit order book [PDF]
Automatica, 2016 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Taiga Saito, Akihiko Takahashi
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