Results 61 to 70 of about 1,356,140 (281)
Limit order market analysis and modelling: on an universal cause for over-diffusive prices
, 2002 We briefly review data analysis of the Island order book, part of NASDAQ, which suggests a framework to which all limit order markets should comply. Using a simple exclusion particle model, we argue that short-time price over-diffusion in limit order ...
Bak +17 more
core +1 more source
General Compound Hawkes Processes in Limit Order Books [PDF]
Risks, 2018 In this paper, we study various new Hawkes processes. Specifically, we construct general compound Hawkes processes and investigate their properties in limit order books. With regard to these general compound Hawkes processes, we prove a Law of Large Numbers (LLN) and a Functional Central Limit Theorems (FCLT) for several specific variations.
Sviščuk, Anatolij, Huffman, Aiden
openaire +5 more sources
Agribusiness, EarlyView.Abstract This study explores the rent price ratio in agricultural land markets, crucial for evaluating market efficiency, policy needs, and farmer decision‐making. Traditionally, the analyses faced challenges due to the absence of concurrent sale and rent data for the same land, potentially leading to biased results.
Marius Michels +4 more
wiley +1 more source
Analyzing predictive performance of linear models on high-frequency currency exchange rates
Vietnam Journal of Computer Science, 2018 We generate a large number of predictive models by applying linear kernel SVR to historical currency rates’ bid data for three currency pairs obtained from high-frequency trading.
Chanakya Serjam, Akito Sakurai
doaj +1 more source
Market architecture: limit-order books versus dealership markets [PDF]
Journal of Financial Markets, 1998 We analyze the customer’s choice with respect to a limit-order book, a dealership market, and a hybrid market structure that combines the two. The customer’s sell order is competed for and divided among a finite number of risk-averse market makers. We present a general characterization of equilibrium in the limit-order book. We show that when the order
James J.D. Wang +1 more
openaire +1 more source
Advanced Experiment Design Strategies for Drug Development
Advanced Intelligent Discovery, EarlyView.Wang et al. analyze 592 drug development studies published between 2020 and 2024 that applied design of experiments methodologies. The review surveys both classical and emerging approaches—including Bayesian optimization and active learning—and identifies a critical gap between advanced experimental strategies and their practical adoption in ...
Fanjin Wang +3 more
wiley +1 more source
Testing Stylized Facts of Bitcoin Limit Order Books [PDF]
Journal of Risk and Financial Management, 2019 The majority of electronic markets worldwide employ limit order books, and the recently emerging exchanges for cryptocurrencies pose no exception. With this work, we empirically analyze whether commonly observed empirical properties from established limit order exchanges transfer to the cryptocurrency domain.
Matthias Schnaubelt +2 more
openaire +2 more sources
LLM‐Based Scientific Assistants for Knowledge Extraction: Which Design Choices Matter?
Advanced Intelligent Discovery, EarlyView.A comprehensive framework for optimizing Large Language Models in domain‐specific applications is introduced. The LLM Playground integrates Prompt Engineering, knowledge augmentation, and advanced reasoning strategies to enable systematic comparison of architectures and base models.
David Exler +7 more
wiley +1 more source
Price Dynamics in an Order-Driven Market with Bayesian Learning
Complexity, 2018 In this paper, we have developed a model of limit order book with learning mechanism and investigated its price dynamics. In this model, continuous Bayesian learning is introduced to describe the dynamics of self-adjusting learning mechanism of agents ...
Jiahua Wang, Hongliang Zhu, Dongxin Li
doaj +1 more source
Large Language Model‐Based Chatbots in Higher Education
Advanced Intelligent Systems, Volume 7, Issue 3, March 2025.The use of large language models (LLMs) in higher education can facilitate personalized learning experiences, advance asynchronized learning, and support instructors, students, and researchers across diverse fields. The development of regulations and guidelines that address ethical and legal issues is essential to ensure safe and responsible adaptation
Defne Yigci +4 more
wiley +1 more source