Results 91 to 100 of about 21,860,417 (300)

Does the Open Limit Order Book Reveal Information About Short-run Stock Price Movements? [PDF]

This paper empirically tests whether an open limit order book contains information about future short-run stock price movements. To account for the discrete nature of price changes, the integer-valued autoregressive model of order one is utilized.
Hellström, Jörgen, Simonsen, Ola
core  

Transformers for Limit Order Books

, 2020
We introduce a new deep learning architecture for predicting price movements from limit order books. This architecture uses a causal convolutional network for feature extraction in combination with masked self-attention to update features based on relevant contextual information.
openaire   +2 more sources

‘We Are Australia’: Unpacking Aboriginal and Torres Strait Islander People's Understandings and Experiences of Australian Identity

Australian Journal of Social Issues, EarlyView.
ABSTRACT Aboriginal and Torres Strait Islander people are the oldest living custodians in the world. However, Australian identity has been purposefully established to exclude Aboriginal and Torres Strait Islander people, contributing to systemic oppression and harmful consequences. Understanding the perspectives and experiences of Aboriginal and Torres
Jack Farrugia, Jonathan Bullen
wiley   +1 more source

Price Dynamics in a Markovian Limit Order Market [PDF]

We propose and study a simple stochastic model for the dynamics of a limit order book, in which arrivals of market order, limit orders and order cancellations are described in terms of a Markovian queueing system. Through its analytical tractability, the
Rama Cont, Adrien De Larrard
core  

Dynamic Modeling of Limit Order Book and Market Maker Strategy Optimization Based on Markov Queue Theory

Mathematics
In recent years, high-frequency trading has become increasingly popular in financial markets, making the dynamic modeling of the limit book and the optimization of market maker strategies become key topics. However, existing studies often lacked detailed
Fei Xie, Yang Liu, Changlong Hu, Shenbao Liang   +3 more
doaj   +1 more source

Beyond Consultation: A Scoping Review of Guidance for Organisations Practicing Inclusive Research and Co‐Production With People With Cognitive Disability in the Australian Context

Australian Journal of Social Issues, EarlyView.
ABSTRACT Participatory approaches such as inclusive research and co‐production are recognised as best practice in disability research and service design. These approaches promote inclusion and improve the relevance, quality, and impact of research and services.
Jacinta Oakley, Em Bould, Natasha Layton
wiley   +1 more source

How Media Represent Australian Indigenous Business: Comparing Australian and International Coverage

Australian Journal of Social Issues, EarlyView.
ABSTRACT Media representations of Indigenous business shape public perceptions, investor confidence and consumer demand, influencing how Indigenous enterprises are valued and understood. This Indigenous‐led study systematically reviews grey literature on Australian Aboriginal and Torres Strait Islander businesses published between 2006 and 2024 ...
Maria Raciti, Marnee Shay, Bronwyn Fredericks, Daeul Jeong   +3 more
wiley   +1 more source

Optimal trading in a limit order book using linear strategies. [PDF]

We numerically determine the equilibrium trading strategies in a Continuous Double Auction (CDA). We consider heterogeneous and liquidity motivated agents, with private values and costs, that trade sequentially in random order under time constraints and ...
Paolo Pellizzari
core  

The Intraday Dynamics Predictor: A TrioFlow Fusion of Convolutional Layers and Gated Recurrent Units for High-Frequency Price Movement Forecasting

Applied Sciences
This paper introduces a novel deep learning approach for intraday stock price direction prediction, motivated by the need for more accurate models to enable profitable algorithmic trading.
Ilia Zaznov, Julian Martin Kunkel, Atta Badii, Alfonso Dufour   +3 more
doaj   +1 more source

Revisiting Securidaca longipedunculata Seed Oil: Applying NMR and Mass Spectroscopy to Confirm the Presence of 2‐Acetyl‐1,3‐Diacyl–sn‐Glycerols and Conjugated Hydroxydienoic Fatty Acids

Journal of the American Oil Chemists' Society, EarlyView.
The manuscript confirms and expands on previous reports concerning the presence of unusual conjugated hydroxydienoic fatty acids and acetyl‐TAG in the seed oil of Securidaca longipedunculata. The location of acetate only at sn‐2 of TAG was conclusively shown by high resolution NMR and hydroxy seed fatty acids are characterized.
Mark A. Smith, Jianfeng Zhu, Jin‐Yue Sun   +2 more
wiley   +1 more source