Results 31 to 40 of about 39,733 (214)
Online Learning in Limit Order Book Trade Execution [PDF]
IEEE Transactions on Signal Processing, 2017 In this paper, we propose an online learning algorithm for optimal execution in the limit order book of a financial asset. Given a certain number of shares to sell and an allocated time window to complete the transaction, the proposed algorithm dynamically learns the optimal number of shares to sell via market orders at prespecified time slots within ...
Nima Akbarzadeh +2 more
openaire +3 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
Is Best Really Better? Internalization of Orders in an Open Limit Order Book [PDF]
Schmalenbach Business Review, 2012 We study the market quality of the Xetra BEST system operated by Deutsche Borse AG, an internalization system designed as part of an open limit order book, which guarantees a price improvement over the inside spread in the Xetra order book. We develop a structural model of this dual market environment and show that adverse selection costs of ...
Grammig, Joachim, Theissen, Erik
openaire +4 more sources
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
Analysis of Limit Order Book and Order Flow
SSRN Electronic Journal, 2003 This paper extensively employs the order and trade data to analyze the shape of limit order book and the behavior of strategic order submission. The order book of stocks exhibits weakly convex pattern on the bid side due to wide price spreads away from the market.
CHAROENWONG, Charlie +2 more
openaire +2 more sources
Compound Hawkes processes in limit order books [PDF]
, 2019 24 pages, 16 figures.
Swishchuk, Anatoliy +3 more
openaire +2 more sources
EMG‐Driven Telemetry and Inference System for Fish: Pose Reconstruction and Flow Sensing
Advanced Intelligent Systems, EarlyView.This work introduces an electromyography (EMG)‐driven telemetry framework that reconstructs body pose and infers hydrodynamic conditions in freely swimming fish. A custom 16‐channel archival system records intramuscular EMG, enabling deep‐learning models to decode joint kinematics, classify flow regimes, and reveal channel‐efficient sensing strategies.
Rahdar Hussain Afridi +7 more
wiley +1 more source
Limit theorems for limit order books
, 2014 In the first part of the thesis, we define a random state-dependent discrete model of a two-sided limit order book in terms of its key quantities best bid [ask] price and the standing buy [sell] volume density. For a simple scaling that introduces a slow time scaling, that is equivalent to the classical law of large numbers, for the bid/ask prices and ...
openaire +2 more sources
A functional limit theorem for limit order books
, 2014 We consider a stochastic model for the dynamics of the two-sided limit order book (LOB). For the joint dynamics of best bid and ask prices and the standing buy and sell volume densities, we derive a functional limit theorem, which states that our LOB model converges to a continuous-time limit when the order arrival rates tend to infinity, the impact of
Bayer, Christian +2 more
openaire +3 more sources
Advanced Intelligent Systems, EarlyView.Four decades of retinal vessel segmentation research (1982–2025) are synthesized, spanning classical image processing, machine learning, and deep learning paradigms. A meta‐analysis of 428 studies establishes a unified taxonomy and highlights performance trends, generalization capabilities, and clinical relevance.
Avinash Bansal +6 more
wiley +1 more source