Results 41 to 50 of about 21,860,417 (300)
The Impact of Hidden Liquidity in Limit Order Books [PDF]
SSRN Electronic Journal, 2009 We show that the order submission strategies of liquidity demanders and suppliers change when the observed price dynamics signal that the order book is likely to contain hidden liquidity. We combine the signals of hidden liquidity that can be extracted from the price dynamics with the actual data on hidden liquidity to differentiate between situations ...
Frey, Stefan, Sandas, Patrik
openaire +3 more sources
New Directions for Adult and Continuing Education, EarlyView.ABSTRACT Advancing artificial intelligence (AI) has transformed learning and work, yet higher education and professional development programs have not systematically equipped learners for AI‐prevalent environments. This lack of preparation creates uncertainty regarding control, responsibility, trust, and accountability.
Moon‐Heum Cho, Jerusalem Merkebu
wiley +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Gliomas have undergone a profound redefinition over the past decade, transitioning from morphology‐based entities to biologically coherent diseases defined by molecular alterations. The 2021 WHO Classification of Tumors of the Central Nervous System and its 2022 update formalize this shift, establishing integrated diagnosis as the global ...
Maria Guarnaccia, Sebastiano Cavallaro
wiley +1 more source
Limit Order Book Event Stream Prediction with Diffusion Model
Data Science and EngineeringLimit order book (LOB) is a dynamic, event-driven system that records real-time market demand and supply for a financial asset in a stream of data. Event stream prediction in LOB refers to forecasting both the timing and the type of events. The challenge
Zetao Zheng +3 more
doaj +1 more source
Fostering Innovation: Streamlining Magnetocaloric Materials Research by Digitalization
Advanced Engineering Materials, EarlyView.Magnetocaloric cooling (MCE) is an environmentally friendly refrigeration method with great potential. Optimizing MCE materials involves the preparation and screening of large quantities of samples, which in turn generates a large amount of data. A digitalization approach is presented that uses ontologies, knowledge graphs, and digital workflows to ...
Simon Bekemeier +17 more
wiley +1 more source
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
doaj +1 more source
Reinforcement Learning Approaches to Optimal Market Making
Mathematics, 2021 Market making is the process whereby a market participant, called a market maker, simultaneously and repeatedly posts limit orders on both sides of the limit order book of a security in order to both provide liquidity and generate profit.
Bruno Gašperov +3 more
doaj +1 more source
The PRIMA Thesaurus for Materials Science and Engineering
Advanced Engineering Materials, EarlyView.The PRIMA Thesaurus is a structured vocabulary designed to improve how materials science data is described and shared. Developed with input from multiple experts, it enables clear documentation of research workflows, data exchange, and reuse across platforms.
Rossella Aversa +8 more
wiley +1 more source
Hawkes model specification for limit order books [PDF]
, 2022 This paper discusses Hawkes modeling of order arrivals in limit order books. We model the flow of market orders, limit orders, and cancelations by a self- and crossexciting multitype marked Hawkes process with state-dependent baseline intensities.
Vetter, Sebastian, Kirchner, Matthias
core +1 more source
مجلة كلية التربية للبنات, 2021 This research discusses the verbal follow phenomenon in Al-Amali Abi Al-Qali’s book (seq.356 Hijri). It aims to limit the examples of this phenomenon in the book, and examine it phonologically.
Hind Fadhil Abbas
doaj +1 more source