Results 51 to 60 of about 44,591 (304)
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
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
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
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
wiley +1 more source
Feature Engineering for Mid-Price Prediction With Deep Learning
IEEE Access, 2019 Mid-price movement prediction based on the limit order book data is a challenging task due to the complexity and dynamics of the limit order book. So far, there have been very limited attempts for extracting relevant features based on the limit order ...
Adamantios Ntakaris +4 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
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
wiley +1 more source
Modelling and forecasting liquidity supply using semiparametric factor dynamics [PDF]
, 2009 We model the dynamics of ask and bid curves in a limit order book market using a dynamic semiparametric factor model. The shape of the curves is captured by a factor structure which is estimated nonparametrically.
Hautsch, Nikolaus +6 more
core +1 more source
Deep Learning Option Price Movement
RisksUnderstanding how price-volume information determines future price movement is important for market makers who frequently place orders on both buy and sell sides, and for traders to split meta-orders to reduce price impact.
Weiguan Wang, Jia Xu
doaj +1 more source
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
wiley +1 more source