Results 51 to 60 of about 1,356,140 (282)
Deep Learning can Replicate Adaptive Traders in a Limit-Order-Book Financial Market [PDF]
, 2018 We report successful results from using deep learning neural networks (DLNNs) to learn, purely by observation, the behavior of profitable traders in an electronic market closely modelled on the limit-order-book (LOB) market mechanisms that are commonly ...
Calvez, Arthur le, Cliff, Dave
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Advanced Science, EarlyView.We investigate whether Montessori and traditional schooling systems shape the developmental trajectory of large‐scale brain dynamics in different ways. We quantify the arrow of time (“non‐reversibility”) in neural activity during resting state and movie‐watching, revealing distinct maturational patterns.
Elvira del Agua +6 more
wiley +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
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Investor Sentiment in an Artificial Limit Order Market
Complexity, 2020 This paper examines the under/overreaction effect driven by sentiment belief in an artificial limit order market when agents are risk averse and arrive in the market with different time horizons.
Lijian Wei, Lei Shi
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Advanced Electronic Materials, EarlyView.This paper reviews the physics of liquid metals in RF devices, including the influence of mechanical strain on resonance as well as fabrication methods and strategies for designing tunable and strain‐tolerant inductors, capacitors, and antennas.
Md Saifur Rahman, William J. Scheideler
wiley +1 more source
Modeling Stock Price Changes Based on Microstructural Market Data
Финансы: теория и практика, 2018 In modern electronic stock exchanges there is an opportunity to analyze event driven market microstructure data. This data is highly informative and describes physical price formation which makes it possible to find complex patterns in price dynamics. It
N. A. Bilev
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Discrete Dynamics in Nature and Society, 2020 In April 2017, China Financial Futures Exchange adjusted the maximum order volume of single trading in stock index futures, and this paper conducts research on this event.
Liang Wang +3 more
doaj +1 more source
Analyzing an Electronic Limit Order Book [PDF]
The R Journal, 2011 The orderbook package provides facilities for exploring and visualizing the data associated with an order book: the electronic collection of the outstanding limit orders for a financial instrument, e.g. a stock. A limit order is an order to buy or sell a given quantity of stock at a specified limit price or better.
Kane, David, Liu, Andrew, Nguyen, Khanh
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Competition Policy and Agribusiness in the Biden Administration
Applied Economic Perspectives and Policy, EarlyView.ABSTRACT The Biden Administration pursued a set of ambitious competition policy initiatives in agriculture and agribusiness, primarily aimed at livestock and poultry supply chains, farm inputs, and food retailing. The initiatives included expanded antitrust enforcement; new US Department of Agriculture (USDA) contract regulations requiring poultry ...
James M. MacDonald
wiley +1 more source
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
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