Results 61 to 70 of about 21,860,417 (300)
A limit order book model for latency arbitrage [PDF]
Mathematics and Financial Economics, 2011 We consider a single security market based on a limit order book and two investors, with different speeds of trade execution. If the fast investor can front-run the slower investor, we show that this allows the fast trader to obtain risk free profits, but that these profits cannot be scaled.
Samuel N. Cohen, Lukasz Szpruch
openaire +3 more sources
Advanced Science, EarlyView.VEGF‐C and its receptor VEGFR‐3 are critical for lymphangiogenesis. Cryo‐EM structures of the VEGFR‐3/VEGF‐C ectodomain complex reveal a canonical 2:2 ligand–receptor hetero‐tetramer that further assembles into higher‐order clusters beyond simple receptor dimerization.
Ryeongeun Cho +6 more
wiley +1 more source
The market impact of a limit order [PDF]
, 2009 Despite their importance in modern electronic trading, virtually no systematic empirical evidence on the market impact of incoming orders is existing.
Hautsch, Nikolaus +3 more
core +1 more source
Multi-Level Order-Flow Imbalance in a Limit Order Book [PDF]
Market Microstructure and Liquidity, 2018 We study the multi-level order-flow imbalance (MLOFI), which is a vector quantity that measures the net flow of buy and sell orders at different price levels in a limit order book (LOB). Using a recent, high-quality data set for six liquid stocks on Nasdaq, we fit a simple, linear relationship between MLOFI and the contemporaneous change in mid-price.
Xu, K, Gould, MD, Howison, SD
openaire +3 more sources
Economic Impact of Sustainability in Wine Sector: A Systematic Literature Review
Agribusiness, EarlyView.ABSTRACT Sustainability has become a key issue in the wine sector, raising questions about its compatibility with firms' economic performance. Despite growing attention to environmental and social practices, evidence on their economic implications remains fragmented.
Valentina Di Chiara +2 more
wiley +1 more source
Deep Limit Order Book Forecasting
CoRR43 pages, 14 figures, 12 ...
Antonio Briola +2 more
openaire +2 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
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
doaj +1 more source
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
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