Results 81 to 90 of about 21,860,417 (300)
Analyzing predictive performance of linear models on high-frequency currency exchange rates
Vietnam Journal of Computer Science, 2018 We generate a large number of predictive models by applying linear kernel SVR to historical currency rates’ bid data for three currency pairs obtained from high-frequency trading.
Chanakya Serjam, Akito Sakurai
doaj +1 more source
Modelling intensities of order flows in a limit order book [PDF]
Quantitative Finance, 2016 30 pages, 15 figures, 4 ...
Muni Toke, Ioane, Yoshida, Nakahiro
openaire +3 more sources
American Journal of Community Psychology, EarlyView.Abstract Racism and sexism are associated with posttraumatic stress disorder (PTSD) and substance use disorder (SUD), yet few studies examine their role in co‐occurring PTSD/SUD. Through qualitative interviews with 23 people of color with PTSD/SUD, we found that racism and sexism influence the onset of men and women of color's PTSD/SUD in gendered ways.
Mallet R. Reid +6 more
wiley +1 more source
American Journal of Community Psychology, EarlyView.Abstract This paper examines psychologists' ethical dilemmas in immigration detention centers. Using critical psychology, border, and detention scholarship, it highlights psychologists' historical complicity in state violence, from the U.S. Enhanced Interrogation Program to current border regimes.
Francesca Esposito +6 more
wiley +1 more source
A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market [PDF]
In this paper, we investigate the buy and sell arrival process in a limit order book market. Using an intensity framework allows to estimate the simultaneous buy and sell intensity and to derive a continuous-time measure for the buy-sell pressure in the ...
Anthony D. Hall, Nikolaus Hautsch
core
EconometricsCopulas are widely used in financial economics, as well as in other areas of applied mathematics. Yet, there is much arbitrariness in their choice.
Peter B. Lerner
doaj +1 more source
Compound Hawkes processes in limit order books [PDF]
, 2019 24 pages, 16 figures.
Swishchuk, Anatoliy +3 more
openaire +2 more sources
Australian Journal of Social Issues, EarlyView.ABSTRACT In this paper, we trace the journey to create the Strong Roots for our Futures Program, a government program to resource and support Traditional Owners to undertake a range of activities in areas where no state recognition existed. We provide a background to state recognition in Victoria before considering the program design, leading to an ...
Nell Reidy +2 more
wiley +1 more source
Arbitrage-free Limit Order Books and the Pricing of Order Flow Risk [PDF]
This paper builds on the landmark contribution of Glosten (1994) by treating the determination of limit order supply schedules as an exercise in asset pricing theory with the possible sizes of incoming market orders as the value-relevant states of nature,
Bruce Lehmann
core
Stakeholder Perspectives on Therapeutic and Safe Building Design in Residential Care
Australian Journal of Social Issues, EarlyView.ABSTRACT Residential care is a form of out‐of‐home care that plays a critical role in supporting vulnerable young people in Australia. However, there is an evidence gap regarding the built environment in this context. This research aimed to explore the perspectives of key stakeholders in residential care in Victoria, Australia, regarding design that ...
Carmen Schroder +3 more
wiley +1 more source