Characterizing limit order books in call auctions of a stock market. [PDF]
PLoS ONEStatistical and dynamical characteristics of stock markets have been extensively studied, providing a solid basis for econophysics and its application as "stylized facts". However, most of those studies are for markets under the continuous auction, i.e.,
Shota Nagumo, Takashi Shimada
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General Compound Hawkes Processes in Limit Order Books
Risks, 2020 In this paper, we study various new Hawkes processes. Specifically, we construct general compound Hawkes processes and investigate their properties in limit order books.
Anatoliy Swishchuk, Aiden Huffman
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Multivariate General Compound Point Processes in Limit Order Books
Risks, 2020 In this paper, we focus on a new generalization of multivariate general compound Hawkes process (MGCHP), which we referred to as the multivariate general compound point process (MGCPP).
Qi Guo +2 more
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Awaiting the demise of the liberal order: Historicising the crisis of liberalism [PDF]
Filozofija i Društvo, 2023 This review article analyses the merits and shortcomings of three recent works by Matthew Rose, Peter Turchin, and Krishnan Nayar about the crisis in Western liberal democracies and liberalism.
Marković Vukan
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Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets
Frontiers in Artificial Intelligence, 2023 We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders.
Peer Nagy +4 more
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Optimal Liquidation, Acquisition and Market Making Problems in HFT under Hawkes Models for LOB
Risks, 2022 The present paper is focused on the solution of optimal control problems such as optimal acquisition, optimal liquidation, and market making in relation to the high-frequency trading market.
Ana Roldan Contreras, Anatoliy Swishchuk
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Less is More: The Power Style in Raymond Carver's and Mary Robison's Selected Short Stories [PDF]
مجلة کلية الاداب جامعة حلوان, 2023 Raymond Carver's (1938-1988) collection of short stories secured his reputation as a major American writer of fiction. Since he appeared, he has been called the greatest short story writer since Hemingway, as well as the godfather of literary minimalism.
Sherine El Shoura
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An Ontology for the In-Between of Motion: Aristotle’s Reaction to Zeno’s Arguments
Peitho, 2021 This paper proposes an interpretation of Books V and VI of Aristotle’s Physics as being (at least partly) a reaction to Zeno’s four “arguments against motion” that Aristotle expounds and discusses in Phys. VI 9.
Michel Crubellier
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Joseon physician Heo Joon’s Smallpox Medicine and ‘Syndrome differentiation (辨證)’† [PDF]
Uisahak, 2021 In this research, I have tried to overview the diagnosis and treatment of smallpox performed by Heo Joon, a representative physician of Joseon dynasty.
Chaekun OH
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Trade informativeness and liquidity in Bitcoin markets.
PLoS ONE, 2021 Liquid markets are driven by information asymmetries and the injection of new information in trades into market prices. Where market matching uses an electronic limit order book (LOB), limit orders traders may make suboptimal price and trade decisions ...
J Christopher Westland
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