Results 21 to 30 of about 25,477 (162)
Limit Order Book as a Market for Liquidity [PDF]
SSRN Electronic Journal, 2001 We develop a dynamic model of an order-driven market populated by discretionary liquidity traders. These traders must trade, yet can choose the type of order and are fully strategic in their decision. Traders differ by their impatience: less patient traders demand liquidity, more patient traders provide it. Three equilibrium patterns are obtained - the
Thierry Foucault +2 more
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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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Viruses, 2023 The spread of lumpy skin disease (LSD) to free countries over the last 10 years, particularly countries in Europe, Central and South East Asia, has highlighted the threat of emergence in new areas or re-emergence in countries that achieved eradication ...
Juana Bianchini +3 more
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Forecasting Quoted Depth With the Limit Order Book [PDF]
Frontiers in Artificial Intelligence, 2021 Liquidity plays a vital role in the financial markets, affecting a myriad of factors including stock prices, returns, and risk. In the stock market, liquidity is usually measured through the order book, which captures the orders placed by traders to buy and sell stocks at different price points.
Daniel Libman, Simi Haber, Mary Schaps
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Quantitative and Comparative Analyses of Limit Order Books with General Compound Hawkes Processes
Risks, 2019 In this paper, we solve the problem of mid price movements arising in high-frequency and algorithmic trading using real data. Namely, we introduce different new types of General Compound Hawkes Processes (GCHPDO, GCHP2SDO, GCHPnSDO) and find their ...
Qiyue He, Anatoliy Swishchuk
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Less is More": The Power Style in Raymond Carver's and Mary Robison's Selected Short Stories"
مجلة کلية الاداب جامعة حلوان, 2022 Raymond Carver's (1938-1988) is one of the major American writers of short stories writers. Since he appeared, he has been called the greatest short story writer since Hemingway, as well as the godfather of literary minimalism.
Sherine Mostafa El Shoura
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Less is More: The Power Style in Raymond Carver's and Mary Robison's Selected Short Stories
مجلة کلية الاداب جامعة حلوان, 2022 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 +1 more
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LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY [PDF]
Mathematical Finance, 2012 We consider a framework for solving optimal liquidation problems in limit order books. In particular, order arrivals are modeled as a point process whose intensity depends on the liquidation price. We set up a stochastic control problem in which the goal is to maximize the expected revenue from liquidating the entire position held.
Bayraktar, Erhan, Ludkovski, Michael
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Price Jump Prediction in Limit Order Book [PDF]
SSRN Electronic Journal, 2012 A limit order book provides information on available limit order prices and their volumes. Based on these quantities, we give an empirical result on the relationship between the bid-ask liquidity balance and trade sign and we show that liquidity balance on best bid/best ask is quite informative for predicting the future market order's direction ...
Ban Zheng +2 more
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Semiotics of the Clothing System in Molavi's Masnavi [PDF]
Matn/Pizhūhī-i Adabī, 2023 The clothing system is one of the important systems that have a significant presence in literary texts. Rumi is one of the poets who was able to transform the system of language signs of clothing into literary signs.
Effat Neqabi, Mehrnoosh Esrafilzadeh
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