Results 31 to 40 of about 11,815,776 (302)
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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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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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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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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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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Persian words involved and their Semantic transformations in Azeri Turkish on both sides of the Aras River [PDF]
زبان پژوهی, 2021 1.INTRODUCTIONThe connection between Persian and Turkish has been very long and has been due to the rule of Islam and the cultural mixing of these two neighboring nations throughout history.
Ali Bayanlou
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Modelling of Limit Order Book Data with Ordered Fuzzy Numbers
Applied Soft Computing, 2023 This paper presents a novel approach to representing the Limit Order Book data at a given timestamp using the Ordered Fuzzy Numbers concept. The limit order book contains all buy and sell orders placed by investors, updated in real-time, for the most liquid securities, even several hundred times a minute.
Adam Marszalek, Tadeusz Burczynski
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Comparative study of theme and structure in Moliere's play "The Miser" and Akhundzadeh's "The Tale of the Miserly Man". [PDF]
ادبیات تطبیقی, 2023 . Introduction Theater, as one of the literary types, has created a link between literature and performing arts. There have been two types of theater, comedy and tragedy. In the past, the type of tragedy was superior to the type of comedy.
Mahnaz Rezai
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SimDCL: dropout-based simple graph contrastive learning for recommendation
Complex & Intelligent Systems, 2023 Representation learning of users and items is the core of recommendation, and benefited from the development of graph neural network (GNN), graph collaborative filtering (GCF) for capturing higher order connectivity has been successful in the ...
YuHao Xu +6 more
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Does Anonymity Matter in Electronic Limit Order Markets? [PDF]
, 2004 Lecture on the first SFB/TR 15 meeting, Gummersbach, July, 18 - 20, 2004We develop a model of limit order trading in which some traders have better information on future price volatility.
Foucault, Thierry +2 more
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