Results 41 to 50 of about 25,477 (162)
PLoS ONE, 2019 Therapeutic Change Process Research (TCPR) connects within-therapeutic change processes to outcomes. The labour intensity of qualitative methods limit their use to small scale studies. Automated text-analyses (e.g.
Wouter Smink +5 more
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MathematicsIn recent years, high-frequency trading has become increasingly popular in financial markets, making the dynamic modeling of the limit book and the optimization of market maker strategies become key topics. However, existing studies often lacked detailed
Fei Xie +3 more
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FinTech, Fractional Trading, and Order Book Dynamics: A Study of US Equities Markets
FinTechThis study investigates how the rise of commission-free FinTech platforms and the introduction of fractional trading (FT) have altered trading behavior and order book dynamics in the NASDAQ equity market.
Janhavi Shankar Tripathi +1 more
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Cognitive and Semiotic Aspects of Endings in Self‑Narrations: The Example of Germaine de Staël
Signata, 2014 The aim of this essay is to illustrate and discuss the relations between life and narratives on the basis of some insights made in semiotics and developmental psychology, notably by M.M. Bakhtin, Jerome Bruner and Katherine Nelson. The scope of the essay
Anna Cabak Rédei
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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
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Deep Limit Order Book Forecasting
CoRR43 pages, 14 figures, 12 ...
Antonio Briola +2 more
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A Critical Review on “ Alnahvo Alasasi” Book [PDF]
پژوهشنامۀ انتقادی متون و برنامههای علوم انسانی, 2017 Grammar and syntax is one of the branches of linguistics which was created with the motivation of correct application and usage of Arabic language specially Qoran language and was led to the appearance of numerous schools and works in this science.
Vesal Maymandi, Samira Sedighi Mournani
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Compound Hawkes processes in limit order books [PDF]
, 2019 24 pages, 16 figures.
Swishchuk, Anatoliy +3 more
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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
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Journal of Rock Mechanics and Geotechnical Engineering, 2019 With a history of more than 100 years, Chuquicamata has become one of the largest open pits in the world. Its current depth of 1100 m, length of 4500 m and width of 3000 m, resulting in haulage distances of over 11,000 m from pit bottom to the processing
German Flores, Alex Catalan
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