Results 41 to 50 of about 11,815,776 (302)
The market impact of a limit order [PDF]
, 2009 Despite their importance in modern electronic trading, virtually no systematic empirical evidence on the market impact of incoming orders is existing.
Hautsch, Nikolaus +3 more
core +1 more source
Development of an evidence evaluation and synthesis system for drug-drug interactions, and its application to a systematic review of HIV and malaria co-infection. [PDF]
PLoS ONE, 2017 BACKGROUND:In all settings, there are challenges associated with safely treating patients with multimorbidity and polypharmacy. The need to characterise, understand and limit harms resulting from medication use is therefore increasingly important.
Kay Seden +6 more
doaj +1 more source
تعطيل العمل بالحکم الشرعي "أزمة کورونا نموذجًا" دراسة تأصيلية تطبيقية [PDF]
مجلة كلية الدراسات الإسلامية والعربية للبنات بدمنهور, 2020 تعد قضية تعطيل العمل بالحکم الشرعي من القضايا المستجدة في أذهان الناس في هذه الأيام في ظل أزمة فيروس کورونا المستجد (covid19) الذي أصاب العالم , وأدي إلي الکثير من الموتي , والمصابين في بقاع العالم , ما بين مؤيد , ومعارض لذلک التعطيل , خاصة وقد انتصبت ...
محمود محمد بهجت عبد الرحمن
doaj +1 more source
Deep learning for limit order books [PDF]
Quantitative Finance, 2018 This paper develops a new neural network architecture for modeling spatial distributions (i.e., distributions on R^d) which is computationally efficient and specifically designed to take advantage of the spatial structure of limit order books. The new architecture yields a low-dimensional model of price movements deep into the limit order book ...
openaire +2 more sources
LiT: limit order book transformer [PDF]
Frontiers in Artificial IntelligenceWhile the transformer architecture has demonstrated strong success in natural language processing and computer vision, its application to limit order book forecasting, particularly in capturing spatial and temporal dependencies, remains limited. In this work, we introduce Limit Order Book Transformer (LiT), a novel deep learning architecture for ...
Yue Xiao +5 more
openaire +3 more sources
The Impact of Hidden Liquidity in Limit Order Books [PDF]
SSRN Electronic Journal, 2009 We show that the order submission strategies of liquidity demanders and suppliers change when the observed price dynamics signal that the order book is likely to contain hidden liquidity. We combine the signals of hidden liquidity that can be extracted from the price dynamics with the actual data on hidden liquidity to differentiate between situations ...
Frey, Stefan, Sandas, Patrik
openaire +3 more sources
Deep Reinforcement Learning in Non-Markov Market-Making
RisksWe develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics.
Luca Lalor, Anatoliy Swishchuk
doaj +1 more source
New Directions for Adult and Continuing Education, EarlyView.ABSTRACT Advancing artificial intelligence (AI) has transformed learning and work, yet higher education and professional development programs have not systematically equipped learners for AI‐prevalent environments. This lack of preparation creates uncertainty regarding control, responsibility, trust, and accountability.
Moon‐Heum Cho, Jerusalem Merkebu
wiley +1 more source
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Gliomas have undergone a profound redefinition over the past decade, transitioning from morphology‐based entities to biologically coherent diseases defined by molecular alterations. The 2021 WHO Classification of Tumors of the Central Nervous System and its 2022 update formalize this shift, establishing integrated diagnosis as the global ...
Maria Guarnaccia, Sebastiano Cavallaro
wiley +1 more source
Fostering Innovation: Streamlining Magnetocaloric Materials Research by Digitalization
Advanced Engineering Materials, EarlyView.Magnetocaloric cooling (MCE) is an environmentally friendly refrigeration method with great potential. Optimizing MCE materials involves the preparation and screening of large quantities of samples, which in turn generates a large amount of data. A digitalization approach is presented that uses ontologies, knowledge graphs, and digital workflows to ...
Simon Bekemeier +17 more
wiley +1 more source