Results 61 to 70 of about 11,815,776 (302)
Linnet: limit order books within switches [PDF]
Financial trading often relies nowadays on machine learning. However, many trading applications require very short response times, which cannot always be supported by traditional machine learning frameworks.
Zilberman, Noa +3 more
core +1 more source
What determines order-book convexity in Borsa Istanbul? Evidence from an emerging market
This study investigates the geometric structure of liquidity in Borsa Istanbul through the concept of order-book convexity. Using high-frequency limit order book data for 552 continuously traded equities between August 2024 and August 2025, we ...
Veysel Eraslan
doaj +1 more source
Multi-Level Order-Flow Imbalance in a Limit Order Book [PDF]
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
openaire +3 more sources
Economic Impact of Sustainability in Wine Sector: A Systematic Literature Review
ABSTRACT Sustainability has become a key issue in the wine sector, raising questions about its compatibility with firms' economic performance. Despite growing attention to environmental and social practices, evidence on their economic implications remains fragmented.
Valentina Di Chiara +2 more
wiley +1 more source
FinTech, Fractional Trading, and Order Book Dynamics: A Study of US Equities Markets
This 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
doaj +1 more source
Deep Limit Order Book Forecasting
43 pages, 14 figures, 12 ...
Antonio Briola +2 more
openaire +2 more sources
LLM‐Based Scientific Assistants for Knowledge Extraction: Which Design Choices Matter?
A comprehensive framework for optimizing Large Language Models in domain‐specific applications is introduced. The LLM Playground integrates Prompt Engineering, knowledge augmentation, and advanced reasoning strategies to enable systematic comparison of architectures and base models.
David Exler +7 more
wiley +1 more source
Cognitive and Semiotic Aspects of Endings in Self‑Narrations: The Example of Germaine de Staël
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
doaj +1 more source
Online Learning in Limit Order Book Trade Execution [PDF]
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
openaire +3 more sources
Large Language Model‐Based Chatbots in Higher Education
The use of large language models (LLMs) in higher education can facilitate personalized learning experiences, advance asynchronized learning, and support instructors, students, and researchers across diverse fields. The development of regulations and guidelines that address ethical and legal issues is essential to ensure safe and responsible adaptation
Defne Yigci +4 more
wiley +1 more source

