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Optimal Portfolio Liquidation with Limit Orders [PDF]
SIAM Journal on Financial Mathematics, 2012 This paper addresses the optimal scheduling of the liquidation of a portfolio using a new angle. Instead of focusing only on the scheduling aspect like Almgren and Chriss, or only on the liquidity-consuming orders like Obizhaeva and Wang, we link the optimal trade-schedule to the price of the limit orders that have to be sent to the limit order book to
Guéant, Olivier +2 more
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Discussion: Remoulded shear strength at plastic and semi-solid states [PDF]
, 2013 The undrained shear strength of remoulded soils is of great concern in geotechnical engineering applications. This study aims to develop a reliable approach for determining the undrained shear strength of remoulded fine-grained soils, through the use of ...
Vardanega, Paul Joseph +10 more
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Speed Limit Policy and Liquidity Traps [PDF]
Finance and Economics Discussion Series, 2018 The zero lower bound (ZLB) constraint on interest rates makes speed limit policies (SLPs)---policies aimed at stabilizing the output growth---less effective. Away from the ZLB, the history dependence induced by a concern for output growth stabilization improves the inflation-output tradeoff for a discretionary central bank. However, in the aftermath of
Nakata, Taisuke +2 more
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Determination of the Atterberg Limits of Eemian Gyttja on Samples with Different Composition
Studia Geotechnica et Mechanica, 2020 The paper presents the results of laboratory tests of plastic limit wP and liquid limit wL of Eemian gyttja characterized by different organic matter content Iom and calcium carbonate content CaCO3.
Goławska Katarzyna +3 more
doaj +1 more source
A limit of stability in supercooled liquid clusters [PDF]
The Journal of Chemical Physics, 2007 We examine the metastable liquid phase of a supercooled gold nanocluster by studying the free energy landscape using the largest solidlike embryo as an order parameter. Just below freezing, the free energy exhibits a local minimum at small embryo sizes and a maximum at a larger critical embryo size.
Eduardo, Mendez-Villuendas +2 more
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Prediction of consistency parameters of fen soils by neural networks
Computer Assisted Methods in Engineering and Science, 2017 This paper presents application of artificial neural networks (ANNs) for prediction of consistency parameters (plastic limit, liquid limit) of fen soils in comparison with the standard regression analysis.
Artur Borowiec, Krzysztof Wilk
doaj +1 more source
STABILIZATION OF SOIL SWELLING FOR CONSTRUCTION PURPOSES, USING PHOSPHOGYPSUMAND SODIUM CHLORID
Journal of Environmental Science, 2016 This paper deals with the improvement of soil swelling for purposes of constructions by adding industrial waste Phosphogypsum (PG), in addition to the chemical additive sodium chloride (NaCl) to reduce its expansiveness and improve its characteristics ...
El.malky, M. Gh +2 more
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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
openaire +5 more sources
Estimation of soil compaction parameters based on the Atterberg limits [PDF]
Mining and Metallurgy Engineering Bor, 2013 This paper presents the relationship between the Atterberg limits and soil compaction parameters obtained by the correlation-regression analysis. The relations between the liquid limit wl, plastic limit wp, maximum dry density rdmax and optimum moisture ...
Đoković Ksenija +2 more
doaj +1 more source
Effects of Lime Content on Road Performance of Low Liquid Limit Clay
Applied Sciences, 2023 Low liquid limit clay has a low plastic index, displays poor strength, and is sensitive to water, and its mechanical qualities decline as the water content changes, making it difficult to employ directly in the construction process.
Jinli Zhang +3 more
doaj +1 more source