Results 221 to 230 of about 19,543 (310)

Motive and Opportunity: Order Choice in a Limit Order Book With Dispersed Information

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We test predictions of market microstructure theory relating to the determinants of order choice in a limit order book where information is dispersed among traders. Using an experimental limit order book, with a large state space, we find that informed traders exhibit patience, compatible with the ‘waiting game’ behaviour described in Foster ...
James Steeley   +2 more
wiley   +1 more source

Comparative Study of Different Additive Manufacturing Methods for H13 Tool Steel. [PDF]

open access: yesMaterials (Basel)
Widomski P   +4 more
europepmc   +1 more source

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris   +2 more
wiley   +1 more source

Navigating the future of nano‐pesticides: A perspective on design, efficacy, mechanisms, and environmental stewardship

open access: yesiMeta, EarlyView.
Nano‐pesticides are driving a paradigm shift toward sustainable plant protection. This review systematically synthesizes recent advances across four interconnected domains: (i) intelligent formulation design for targeted delivery and controlled release; (ii) interfacial behavior regulation to enhance foliar deposition; (iii) multi‐omics elucidation of ...
Xile Deng   +14 more
wiley   +1 more source

Polymer informatics: Integrating data‐driven strategies, advanced machine learning, and automated synthesis for next‐generation polymer design

open access: yesInfoScience, EarlyView.
Designing new polymers for applications such as sustainable plastics, biomaterials, and 3D printing has traditionally been slow and expensive, relying heavily on trial‐and‐error experiments. This review shows how polymer informatics—the integration of large polymer databases, machine‐learning models, and automated robotic synthesis—enables fast ...
Md. Saiful Islam   +6 more
wiley   +1 more source

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