Is exchange rate – customer order flow relationship linear? Evidence from the Hungarian FX market [PDF]
over the last decade, the microstructure approach to exchange rates has become very popular. The underlying idea of this approach is that the order flows at different levels of aggregation contain valuable information to explain exchange rate movements ...
Yuliya Lovcha, Alejandro Perez-Laborda
core
Fractional variational problems depending on indefinite integrals
, 2012 We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral.
Pooseh, Shakoor +8 more
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Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics [PDF]
We generalize the portfolio shifts model advanced by Evans and Lyons (2002a; b), and develop the dynamic asymmetric portfolio shifts (DAPS) model by explicitly allowing for possible market under- and overreactions and for asymmetric pricing impacts of ...
Yongcheol Shin, Viet Hoang Nguyen
core
Simulating fluid flows in micro and nano devices : the challenge of non-equilibrium behaviour
, 2009 We review some recent developments in the modelling of non-equilibrium (rarefied) gas flows at the micro- and nano-scale, concentrating on two different but promising approaches: extended hydrodynamic models, and lattice Boltzmann methods.
Reese, Jason M. +2 more
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Editorial: Higher-Order Conditioning: Beyond Classical Conditioning
Frontiers in Behavioral Neuroscience, 2022 Busquets Garcia, Arnau, 1985- +1 more
openaire +3 more sources
The structure of iron under the conditions of the Earth's inner core
, 1999 The inferred density of the solid inner core indicates that it is predominantly made of iron. In order to indicates that it is predominantly made of iron.
Price, GD +9 more
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Numerical Analysis of Higher Order Discontinuous Galerkin Finite Element Methods
, 2008 After the introduction in Section 1 this lecture starts off with recalling well-known results from the numerical analysis of the continuous finite element methods.
Hartmann, Ralf
core
Electronic Journal of Differential Equations, 2011 In this work we consider a class of impulsive fractional-order semilinear evolution equations with a nonlocal initial condition. By means of solution operator and application of fixed point theorems we established the existence and uniqueness of a ...
Archana Chauhan, Jaydev Dabas
doaj
Center conditions on high order derivatives in the semilocal convergence of Newton's method
, 2015 We modify the classical theory of Kantorovich to analyze the semilocal convergence of Newton's method in Banach spaces under center conditions for high order derivatives. As a consequence, we obtain a modification of the domain of the starting points for
Hernández-Verón, M.A. [0000-0001-5478-2958] +1 more
core +1 more source
A Kinetic Signature for Parallel Pathways: Conformational Selection and Induced Fit. Links and Disconnects between Observed Relaxation Rates and Fractional Equilibrium Flux under Pseudo-First-Order Conditions. [PDF]
Biochemistry, 2016 Galburt EA, Rammohan J.
europepmc +1 more source