Results 41 to 50 of about 14,465,031 (392)
Transparency & Quality: The Impact of Increasing Limit Order Book levels on Tehran Stock Exchange [PDF]
Objective: One of the common tools used to make pre-trade transparency in financial markets is the Limit Order Book. In spite of several researches on the Limit Order Book, there is no consensus about the impact of increasing pre-trade transparency on ...
Mahdi Heidari+1 more
doaj +1 more source
Asymptotic Behavior of Exact Exchange for Slabs: Beyond the Leading Order
Far outside the surface of slabs, the exact exchange (EXX) potential v x falls off as − 1 / z , if z denotes the direction perpendicular to the surface and the slab is localized around z = 0 .
Eberhard Engel
doaj +1 more source
Higher Order Beliefs and the Dynamics of Exchange Rates [PDF]
This paper investigates the role of higher order beliefs in the formation of exchange rates. Our model combines a standard macroeconomic dynamics for the exchange rates with a microeconomic specification of agents' heterogeneity and their interactions. The empirical analysis relies on a state space model estimated through Bayesian methods.
Francesca Pancotto+3 more
openaire +4 more sources
A novel method for tracking structural changes in gels using widely accessible microcomputed tomography is presented and validated for various hydro‐, alco‐, and aerogels. The core idea of the method is to track positions of micrometer‐sized tracer particles entrapped in the gel and relate them to the density of the gel network.
Anja Hajnal+3 more
wiley +1 more source
Twice-iterated boson-exchange scattering amplitudes [PDF]
We calculate at two-loop order the complex-valued scattering amplitude related to the twice-iterated scalar-isovector boson-exchange between nucleons. In comparison to the once-iterated boson-exchange amplitude it shows less dependence on the scattering ...
Kaiser, N.
core +2 more sources
Comparing the different types of Markov switching model for Euro to Iran Rial exchange rate [PDF]
According to the rule of equality of equal prices, the price of a foreign commodity within a country depends on the price of the commodity at the origin as well as the exchange rate of that country.
Mahdi Pourrafiee+3 more
doaj +1 more source
Nonlocal energy-optimized kernel: Recovering second-order exchange in the homogeneous electron gas
In order to remedy some of the shortcomings of the random phase approximation (RPA) within adiabatic connection fluctuation-dissipation (ACFD) density functional theory, we introduce a short-ranged, exchange-like kernel that is one-electron self ...
J. Bates, S. Laricchia, A. Ruzsinszky
semanticscholar +1 more source
Mechanism of structural phase transitions in KCrF3 [PDF]
We study the origin of the cubic to tetragonal and tetragonal to monoclinic structural transitions in KCrF3, and the associated change in orbital order, paying particular attention to the relevance of super-exchange in both phases.
Autieri, Carmine+2 more
core +2 more sources
Optimal Execution Using Reinforcement Learning [PDF]
This work is about optimal order execution, where a large order is split into several small orders to maximize the implementation shortfall. Based on the diversity of cryptocurrency exchanges, we attempt to extract cross-exchange signals by aligning data from multiple exchanges for the first time.
arxiv
Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression
The so-called “foreign exchange rate determination puzzle” has been a hard topic in international finance for several decades. The puzzle illustrates the weak explanatory power of macroeconomic-based models of the nominal exchange rate fluctuations.
Zi-Yi Guo
doaj +6 more sources