Results 11 to 20 of about 12,205,950 (252)
Fractional-Order Water Flow Optimizer
International Journal of Computational Intelligence SystemsThe water flow optimizer (WFO) is the latest swarm intelligence algorithm inspired by the shape of water flow. Its advantages of simplicity, efficiency, and robust performance have motivated us to further enhance it.
Zhentao Tang +5 more
doaj +2 more sources
Flow equations and normal ordering [PDF]
Journal of Physics A: Mathematical and General, 2006 In this paper we consider flow-equations where we allow a normal ordering which is adjusted to the one-particle energy of the Hamiltonian. We show that this flow converges nearly always to the stable phase. Starting out from the symmetric Hamiltonian and symmetry-broken normal ordering nearly always yields symmetry breaking below the critical ...
Koerding, Elmar, Wegner, Franz
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High-order methods for steady, unsteady and transitional flow over a cylinder [PDF]
, 2012 In this thesis, the flow around a cylinder is chosen as a test case for higher-order numerical reconstruction techniques. No direct comparison of these higher-order methods has been carried out for this particular test case.
Starr, Maxwell
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ORDER FLOWS, FUNDAMENTALS AND EXCHANGE RATES [PDF]
International Journal of Finance & Economics, 2014 ABSTRACTWe examine the links between end‐user order flows as seen by a major European commercial bank and macroeconomic fundamentals. We show that both exchange rate changes and flows are only weakly related to macroeconomic news announcements and hypothesize that ‘the cat is already out of the bag’ by the time the news is announced.
Kentaro Iwatsubo, Ian W. Marsh
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Understanding Order Flow [PDF]
, 2005 This paper develops a model for understanding end-user order flow in the FX market. The model addresses several puzzling findings. First, the estimated price-impact of flow from different end-user segments is, dollar-for-dollar, quite different. Second, order flow from segments traditionally thought to be liquidity-motivated actually has power to ...
Martin D. Evans, Richard Lyons
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An investigation of customer order flow in the foreign exchange market [PDF]
, 2009 This paper examines the effect that heterogeneous customer orders flows have on exchange rates by using a new, and the largest, proprietary dataset of weekly net order flow segmented by customer type across nine of the most liquid currency pairs. We make
Nicholas Sarantis +8 more
core +1 more source
Competing for Order Flow in OTC Markets [PDF]
SSRN Electronic Journal, 2014 We develop a model of a two‐sided asset market in which trades are intermediated by dealers and are bilateral. Dealers compete to attract order flow by posting the terms at which they execute trades—which can include prices, quantities, and execution speed—and investors direct their orders toward dealers who offer the most attractive terms.
Lester, Benjamin +2 more
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Incorporating Order-Flow into Optimal Execution [PDF]
SSRN Electronic Journal, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cartea, A, Jaimungal, S
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Second-Order Traffic Flow Models on Networks [PDF]
SIAM Journal on Applied Mathematics, 2021 This paper deals with the Aw-Rascle-Zhang model for traffic flow on uni-directional road networks. For the conservation of the mass and the generalized momentum, we construct weak solutions for Riemann problems at the junctions. We particularly focus on a novel approximation to the homogenized pressure by introducing an additional equation for the ...
Simone Göttlich +3 more
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Order Flow and Price Formation
, 2023 24 pages. To appear in "Machine Learning in Financial Markets" (A.
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