Results 11 to 20 of about 13,288,132 (297)
Understanding order flow [PDF]
International Journal of Finance and Economics, 2006 AbstractThis 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.
Martin Evans, Richard K Lyons
exaly +4 more sources
Estimating flow fields with reduced order models
Heliyon, 2023 The estimation of fluid flows inside a centrifugal pump in realtime is a challenging task that cannot be achieved with long-established methods like CFD due to their computational demands.
Kamil David Sommer +4 more
doaj +4 more sources
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
Optimal Execution with Dynamic Order Flow Imbalance [PDF]
SIAM Journal on Financial Mathematics, 2015 We examine optimal execution models that take into account both market microstructure impact and informational costs. Informational footprint is related to order flow and is represented by the trader's influence on the flow imbalance process, while microstructure influence is captured by instantaneous price impact.
Michael Ludkovski
exaly +3 more sources
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
core +7 more sources
Tandem Cascade Flow Prediction by POD-RBFN Reduced Order Model
Hangkong gongcheng jinzhan, 2022 The cost of obtaining a large amount of flow field information by traditional experiment or CFD is unacceptable,so it is of significance to develop faster forecasting calculation methods.Proper orthogonal decomposition(POD)is used to extract the dominant
SHANG Xun +3 more
doaj +1 more source
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
openaire +2 more sources
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
openaire +3 more sources
Second order cyclic analysis of counter flow pulse tube refrigerator
Journal of Thermal Engineering, 2023 Stirling machines are ecologically propitious refrigeration devices that utilize natural gases like helium, nitrogen, or air. Stirling machines are active refrigerators that should be designed with minimal vibrations and durability in order to fulfil ...
Mahmadrafik CHOUDHARI1 +4 more
doaj +1 more source
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
openaire +2 more sources