Results 271 to 280 of about 13,288,132 (297)

On order flow toxicity

AIP Conference Proceedings, 2015
Order flow is toxic when it adversely selects market makers who may be unaware that they are providing liquidity at a loss. In [10] the VPIN metric as an estimator of order flow toxicity based on volume imbalance and trade intensity was introduced. Here another basic procedure to measure order flow toxicity based on all available information about ...
openaire   +1 more source

Minimum Flow Time Graph Ordering

2003
The graph ordering problem here addressed derives from industrial applications where one can associate vertices with process steps and edges with jobs. A linear layout of the vertices corresponds then to a production schedule, and one wants to find a layout minimizing the average completion time of the jobs.
ARBIB, CLAUDIO, FLAMMINI, MICHELE, MARINELLI F.   +2 more
openaire   +2 more sources

Resurrection of "Second Order" Models of Traffic Flow

SIAM Journal on Applied Mathematics, 2000
The authors deal with the 2nd order (two equations) mathematical model of traffic flow and point out drawbacks of currently used models. They change the model by replacing space derivation of the ``pressure'' with a convective one. The resulting system is strictly hyperbolic, except at the origin.
A. Aw, Michel Rascle
openaire   +2 more sources

What is the Value of Retail Order Flow?

This paper uses regulatory data to assess the value of retail order flow in the German equity market. To this end, we examine the performance of specialized retail market makers (RMMs) that internalize a large share of retail activity via affiliated trading venues.
Hoffmann, Peter, Jank, Stephan
openaire   +2 more sources

Higher-order value flow graphs

1997
Summary: The concepts of value and control flow graphs are important for program analysis of imperative programs. An imperative value flow graph can be constructed by a single pass over the program text. No similar concepts exist for higher-order languages: we propose a method for constructing value flow graphs for typed higher-order functional ...
openaire   +3 more sources

On 3D Prandtl nanofluid flow with higher-order chemical reaction

Proceedings of the Institution of Mechanical Engineers, Part C: Journal of Mechanical Engineering Science, 2021
Mohamed R Eid, Fazle Mabood
exaly  

Order Water Flow Else Water Will Order its Flow-Stop Flooding

2023
openaire   +1 more source

Order Flow Volatility and Equity Costs of Capital

Management Science, 2019
Tarun Chordia, Avanidhar Subrahmanyam, Jianfeng Hu   +2 more
exaly  

Reduced order model for estimation of fluid flow and flow forces in hydraulic proportional valves

Energy Conversion and Management, 2008
José Ramon Valdés, Thomas Putz
exaly  

Commercially Available Order Flow Data and Exchange Rate Movements:Caveat Emptor

Journal of Money, Credit and Banking, 2008
Mark Taylor
exaly