Results 171 to 180 of about 38,177 (303)
Price Discovery and Efficiency in Uniswap Liquidity Pools
ABSTRACT Using almost three years of minute‐level data, we show that the efficiency of Uniswap v3 is much improved relative to v2, and some v3 pools are approaching or even exceeding Bitstamp in terms of price discovery ability. Regression results suggest that the channels of influence for these improvements are an increase in informed liquidity ...
Carol Alexander+3 more
wiley +1 more source
Synergistic Multi-Granularity Rough Attention UNet for Polyp Segmentation. [PDF]
Wang J, Lim CS.
europepmc +1 more source
Forecasting Digital Asset Return: An Application of Machine Learning Model
ABSTRACT In this study, we aim to identify the machine learning model that can overcome the limitations of traditional statistical modelling techniques in forecasting Bitcoin prices. Also, we outline the necessary conditions that make the model suitable.
Vito Ciciretti+4 more
wiley +1 more source
Pricing of geometric Asian options in the Volterra-Heston model. [PDF]
Aichinger F, Desmettre S.
europepmc +1 more source
A class of maximal operators with rough kernel on product spaces [PDF]
Yong Ding, Chin-Cheng Lin
openalex +1 more source
Exchange Rate Risk and Deviations From Purchasing Power Parity
ABSTRACT This paper proposes a new solution to the purchasing power parity (PPP) puzzles, arguing that investors' higher‐order risk attitudes, combined with higher‐order uncertainty about nominal exchange rates, as reflected by skewness and kurtosis, drive a risk premium that leads to deviations from PPP.
Michael G. Arghyrou+2 more
wiley +1 more source
Innovative Antifungal and Food Preservation Potential of Eucalyptus citriodora Essential Oil in Combination with Modified Potato Peel Starch. [PDF]
Khan N, Fatima S, Sadiq MB.
europepmc +1 more source
Deep learning based channel estimation method for mine OFDM system. [PDF]
Wang M, Wang A, Liu Z, Chai J.
europepmc +1 more source