Order Routing and Market Quality: Who Benefits From Internalization?
Mathematical Finance, EarlyView.ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley +1 more source
The Group-Algebraic Formalism of Quantum Probability and Its Applications in Quantum Statistical Mechanics. [PDF]
Entropy (Basel)Gu Y, Wang J.
europepmc +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, EarlyView.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
A Fourier-Jacobi Dirichlet series for cusp forms on orthogonal groups. [PDF]
Res Number TheoryPsyroukis R.
europepmc +1 more source
Quantum Shannon Information Theory-Design of Communication, Ciphers, and Sensors. [PDF]
Entropy (Basel)Hirota O.
europepmc +1 more source
Can we repudiate ontology altogether?
Noûs, EarlyView.Abstract Ontological nihilists repudiate ontology altogether, maintaining that ontological structure is an unnecessary addition to our theorizing. Recent defenses of the view involve a sophisticated combination of highly expressive but ontologically innocent languages combined with a metaphysics of features—non‐objectual, complete but modifiable states
Christopher J. Masterman
wiley +1 more source
Surface roughness profile separation using singular spectrum analysis. [PDF]
PLoS OnePang Z, Gan X, Kong M.
europepmc +1 more source
Aggregation and the Structure of Value
Noûs, EarlyView.ABSTRACT Roughly, the view I call “Additivism” sums up value across time and people. Given some standard assumptions, I show that Additivism follows from two principles. The first says that how lives align in time cannot, in itself, matter. The second says, roughly, that a world cannot be better unless it is better within some period or another.
Weng Kin San
wiley +1 more source
Surrogate Modeling of Resonant Behavior in Scattering Problems Through Adaptive Rational Approximation and Sketching. [PDF]
J Sci ComputPradovera D, Hiptmair R, Perugia I.
europepmc +1 more source
Electromyographic Assessment of Sleep Bruxism in Patients With Periodontitis: A Case–Control Study
Oral Diseases, EarlyView.ABSTRACT Objective The relationship between periodontitis and bruxism has always been a matter of debate. The aim of the present paper is to investigate the association between advanced stages of periodontitis (Stage III/IV) and the intensity and duration of sleep bruxism events, measured as bruxism work index (BWI) and bruxism time index (BTI) through
Tommaso Gotti +5 more
wiley +1 more source