Results 61 to 70 of about 8,324,524 (296)
The structure of contemporaneous price-volume relationships in financial markets
The main goal of this paper is an examination of the interdependence stuctures of stock returns, volatility and trading volumes of companies listed on the CAC40 and FTSE100. The authors establish that the mean values of respective measures are different
Henryk Gurgul, Robert Syrek
doaj +1 more source
Reproduction of stacking fault energy calculations from literature with a semi‐automated large language model‐assisted extraction procedure: extraction of simulation protocol, atomistic structures, computational parameters, and reported results, ontology alignment, knowledge graph construction and, finally, recomputation forvalidation.
Sepideh Baghaee Ravari +5 more
wiley +1 more source
The Testing of Causal Stock Returns-Trading Volume Dependencies with the Aid of Copulas
This paper is concerned with a dependence analysis of returns, return volatility and trading volume for five companies listed on the Vienna Stock Exchange.
Henryk Gurgul +2 more
doaj +1 more source
Low‐voltage FIB‐SEM tomography combined with a image preprocessing pipeline improves phase contrast and enables reliable machine‐learning segmentation of conductive networks in lithium‐ion battery electrodes. Structural descriptors are extracted from segmented images, done semimanually and automated, and compared.
Lisa Beran +6 more
wiley +1 more source
Trading Volume in Dealer Markets [PDF]
We develop a financial market trading model in the tradition of Glosten and Milgrom (1985) that allows us to incorporate non-trivial volume. We observe that in this model price volatility is positively related to the trading volume and to the absolute ...
Katya Malinova, Andreas Park
core
This research presented differences of stock price fraction system to stock trading indicator variables such as volume, value, and frequency of stock trading transactions on companies listed in Indonesia Stock Exchange.
Adi Teguh Suprapto +2 more
doaj +1 more source
The minimum volume of subspace trades
A subspace bitrade of type $T_q(t,k,v)$ is a pair $(T_0,T_1)$ of two disjoint nonempty collections of $k$-dimensional subspaces of a $v$-dimensional space $V$ over the finite field of order $q$ such that every $t$-dimensional subspace of $V$ is covered by the same number of subspaces from $T_0$ and $T_1$. In a previous paper, the minimum cardinality of
openaire +3 more sources
New AI‐Assisted Approach for Expanding the Solution Space: Application to Lattice Structure Design
This work introduces an innovative framework for designing structured materials by ex panding the design space through reparameterization of qualitative variables into continuous structural descriptors. Combined with machine‐learning‐based prediction and multi‐objective optimization, the approach enables the discovery of novel lattice architectures ...
G. H. Gahimbare +5 more
wiley +1 more source
[[abstract]]本文以2005年1月至2015年6月台灣證券交易所上市公司中的「油價概念股」為樣本,檢驗成交量、價格波動性與流動性的動態關係。我們利用聯立方程式去建構成交量、價格波動性與流動性的長期關係;以衝擊反應分析和預測誤差變異數分解二種方法分析成交量、價格波動性與流動性的短期相互影響關係。研究結果顯示,成交量、價格波動性與流動性存在長期關係,其中,成交量與價格波動性成正向關係,成交量與流動性成正向關係,價格波動性與流動性成負向關係。不同於長期關係,在短期裡,成交量對於流動性具有負向影響 ...
王盈仁, Wang, Ying-Jen
core
Low carbon is the future development trend of new power system, and the simulation of horizontal annual carbon trading volume at the planning level plays an important role in realizing the low-carbon economic operation of future power grid. Based on this
JIANG Biao, LIU Jia, ZENG Pingliang, TANG Zao, LI Yalou
doaj +1 more source

