弄混
发表于 2025-3-21 18:54:58
书目名称Econophysics of Order-driven Markets影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0302106<br><br> <br><br>书目名称Econophysics of Order-driven Markets影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0302106<br><br> <br><br>书目名称Econophysics of Order-driven Markets网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0302106<br><br> <br><br>书目名称Econophysics of Order-driven Markets网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0302106<br><br> <br><br>书目名称Econophysics of Order-driven Markets被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0302106<br><br> <br><br>书目名称Econophysics of Order-driven Markets被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0302106<br><br> <br><br>书目名称Econophysics of Order-driven Markets年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0302106<br><br> <br><br>书目名称Econophysics of Order-driven Markets年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0302106<br><br> <br><br>书目名称Econophysics of Order-driven Markets读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0302106<br><br> <br><br>书目名称Econophysics of Order-driven Markets读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0302106<br><br> <br><br>
甜瓜
发表于 2025-3-21 21:42:17
High Frequency Correlation Modellinge into account correlation between stocks when proceeding clients orders. However, not so much effort has been devoted to correlation modelling and only few empirical results are known about high frequency correlation. Depending on the time scale under consideration, a plausible candidate for modelling correlation should:
brother
发表于 2025-3-22 03:50:30
The Model with Uncertainty Zones for Ultra High Frequency Prices and Durations: Applications to Stat give some results from [.] and [.] which show how it can be used in practice for statistical estimation or in order to hedge derivatives. Before introducing this model, we briefly recall the classical approaches of price modelling in the so-called microstructure noise literature.
Shuttle
发表于 2025-3-22 08:37:27
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cringe
发表于 2025-3-22 12:33:17
Computability of Design Diagramsnhance the model by taking into account such properties as the autocorrelation of trade signs, or the existence of informed traders. We then use Monte Carlo simulations to study the effects of those properties on some elementary market making strategies. Finally, we present some possible improvements of the strategies.
不开心
发表于 2025-3-22 15:51:21
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不开心
发表于 2025-3-22 17:05:41
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音乐等
发表于 2025-3-22 22:39:31
C. Wright Mills and the Ending of Violencequantity available at the best limit. Order splitting allows traders not to reveal their intention to the market so as not to move too much the price against them. In this note, we focus on the other trades, called trade-throughs, which are trades that go through the best available price in the orde
FLOUR
发表于 2025-3-23 04:15:39
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antiquated
发表于 2025-3-23 08:42:17
Das professionelle Spielprogramm,t processes, Hawkes processes, has been the subject of various investigations in the financial community. In this paper, we propose to enhance a basic zero-intelligence order book simulator with arrival times of limit and market orders following mutually (asymmetrically) exciting Hawkes processes. M