疾驰
发表于 2025-3-26 21:19:21
Utkarsh Niranjan,Anurag Singh,Ramesh Kumar Agrawal
勤勉
发表于 2025-3-27 01:08:10
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resuscitation
发表于 2025-3-27 05:22:59
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aquatic
发表于 2025-3-27 12:58:29
A Few Simulation Results of Basic Models of Limit Order Booksmework we test models in which the flows of limit and market orders are modeled by Poisson processes, Hawkes processes, or processes with state-dependent intensities. We provide simulation results to compare some distributions of interest, such as volumes, price, spread, autocorrelation of orders si
颂扬本人
发表于 2025-3-27 15:42:59
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贝雷帽
发表于 2025-3-27 21:09:13
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噱头
发表于 2025-3-27 23:26:46
Effect of Tobin Tax on Trading Decisions in an Experimental Minority Game) proposed a transactions tax for currency trading to reduce volatility in this highly speculative market. We conduct a 40-period experiment using a financial market mechanism and introduce a tax after 20 periods. While earlier experimental studies have used double auctions to study the Tobin Tax, o
Herpetologist
发表于 2025-3-28 03:30:52
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saturated-fat
发表于 2025-3-28 07:16:56
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讥讽
发表于 2025-3-28 13:26:06
Multi-layered Network Structure: Relationship Between Financial and Macroeconomic Dynamicsmarket indices and the macroeconomic networks constructed from macroeconomic variables such as trade, foreign direct investments, etc. for several countries across the globe. The temporal scales of the dynamics of the financial variables and the macroeconomic fundamentals are very different, which m