High-Frequency Trading - Articles - Scientific Research Publishing

Execution and Block Trade Pricing with Optimal Constant Rate of Participation (Articles)

Olivier Guéant

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44023 4,021 Downloads 6,040 Views Citations
Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options (Articles)

Feng Jiao

Theoretical Economics Letters Vol.8 No.3, February 12, 2018

DOI: 10.4236/tel.2018.83027 1,051 Downloads 3,084 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Price Jump Prediction in a Limit Order Book (Articles)

Ban Zheng, Eric Moulines, Frédéric Abergel

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32024 9,654 Downloads 20,464 Views Citations
A New Way to Compute the Probability of Informed Trading (Articles)

Antoine Bambade

Journal of Mathematical Finance Vol.9 No.4, October 25, 2019

DOI: 10.4236/jmf.2019.94032 1,824 Downloads 6,878 Views Citations
A Deep Dive: Does Big Data Improve Maturity in the Developed Capital Markets? (Articles)

Rajesh Kumar Singh, Subrata Kumar Mitra

Theoretical Economics Letters Vol.9 No.1, January 29, 2019

DOI: 10.4236/tel.2019.91006 1,095 Downloads 2,402 Views Citations
Inductances Design of High-Frequency Coaxial Transformers (Articles)

Gierri Waltrich

Open Access Library Journal Vol.3 No.7, July 26, 2016

DOI: 10.4236/oalib.1102820 1,526 Downloads 4,446 Views Citations
Intraday Periodicity and Long Memory Volatility in Hong Kong Stock Market (Articles)

Wei Dai, Dejun Xie, Bianxia Sun

Open Journal of Social Sciences Vol.3 No.7, July 14, 2015

DOI: 10.4236/jss.2015.37011 3,656 Downloads 5,154 Views Citations
Carbon Dioxide Levels When Starting High Frequency Ventilation in Neonates (Articles)

Jany Pienaar, Mark W. Davies

Open Journal of Pediatrics Vol.12 No.2, May 11, 2022

DOI: 10.4236/ojped.2022.122039 245 Downloads 1,177 Views Citations
Modeling Cryptocurrency Market Volatility during FOMC Announcements: Evidence from High-Frequency Data (Articles)

Barış Falay

Journal of Mathematical Finance Vol.14 No.4, September 24, 2024

DOI: 10.4236/jmf.2024.144022 222 Downloads 1,872 Views Citations
Monitoring Electromagnetic Field Emitted by High Frequencies Home Utilities (Articles)

Emanuele Calabrò, Salvatore Magazù

Journal of Electromagnetic Analysis and Applications Vol.2 No.9, October 12, 2010

DOI: 10.4236/jemaa.2010.29074 7,223 Downloads 13,087 Views Citations
Analysis of Thermal Behavior of High Frequency Transformers Using Finite Element Method (Articles)

Hossein Babaie, Hassan Feshki Farahani

Journal of Electromagnetic Analysis and Applications Vol.2 No.11, December 1, 2010

DOI: 10.4236/jemaa.2010.211082 8,635 Downloads 15,390 Views Citations
A Survey of Methods to Interpolate, Distribute and Extra- polate Time Series (Articles)

Jose Manuel Pavía-Miralles

Journal of Service Science and Management Vol.3 No.4, December 28, 2010

DOI: 10.4236/jssm.2010.34051 9,827 Downloads 18,424 Views Citations
Octonionic Gravity Formation, Its Connections to Micro Physics (Articles)

Andrew Beckwith

Open Journal of Microphysics Vol.1 No.1, May 31, 2011

DOI: 10.4236/ojm.2011.11002 6,049 Downloads 11,430 Views Citations
Microstructure and Properties of Fe-Based Coating on Column Surface Formed by High Frequency Induction Cladding (Articles)

Huilong Yang, Yufu Sun, Jingjie Shen, Sumeng Hu, Qing Zhao, Xiangcai Jia, Jingchao Zhang

Journal of Surface Engineered Materials and Advanced Technology Vol.2 No.1, January 12, 2012

DOI: 10.4236/jsemat.2012.21007 4,024 Downloads 8,018 Views Citations
The electrical parameters measurement system for electrotome output based on Labview (Articles)

Shengjie Yan, Yu Zhou, Bowen Yan, Dianli Li, Chengli Song, Zhaohua Chang

Journal of Biomedical Science and Engineering Vol.6 No.6, June 26, 2013

DOI: 10.4236/jbise.2013.66081 4,742 Downloads 8,404 Views Citations
Modeling and Forecasting Financial Volatilities Using a Joint Model for Range and Realized Volatility (Articles)

Yunqian Ma, Yuanying Jiang

Open Journal of Business and Management Vol.4 No.2, April 12, 2016

DOI: 10.4236/ojbm.2016.42022 2,742 Downloads 4,713 Views Citations
Effect of Gas Oscillation-Induced Irreversible Flow in Transitional Bronchioles of Human Lung (Articles)

Bing Han, Hiroyuki Hirahara

Journal of Flow Control, Measurement & Visualization Vol.4 No.4, October 31, 2016

DOI: 10.4236/jfcmv.2016.44015 1,973 Downloads 4,105 Views Citations
Jumps in High-Frequency Data on the Chinese Stock Market (Articles)

Ying Li, Tengfei Jiang

Journal of Mathematical Finance Vol.7 No.2, May 31, 2017

DOI: 10.4236/jmf.2017.72025 1,648 Downloads 3,656 Views Citations
This article belongs to the Special Issue on Density Estimation in Finance and Insurance
Evaluating Volatility Forecasts with Ultra-High-Frequency Data—Evidence from the Australian Equity Market (Articles)

Kai Zhang, Lurion De Mello, Mehdi Sadeghi

Theoretical Economics Letters Vol.8 No.1, January 4, 2018

DOI: 10.4236/tel.2018.81001 1,450 Downloads 3,871 Views Citations
This article belongs to the Special Issue on Financial Economics
Finite Element Analysis of High Frequency Breaker Vibrator (Articles)

Xiaofan Hou, Guoping Yang

Open Access Library Journal Vol.5 No.4, April 12, 2018

DOI: 10.4236/oalib.1104485 845 Downloads 2,021 Views Citations

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