Sökning: "book trade"

Visar resultat 1 - 5 av 45 uppsatser innehållade orden book trade.

  1. 1. On Predicting Price Volatility from Limit Order Books

    Master-uppsats, Uppsala universitet/Matematiska institutionen

    Författare :Reza Dadfar; [2023]
    Nyckelord :General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Sammanfattning : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. LÄS MER

  3. 2. Optimal Order Placement Using Markov Models of Limit Order Books

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Max Oliveberg; [2023]
    Nyckelord :Optimal order placement; Limit order book; Markov; Optimal orderläggning; Orderbok; Markov;

    Sammanfattning : We study optimal order placement in a limit order book. By modelling the limit order book dynamics as a Markov chain, we can frame the purchase of a single share as a Markov Decision Process. Within the framework of the model, we can estimate optimal decision policies numerically. The trade rate is varied using a running cost control variable. LÄS MER

  4. 3. Lean i mindre skala : En inblick i hantverksyrket guldsmed

    Kandidat-uppsats, KTH/Produktionsutveckling

    Författare :Josefine Rafstedt; Rasmus Johansson; [2023]
    Nyckelord :Lean; Principles; Resource-efficient; Resource-lean; Productivity; Efficiency; Just in time; Small-scale manufacturing companies; Goldsmith; Internal development work; Micro-enterprises; Competitiveness; SME; Standardized processes; Lean; Principer; Resurseffektiv; Resurssnål; Produktivitet; Effektivitet; Just in time; Småskaliga tillverkningsföretag; Guldsmed; Internt utvecklingsarbete; Mikroföretag; Konkurrenskraftighet; SME; Standardiserade processer;

    Sammanfattning : Lean är ett arbetssätt som myntades av Toyota på 1950-talet och som vanligtvis är förknippat med stora tillverkande industriföretag. Den amerikanska universitetsprofessorn Jeffrey K. Liker sammanfattade leans arbetsmetodik med fjorton principer i den storsäljande boken The Toyota Way. LÄS MER

  5. 4. A Framework to Model Bond Liquidity

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Alan Issa; [2023]
    Nyckelord :Bonds; liquidity; order book; stochastic process; stationarity; gamma distribution.; Obligationer; likviditet; orderbok; stokastisk process; stationaritet; gamma distribution.;

    Sammanfattning : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. LÄS MER

  7. 5. The Secret Trade : Booksellers, advertisement and sexually transmitted diseases in eighteenth-century London

    Master-uppsats, Stockholms universitet/Historiska institutionen

    Författare :Makrina Hjälm Ellnemyr; [2023]
    Nyckelord :Eighteenth century; London; England; medicine; booksellers; book trade; trade; syphilis; sexuality; advertisement; disease; history; trade card; bill head; Historia; 1700-tal; handel; bokhandlare; London; England; medicin; sexualitet;

    Sammanfattning : This thesis examines the relationship between booksellers, medicine for sexually transmitted diseases, and advertising in eighteenth-century London. The analysis is based on trade cards, prints and advertisement in newspapers and periodicals. LÄS MER