Essays about: "book trade"

Showing result 1 - 5 of 30 essays containing the words book trade.

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

    University essay from Uppsala universitet/Matematiska institutionen

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

    Abstract : 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. READ MORE

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

    University essay from KTH/Matematik (Avd.)

    Author : Max Oliveberg; [2023]
    Keywords : Optimal order placement; Limit order book; Markov; Optimal orderläggning; Orderbok; Markov;

    Abstract : 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. READ MORE

  4. 3. A Framework to Model Bond Liquidity

    University essay from KTH/Matematik (Avd.)

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

    Abstract : 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. READ MORE

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

    University essay from Stockholms universitet/Historiska institutionen

    Author : Makrina Hjälm Ellnemyr; [2023]
    Keywords : 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;

    Abstract : 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. READ MORE

  6. 5. Rosor för odling i zon VIII

    University essay from SLU/Dept. of Biosystems and Technology (from 130101)

    Author : Astrid Resare; [2022]
    Keywords : Rosor; Rosa; zon VIII; härdighet;

    Abstract : Sverige är uppdelat i åtta zoner, zon I-VIII samt en fjällregion. Uppdelningen av zoner är baserad på temperaturen i landet. Vår högsta zon, zon VIII, ligger högst upp i landet och har det hårdaste klimatet. Syftet med detta arbete är att sammanställa information om vilka rosor som är härdiga i zon VIII. READ MORE