Essays about: "Trade Execution"

Showing result 1 - 5 of 45 essays containing the words Trade Execution.

  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. Optimizing Realistic 3D Facial Models for VR Avatars through Mesh Simplification

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Beiqian Liu; [2023]
    Keywords : Mesh Simplification; Virtual Reality; Realistic Avatars; 3D Face Reconstruction;

    Abstract : The use of realistic 3D avatars in Virtual Reality (VR) has gained significant traction in applications such as telecommunication and gaming, offering immersive experiences and face-to-face interactions. However, standalone VR devices often face limitations in computational resources and real-time rendering requirements, necessitating the optimization of 3D models through mesh simplification to enhance performance and ensure a smooth user experience. READ MORE

  4. 3. Design space exploration for co-mapping of periodic and streaming applications in a shared platform

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Zhang Yuhan; [2023]
    Keywords : Design Space Exploration; Periodically activated tasks; Synchronous dataflow; IDeSyDe; Designutrymmesutforskning; Periodiskt aktiverade uppgifter; Synkron data-flöde; IDeSyDe;

    Abstract : As embedded systems advance, the complexity and multifaceted requirements of products have increased significantly. A trend in this domain is the selection of different types of application models and multiprocessors as the platform. READ MORE

  5. 4. Order Matching Optimization : Developing and Evaluating Algorithms for Efficient Order Matching and Transaction Minimization

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Victor Jonsson; Adam Steen; [2023]
    Keywords : Order Matching; Mixed Integer Optimization; Minimum Common Integer Partition Problem; Algorithms; Call Auction Trading;

    Abstract : This report aimed to develop algorithms for solving the optimization problem of matchingbuy and sell orders in call auctions while minimizing the number of transactions. The developed algorithms were evaluated based on their execution time and solution accuracy. READ MORE

  6. 5. Workflow-driven, dynamic authorization for Modular Automation systems

    University essay from Mälardalens universitet/Akademin för innovation, design och teknik

    Author : Enna Basic; Ivan Radonjic; [2023]
    Keywords : industrial control systems; dynamic access control; authorization service; cyber security; modular automation;

    Abstract : Industrial Control Systems (ICSs) play a critical role in various industries, automating processes and efficiency optimization. However, these systems have security vulnerabilities that make them prone to cyber attacks, so it is crucial to have strong access control mechanisms in place. READ MORE