Essays about: "limit order market"

Showing result 1 - 5 of 93 essays containing the words limit order market.

  1. 1. Open Innovation or Anti-Competitive Abuse? A Case-Study on the Tesla Patent Pledge under European Union Competition Law

    University essay from Göteborgs universitet/Juridiska institutionen

    Author : Lukas Wenger; [2023-08-11]
    Keywords : ;

    Abstract : Patent Pledges can be defined as “voluntary commitments by patent holders to limit enforcement of their patents, made to the public or large segments of specific markets”. In terms of IP strategy, it is a relatively new strategy, only having a history of 20 or so years. 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. Jet Engine Recycle Model : A Case Study to Design a General Model to be Used on Jet Engines

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Felicia Dyberg; [2023]
    Keywords : Jet Engine Recycling; Recycling of Aircraft; End-of-life Engines; End-of-life Aircraft; Sustainable Recycling; Innovative Recycling; Engine Materials; Circular Economy; 3D-printing.; Jetmotoråtervinning; Återvinning av Flygplan; Uttjänta Motorer; Uttjänta Flygplan; Hållbar Återvinning; Innovativ Återvinning; Motormaterial; Cirkulär Ekonomi; 3D-Utskrift.;

    Abstract : The focus on sustainability development together with the growing market of end-of-life jet engines is a reason for performing research on how to improve the recycling of jet engines. The reuse and recycling of the jet engines contributes to decreasing the need for new extracted material and processing and manufacturing new parts. READ MORE

  5. 4. The Future of Urban Last Mile Deliveries - Not a piece of cake

    University essay from Lunds universitet/Teknisk logistik

    Author : Hannah Renhed; Martina Kylebäck Wennerlöf; [2023]
    Keywords : Urban last mile delivery; customer demands; sustainability; outsourcing; Technology and Engineering;

    Abstract : Urban last mile delivery has become an increasingly relevant topic in this day and age, where the urban population is growing at the same time as climate change forces nations to limit emissions. The demand for fast and flexible deliveries in urban areas accelerates, which further escalates the need to optimize these last mile deliveries since they are the most polluting part of the supply chain. READ MORE

  6. 5. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing

    University essay from KTH/Matematisk statistik

    Author : Hannes Backe; David Rydberg; [2023]
    Keywords : Smart Order Routing; Market Microstructure; Statistical Modelling; Survival Analysis; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest; Smart Order Routing; Marknadsmikrostruktur; Statistisk Modellering; Överlevnadsanalys; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest;

    Abstract : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. READ MORE