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Found 7 papers, 2 papers with code
Does the square-root price impact law belong to the strict universal scalings?: quantitative support by a complete survey of the Tokyo stock exchange market
Universal power laws have been scrutinised in physics and beyond, and a long-standing debate exists in econophysics regarding the strict universality of the nonlinear price impact, commonly referred to as the square-root law (SRL).
Benchmarking the CoW with the TopCoW Challenge: Topology-Aware Anatomical Segmentation of the Circle of Willis for CTA and MRA
The TopCoW dataset was the first public dataset with voxel-level annotations for thirteen possible CoW vessel components, enabled by virtual-reality (VR) technology.
Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years
However, no solid support has been presented yet on the quantitative prediction by the LMF model in the lack of large microscopic datasets.
Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
The Lillo-Mike-Farmer (LMF) model is an established econophysics model describing the order-splitting behaviour of institutional investors in financial markets.
Can we infer microscopic financial information from the long memory in market-order flow?: a quantitative test of the Lillo-Mike-Farmer model
In financial markets, the market order sign exhibits strong persistence, widely known as the long-range correlation (LRC) of order flow; specifically, the sign correlation function displays long memory with power-law exponent $\gamma$, such that $C(\tau) \propto \tau^{-\gamma}$ for large time-lag $\tau$.
Localization of Gauged Linear Sigma Model for KK5-branes
From the sphere partition function, we distill the world-sheet instanton effects.
High Energy Physics - Theory
Scaling advantage in quantum simulation of geometrically frustrated magnets
By initializing the system in a state with topological obstruction, we observe quantum annealing (QA) relaxation timescales in excess of one microsecond.
Quantum Physics Statistical Mechanics Emerging Technologies
