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A single queue-reactive Hawkes model for the order flow

• Authors : Wu, Peng; Rambaldi, Marcello; Muzy, Jean-François ...

Subjects: [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]; [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP]

• Source: ISSN: 2382-6266 ; Market microstructure and liquidity ; https://hal.science/hal-02409073 ; Market microstructure and liquidity, 2023, ⟨10.1142/S2382626620500136⟩.

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Queue-reactive Hawkes models for the order flow

• Authors : Wu, Peng; Rambaldi, Marcello; Muzy, Jean-François ...

Subjects: [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]; [QFIN.CP]Quantitative Finance [q-fin]/Computational Finance [q-fin.CP]

• Source: ISSN: 2382-6266 ; Market microstructure and liquidity ; https://hal.science/hal-02409073 ; Market microstructure and liquidity, In press, ⟨10.1142/S2382626620500136⟩.

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Unconditionally Secure Credit/Debit Card Chip Scheme and Physical Unclonable Function.

• Authors : Kish, Laszlo B.¹; Entesari, Kamran¹; Granqvist, Claes-Göran²

• Source: Fluctuation & Noise Letters. Mar2017, Vol. 16 Issue 1, p-1. 8p.

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A pointwise estimate for pseudo-differential operators.

• Authors : Guangqing Wang¹ ; Wenyi Chen²

Subjects: *PSEUDODIFFERENTIAL operators; *PARTIAL differential equations; *GENERALIZATION

• Source: Bulletin of Mathematical Sciences (World Scientific). Aug2023, Vol. 13 Issue 2, p1-13. 13p.

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Exploring the Asymmetric Multifractal Characteristics of Price–Volume Cross-Correlation in the Chinese Rebar Futures Market Based on MF-ADCCA.

• Authors : Wang, Jian^1,2,3 (AUTHOR); Jiang, Wenjing¹ (AUTHOR); Yan, Yan¹ (AUTHOR)

• Source: Fluctuation & Noise Letters. 2023, Vol. 22 Issue 3, p1-24. 24p.

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Network Modeling Approach for the Nonlinear Dynamics of the Osseous Bio-Physics and Bio-Mathematics.

• Authors : Al-Utaibi, Khaled A.¹ (AUTHOR) ; Idrees, M² (AUTHOR); Sait, Sadiq M.³ (AUTHOR)

• Source: Biophysical Reviews & Letters. May2023, p1-18. 18p.

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Some perspectives on (non)local phase transitions and minimal surfaces.

• Authors : Dipierro, Serena¹ ; Valdinoci, Enrico¹

Subjects: *PHASE transitions; *MATHEMATICS; *BIFURCATION theoryLANDAU, L. D. (Lev Davidovich), 1908-1968

• Source: Bulletin of Mathematical Sciences (World Scientific). Apr2023, Vol. 13 Issue 1, p1-77. 77p.

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Modified Model of Multiplication Cascade Image-Based 2D MF-DFA with Sign Retention.

• Authors : Zhang, Yudong^1,2,3 (AUTHOR); Yang, Mengdie^1,2,3 (AUTHOR); Wang, Jian^1,2,3 (AUTHOR)

• Source: Fluctuation & Noise Letters. Feb2023, Vol. 22 Issue 1, p1-15. 15p.

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The Impact of Price Support Policies and Public Emergencies on Agricultural Futures Markets — A Multifractal Cross-Correlations Analysis between China and the US.

• Authors : Feng, You-Shuai¹ (AUTHOR); Wang, Jian² (AUTHOR); Shao, Wei^3,4 (AUTHOR)

• Source: Fluctuation & Noise Letters. Dec2022, Vol. 21 Issue 6, p1-22. 22p.

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Comparison of Price-Volume Correlation for Some Cryptocurrencies Based on MF-ADCCA.

• Authors : Yan, Yan¹ (AUTHOR) ; Shao, Wei² (AUTHOR) ; Wang, Jian¹ (AUTHOR)

• Source: Fluctuation & Noise Letters. Jun2022, Vol. 21 Issue 3, p1-19. 19p.

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