Search Results - subject:"frequency"

Fuzzy representation of a limit order book as a measure of stock liquidity

Stereńczak, Szymon; Marszałek, Adam - In: Financial internet quarterly 22 (2026) 1, pp. 106-120

In this paper, we seek to ascertain whether the recently developed ordered fuzzy number (OFN) representation of a limit order book (LOB) by Marszałek and Burczyński (2024) may serve as a measure of stock liquidity. In particular, we aim to test whether this measure contains similar or distinct...

Persistent link: https://www.econbiz.de/10015620968

High-frequency inflation forecasting : a two-step machine learning methodology

Bolivar, Osmar - In: Latin American journal of central banking : LAJCB 7 (2026) 1, pp. 1-20

This study introduces a novel two-step machine learning methodology to generate high-frequency (daily and weekly …) inflation forecasts in developing economies, where official statistics are typically available only at a monthly frequency and … with delays. High-frequency forecasting here is interpreted as nowcasting or interpolation - real-time prediction ahead of …

Persistent link: https://www.econbiz.de/10015643940

Low-inertia control of a large-scale renewable energy penetration in power grids : a systematic review with taxonomy and bibliometric analysis

Badrudeen, Tayo Uthman; Nwulu, Nnamdi Ikechi; … - In: Energy strategy reviews 52 (2024), pp. 1-15

LsREP in the power grid is linked to frequency instability due to the mismatch between the conventional-based synchronous …

Persistent link: https://www.econbiz.de/10014583874

Tracking economic activity with alternative high-frequency data

Eckert, Florian; Kronenberg, Philipp; Mikosch, Heiner; … - In: Journal of applied econometrics 40 (2025) 3, pp. 270-290

Persistent link: https://www.econbiz.de/10015372760

Multivariate dynamic mixed-frequency density pooling for financial forecasting

Virbickaitė, Audronė; Lopes, Hedibert Freitas; … - In: International journal of forecasting 41 (2025) 3, pp. 1184-1198

Persistent link: https://www.econbiz.de/10015441556

Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information : a frequency domain perspective

Li, Mengting; Ma, Xiaofu; Jia, Junsheng; Zhu, Chen - In: International review of economics & finance : IREF 99 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015454572

Deep reinforcement learning in non-Markov market-making

Lalor, Luca; Sviščuk, Anatolij - In: Risks : open access journal 13 (2025) 3, pp. 1-27

We develop a deep reinforcement learning (RL) framework for an optimal market-making (MM) trading problem, specifically focusing on price processes with semi-Markov and Hawkes Jump-Diffusion dynamics. We begin by discussing the basics of RL and the deep RL framework used; we deployed the...

Persistent link: https://www.econbiz.de/10015358963

Carbon price uncertainty-macroeconomy mixed-frequency spillovers : evidence from the frequency-domain

Li, Mengting; Wei, Yu; Gupta, Rangan; Cepni, Oguzhan - 2025

Persistent link: https://www.econbiz.de/10015446108

The speed premium: high-frequency trading and the cost of capital

Aquilina, Matteo; Ibikunle, Gbenga; Rzayev, Khaladdin; … - 2025

Persistent link: https://www.econbiz.de/10015476820

A law and economic analysis of trading through dark pools

Ntourou, Artemisa; Mallios, Aineas - In: Journal of financial regulation and compliance 33 (2025) 1, pp. 16-30

Persistent link: https://www.econbiz.de/10015202586