Several exchanges in futures and options deploy pro-rata matching. The executed size of limit orders in pro-rata markets is never certain, unlike in price-time priority matching systems. This article derives the optimal size of limit orders in pro-rata markets given the trader's desired...

Sentiment analysis is crucial in understanding and analyzing public opinions, feedback, and social media data. In this study, we propose a modified Bayesian Boosting algorithm with weight-guided optimal feature selection for sentiment analysis. The goal is to improve the accuracy and efficiency...