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pro vyhledávání: '"Bence Toth"'
Akademický článek
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Autor:
Alina Mungiu-Pippidi, Bence Toth
Publikováno v:
Journal of Contemporary European Studies. :1-17
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ee125e3c07002ce8e9e785e9d13d1573
https://doi.org/10.1080/14782804.2022.2106955
https://doi.org/10.1080/14782804.2022.2106955
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
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Publikováno v:
Quantitative Finance. 18:903-915
Market impact is a key concept in the study of financial markets and several models have been proposed in the literature so far. The propagator model posits that the price at high frequency time scales is a linear combination of the signs of the past
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2385cd4cb612f727d0f3d84d72cf59b6
https://doi.org/10.1080/14697688.2017.1395903
https://doi.org/10.1080/14697688.2017.1395903
Publikováno v:
Journal of Statistical Mechanics: Theory and Experiment
Journal of Statistical Mechanics: Theory and Experiment, IOP Publishing, 2021
Journal of Statistical Mechanics: Theory and Experiment, IOP Publishing, 2021
We provide an economically sound micro-foundation to linear price impact models, by deriving them as the equilibrium of a suitable agent-based system. Our setup generalizes the well-known Kyle model, by dropping the assumption of a terminal time at w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::818b7e91eae733ecfc22aa8ddcf9e2b1
https://hal.archives-ouvertes.fr/hal-03016486
https://hal.archives-ouvertes.fr/hal-03016486
Publikováno v:
SSRN Electronic Journal.
We provide an economically sound micro-foundation to linear price impact models, by deriving them as the equilibrium of a suitable agent-based system. Our setup generalizes the well-known Kyle model, by dropping the assumption of a terminal time at w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fbeebab6bc427b0112453d4d20f75069
https://doi.org/10.2139/ssrn.3733453
https://doi.org/10.2139/ssrn.3733453
Autor:
Iacopo Mastromatteo, Zoltan Eisler, Bence Toth, Valerio Volpati, Jean-Philippe Bouchaud, Michael Benzaquen
Publikováno v:
SSRN Electronic Journal.
Crowding is most likely an important factor in the deterioration of strategy performance, the increase of trading costs and the development of systemic risk. We study the imprints of crowding on both anonymous market data and a large database of meta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::402f4fb71de1cc9cbe7da2fcf25e7fdd
https://doi.org/10.2139/ssrn.3518404
https://doi.org/10.2139/ssrn.3518404
Autor:
Bence Toth, János Vad
Publikováno v:
Journal of Sound and Vibration. 434:298-313
In the present paper, the fuzzy c-means method is extended, and an algorithm is proposed for fuzzy clustering of data lying in a feature space of arbitrary dimensions, with one of them being periodic. To aid in determining the optimal number of clust
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8f38db73f8f3fc56cf7435f471255b13
https://doi.org/10.1016/j.jsv.2018.08.002
https://doi.org/10.1016/j.jsv.2018.08.002
Publikováno v:
Periodica Polytechnica Mechanical Engineering. 62:261-268
The aim of this paper is to present two acoustic beamforming methods developed for rotating sources, namely the Rotating Source Identifier (ROSI) and the Virtual Rotating Array method (VRAM). These were applied onto a series of simulated test cases,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d3c0d6838cd6c349536de06fdffc9556
https://doi.org/10.3311/ppme.11194
https://doi.org/10.3311/ppme.11194
Publikováno v:
Data in Brief, Vol 54, Iss , Pp 110412- (2024)
One-third of total government spending across the globe goes to public procurement, amounting to about 10 trillion dollars a year. Despite its vast size and crucial importance for economic and political developments, there is a lack of globally compa
Externí odkaz:
https://doaj.org/article/a2ae77fffb934e53beb6e12d7523cfcc