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Algorithmic trading in turbulent markets
Does Algorithmic Trading (AT) exacerbate price swings in turbulent markets? We find that stocks
with high AT experience less price drops (surges) on days when the market declines (increases)
for more than 2%. This result ...
Factors that influence the price of cattle in livestock auctions: the case of the stockyard of Melipilla (Chile)
(PONTIFICIA UNIVERSIDAD CATOLICA CHILE, 2012)
Predicting the future price of a commodity using the OWMA operator: An approximation of the interest rate and inflation in the brown pastusa potato price
(Journal of Intelligent and Fuzzy Systems, 2022)
Predicting the future price of a commodity using the OWMA operator: An approximation of the interest rate and inflation in the brown pastusa potato price
(Journal of Intelligent and Fuzzy Systems, 2022)
Transmisiones de precios en el sector lácteo: el análisis del comportamiento de los precios de exportación y el recibido por los productores
(Universidad Nacional del Litoral, 2013-06)
La transmisión de precios en la cadena láctea es de especial interés para los productores, debido a la presencia de posibles asimetrías. El objetivo del trabajo es examinar los movimientos de precios y la posible existencia ...
Reporte Burkenroad Universidad Eafit - Isagen
(Universidad EAFITMaestría en Administración FinancieraEscuela de Economía y FinanzasMedellín, 2020)
This work is about the valuation of ISAGEN in the framework of the Burkenroad Reports. The main goal of this report, is to find a reasonable value range for the share price of the company through the application of three ...
Effect of goat milk and milk substitutes and sex on productive parameters and carcass composition of Creole kids
(ELSEVIER SCIENCE BV, 2001-10)
Sixty Creole kids were assigned to three groups, fed either goat milk only (TI) or a commercial calf milk substitute/replacer (T2) or a goat kid milk substitute/replacer (T3). Kids in all groups were maintained with their ...
Optimal liquidation with non-linear permanent price impact
(Universidad del RosarioMaestría en Finanzas CuantitativasFacultad de Economía, 2019)
Essays on high dimensional financial econometrics
(2019-07-15)
High dimensional models have gains relatively importance in several areas of economics due to advances in technology that has increased the set of information. They are useful to find and understand the relationship between ...