流动性和延迟在金融市场中的作用基于最佳预测模型

Guo-Hui Yang1, Si-Qi Ma1, Xiao-Dong Bian1

  • 1School of Finance, Yunnan University of Finance and Economics, Kunming, P. R. of China.

PloS one
|September 1, 2023
PubMed
概括

本研究引入了一个最佳的预测模型来评估金融市场的效率和流动性,考虑到信息延迟. 拟议的模型表现优于基准,显示出更高的交易概率和延迟时间增加了市场风险.

相关概念视频

Physiological Pharmacokinetic Models: Blood Flow-Limited Versus Diffusion-Limited Models00:57

Physiological Pharmacokinetic Models: Blood Flow-Limited Versus Diffusion-Limited Models

Physiological pharmacokinetic models, often called flow-limited or perfusion models, typically assume a swift drug distribution between tissue and venous blood, creating a rapid drug equilibrium. This premise is based on the idea that drug diffusion is extremely fast, and the cell membrane presents no barrier to drug permeation. In this scenario, where no drug binding occurs, the drug concentration in the tissue equals that of the venous blood leaving the tissue. This greatly simplifies the...
115
Steps in Outbreak Investigation01:18

Steps in Outbreak Investigation

In the ever-evolving field of public health, statistical analysis serves as a cornerstone for understanding and managing disease outbreaks. By leveraging various statistical tools, health professionals can predict potential outbreaks, analyze ongoing situations, and devise effective responses to mitigate impact. For that to happen, there are a few possible stages of the analysis:
152
Pharmacokinetic Models: Comparison and Selection Criterion01:26

Pharmacokinetic Models: Comparison and Selection Criterion

Physiological and compartmental models are valuable tools used in studying biological systems. These models rely on differential equations to maintain mass balance within the system, ensuring an accurate representation of the dynamic processes at play.
Physiological models take a detailed approach by considering specific molecular processes. They can predict drug distribution, metabolism, and elimination changes, providing a comprehensive understanding of how drugs interact with the body.
104