8 citations
- Ben-Gurion University of the NegevIL2 papers
- Fermi National Accelerator LaboratoryUS2 papers
- Grand Accélérateur National d'Ions LourdsFR2 papers
- Harvard UniversityUS2 papers
- Instituto de Física CorpuscularES2 papers
- Instituto de Instrumentación para Imagen MolecularES2 papers
- Kogakuin UniversityJP2 papers
- The University of Texas at ArlingtonUS2 papers
- University of AveiroPT2 papers
- University of CoimbraPT2 papers
- Argonne National LaboratoryUS1 paper
- Canfranc Underground LaboratoryES1 paper
9 papers
Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash
Ryuki Hayase, Takanobu Mizuta, Isao Yagi
Leveraged ETFs (L-ETFs) are exchange-traded funds that achieve price movements several times greater than an index by holding index-linked futures such as Nikkei Stock Average Inde…
Analysis of the Impact of an Execution Algorithm with an Order Book Imbalance Strategy on a Financial Market Using an Agent-based Simulation
Shuto Endo, Takanobu Mizuta, Isao Yagi
Order book imbalance (OBI) - buy orders minus sell orders near the best quote - measures supply-demand imbalance that can move prices. OBI is positively correlated with returns, an…
Performance of an Optical TPC Geant4 Simulation with Opticks GPU-Accelerated Photon Propagation
NEXT Collaboration, I. Parmaksiz, K. Mistry +113
We investigate the performance of Opticks, a NVIDIA OptiX API 7.5 GPU-accelerated photon propagation tool compared with a single-threaded Geant4 simulation. We compare the simulati…
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
Kei Nakagawa, Masanori Hirano, Kentaro Minami +1
The AI traders in financial markets have sparked significant interest in their effects on price formation mechanisms and market volatility, raising important questions for market s…
Probabilistically Plausible Counterfactual Explanations with Normalizing Flows
Patryk Wielopolski, Oleksii Furman, Jerzy Stefanowski +1
We present PPCEF, a novel method for generating probabilistically plausible counterfactual explanations (CFs). PPCEF advances beyond existing methods by combining a probabilistic f…
Study of the loss of Xenon Scintillation in Xenon-Trimethylamine Mixtures
A. M. F. Trindade, J. Escada, A. F. V. Cortez +75
This work investigates the capability of TMA ((CH3)3N) molecules to shift the wavelength of Xe VUV emission (160-188 nm) to a longer, more manageable, wavelength (260-350 nm). Ligh…