Forecasting the returns of assets at high frequency is the key challenge for high-frequency
algorithmic trading strategies. In this paper, we propose a jump-diffusion model for asset price …

Modern securities exchanges have the concept of the open limit order book (LOB), where
any market participant can see all the orders in the market. Hidden orders are a variation on …

The limit order book of an exchange represents an information store of market participants’
future aims and for many traders the information held in this store is of interest. However, …

… Biographical notes: Hugh L. Christensen received undergraduate and masters degrees
from Oxford University and the PhD from the Signal Processing Laboratory, Cambridge …

The open-end fund industry controls significant assets. At the same time, the US centric
mutual funds scandal of 2003 highlighted some of the short comings of the structure of these …

A planning and feasibility study to identify and document a methodology needed to incorporate
educational programs into future missions and operations of the space transportation …

… tumors, such as the Mecca lymphosarcomawhich is quite sensitive to 6-thio-2'-deoxy-a-guanosine,might
be more sensitive to inhibition of their growth by these compounds than is L-…

We present results of early validation studies using retrieved atmospheric profiles from the
Earth Observing System Microwave Limb Sounder (MLS) instrument on the Aura satellite. "…

Background Intensive antiplatelet therapy with three agents might be more effective than
guideline treatment for preventing recurrent events in patients with acute cerebral ischaemia. …

The women and men featured in this volume either were born in Missouri or through their
lives and careers touched the state in a significant way. They came from all walks of life and …