Articles with "impact function" as a keyword



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Ions Everywhere? Mg2+ in the μ-Opioid GPCR and Atomic Details of Their Impact on Function.

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Published in 2019 at "Biophysical journal"

DOI: 10.1016/j.bpj.2019.10.017

Abstract: Filizola and co-workers have applied a combination of long-time molecular dynamics and oscillating chemical potential grand canonical Monte Carlo/molecular dynamics to investigate the distribution of Mg2+ and Na+ in the μ-opioid receptor and their impact… read more here.

Keywords: mg2 opioid; ions everywhere; impact function; atomic details ... See more keywords
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Price impact of large orders using Hawkes processes

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Published in 2019 at "ANZIAM Journal"

DOI: 10.21914/anziamj.v61i0.12912

Abstract: In this paper we introduce a model for trading of large market orders in limit-order books. We use a linear combination of self-exciting Hawkes processes to model asset-price dynamics, as done in [Bacry et al.,… read more here.

Keywords: order; impact; price impact; price ... See more keywords