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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…
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Keywords:
mg2 opioid;
ions everywhere;
impact function;
atomic details ... See more keywords
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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.,…
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Keywords:
order;
impact;
price impact;
price ... See more keywords