scholarly journals Identification of Preferences from Market Data

2005 ◽  
Vol 5 (1) ◽  
Author(s):  
Andrés Carvajal ◽  
Alvaro Riascos
Keyword(s):  
2014 ◽  
Vol 11 (1) ◽  
pp. 11-22 ◽  
Author(s):  
Jonathan Chaloff

The growing complexity of selection criteria for discretionary labour migration in OECD countries has been accompanied by an expanded demand for labour market analysis and consultation with stakeholders. While some features of general or detailed criteria may be fixed in legislation, numerical quotas or targets, shortage lists, and multiple-criteria points-based systems are generally subject to periodic review and revision based on labour market data and consultation with stakeholders. Official government bodies have maintained co-ordination of this process, with varying degrees of externalization. In most countries expertise is internal, with recourse to external mandated bodies rare. In almost all cases, however, the process is designed to promote consensus around the policy while maintaining political control.


SAGE Open ◽  
2021 ◽  
Vol 11 (2) ◽  
pp. 215824402110145
Author(s):  
Donglian Ma ◽  
Pengxiang Zhai

The tick rule is one of the most popular trade classification algorithms used when an order initiator in market data is not signed. Using 11.9 million trades of Bitcoin/USD on Bitstamp, this article tests the accuracy of the tick rule in the Bitcoin market. Evidence indicates that the overall success rate of the tick rule is 76.87%. It is also shown that the tick rule is inclined to fail in discerning trade intentions when there is a long period of time between trades. Furthermore, order imbalances computed using the tick rule lack sufficient accuracy in the Bitcoin market.


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