Research background: Bankruptcy literature is populated with scores of (econometric) models ranging from Altman's Z-score, Ohlson's O-score, Zmijewski's probit model to k-nearest neighbors, classification trees, support vector machines, mathematical programming, evolutionary algorithms or neural...

In the presented paper, the author tried to introduce a new initiative in risk assessment of companies' financial difficulties, which arise in the RMI CRI in Singapore under the guidance of prof. Jin-Chuan Duan. This initiative and proposed based on Poisson process theoretical model is available...

For the HFT investors the crucial factors of strategy to be applied are the spread value and transaction costs. The goal of our preliminary examination was to see, if the present WSE fee plans are suitable for a typical HFT strategy, like based on statistical arbitrage mean reverse strategy. We...

Optimal execution of large orders is examined within the technical framework of High-Frequency Trading (HFT). A sample model is proposed, which extends an existing strategy through HFT means like time slicing with random splitting of the order volume and time shifting. As this strategy brings...

The optimal execution problem of large orders was examined within the technical framework of High-Frequency Trading (HFT). A sample model was proposed, which extends existing strategy by the HFT means like time slicing with random splitting of the order volume and time shifting. As this strategy...