Safe havens for Bitcoin and Ethereum: evidence from high-frequency data by Fahad Ali, Muhammad Usman Khurram, Ahmet Sensoy

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Economic headlights: High-frequency data from shipping as an indicator of German foreign trade by Saskia Meuchelböck, Vincent Stamer

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On the relevance of realized quarticity for exchange rate volatility forecasts by Morten Risstad, Mathias Holand

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Model Calibration and Validation for the Fuzzy-EGARCH-ANN Model by Geleta T. Mohammed, Jane A. Aduda, Ananda O. Kube

“…To our knowledge, this is the first study that focuses on the daily S&P 500 data using high-frequency data and the fuzzy-EGARCH-ANN econometric model. …”
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Impact of monetary policy on the stock market volatility: a GARCH-MIDAS approach in Malaysian economy by Jingyang Zuo

“…This particular model allows using both high-frequency data and low-frequency data in the same model. …”
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A Characterization of the Diffuse Galactic Emissions in the Anticenter of the Galaxy by L. Fauvet, J. F. Macías-Pérez, S. R. Hildebrandt, F.-X. Désert

“…Using the Archeops and WMAP data, we perform a study of the anticenter Galactic diffuse emissions—thermal dust, synchrotron, free-free, and anomalous emissions—at degree scales. The high-frequency data are used to infer the thermal dust electromagnetic spectrum and spatial distribution allowing us to precisely subtract this component at lower frequencies. …”
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Integrating IoT data and reinforcement learning for adaptive macroeconomic policy optimization by Cong Peng, Yongshan Zhang, Liheng Jiang

“…To address this, we propose MLD-Net, a framework that combines IoT high-frequency data with economic data through MIDAS regression, LSTM networks for temporal dynamics, and Deep Q-Networks (DQN) for reinforcement learning-based policy optimization. …”
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Modelization and Calibration of the Power-Law Distribution in Stock Market by Maximization of Varma Entropy by Chang Liu, Chuo Chang

“…Therefore, the deduced theoretical model would be more consistent with the real market. Using high-frequency data from China’s stock markets, we calibrate our theoretical model and give the concrete form of probability density distribution p(x) for different time intervals. …”
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A Review of the Research and Development of High-Frequency Measurement Technologies Used for Nonlinear Dynamics of Drillstring by Lixin Li, Jin Wang, Yingmei Yu, Yifei Xing, Fengyan Zhang, Yi Zhang, Yanyan Li

“…In this paper, data acquisition tools with high-frequency sample rates and the data processing are introduced. Based on high-frequency data, progress of drilling dynamics is summarized, including new understandings of low-frequency drillstring dynamics, high-frequency torsional oscillations (HFTOs), and high-frequency axial oscillations (HFAOs) and new findings for the coupling of vibrations and motions, as well as models and simulation methods to deeply comprehend high-frequency dynamics of drillstring. …”
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Self-organization of the stock exchange to the edge of a phase transition: empirical and theoretical studies by Andrey Dmitriev, Andrey Dmitriev, Andrey Lebedev, Vasily Kornilov, Victor Dmitriev

“…The practical significance of our study is determined by the possibility of early warning of self-organization of stock exchanges to the edge of a phase transition and can be extended with high frequency data in the future research.…”
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Antisecretory factor in severe traumatic brain injury (AFISTBI): protocol for an exploratory randomized placebo-controlled trial by Linus Réen, David Cederberg, Niklas Marklund, Edward Visse, Peter Siesjö

“…In both groups, the primary outcome will be ICP (mean values and change from baseline during intervention), registered from high-frequency data monitoring for 5 days. Secondary outcomes will be inflammatory mediators in plasma and intracerebral microdialysis perfusate days 1, 3, and 5 during trial treatment. …”
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Impact of Financial Market uncertainty and Financial Crises on Dynamic Stock—Foreign Exchange Market Correlations: A New Perspective by Farid Irani, Abobaker Al.Al. Hadood, Korhan K. Gökmenoğlu, Seyed Alireza Athari

“…Using quantile regression estimation and analyzing high-frequency data from 1999 to 2021, we uncover distinct relationships influenced by currency-specific uncertainties. …”
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