A systematic review of flukes (Trematoda) of domestic goose (Anser anser dom.)

Trematodes are one of the most numerous and widespread groups of parasitic invertebrates among helminths, characterized by a complex life cycle. As the final host, digenetic flukes parasitize vertebrates, including domestic waterfowl. Infection of hosts with parasitic digenetic worms causes huge economic damage to poultry. But trematode fauna of domestic geese are presented mainly only for individual regions. Despite the fact that there is already a systematic review of tapeworms and acanthocephala of domestic birds – geese and ducks, there are, unfortunately, no review articles on the taxonomy of digenetic flukes for geese (Anser anser dom.). Taking into account the relevance of the topic, based on our own and extensive literature data, we set the task to determine the general species composition of digenetic flukes (Trematoda), parasitizing in domestic geese which have been recorded in the world until 2020. Each Trematoda species is provided with the following data: scientific name, authority and year, first, second intermediate, auxiliary and final hosts, site in the host body, collecting localities and geographic distribution, and literature sources. Currently it is established that there are 149 species of helminths parasitising domestic geese. The taxonomic composition of the class Trematoda registered in domestic geese consists of 2 classes, 14 families, 30 genera and 65 species. Of all the species of trematodes parasitizing in domestic geese, 44 species have been recorded in Europe, 26 species in Asia, 6 species in North America, 1 species in South America, 1 species in Africa and 2 species in Oceania. Three species are registered in domestic geese (Echinoparyphium recurvatum, Echinostoma revolutum, Prosthogonimus ovatus) are cosmopolitan parasites. The biggest species diversity is characterized by the families Echinostomatidae (17 species) and Notocotylidae (12 species). There are 11 species of digenetic flukes recorded in domestic geese Cyclocoelum mutabile, Echinostoma grande, E. paraulum, E. revolutum, E. robustum, Hypoderaeum conoideum, Paryphostomum novum, P. pentalobum, Catatropis verrucosa, Notocotylus attenuatus, N. parviovatus) on the territory of Azerbaijan. Four of them (Echinostoma revolutum, Hypoderaeum conoideum, Paryphostomum novum, Notocotylus attenuatus) were also noted in the course of our helminthological studies. The trematode Cyclocoelum mutabile was recorded in domestic ducks only in Azerbaijan. Most species of trematodes were found in the north-eastern part (total 9 species) and southern part (total 5 species) of Azerbaijan. This is due to the widespread distribution of molluscs – intermediate hosts of digenetic flukes, in these regions. Eighteen species of digenetic flukes parasitize both birds and mammals (Rodentia, Carnivora, Lagomorpha, Artiodactyla). And eleven species of trematodes are of medical importance, registered in humans

Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility

We exploit the exogenous shock of the COVID-19 pandemic on financial markets and regulatory restrictions on dark trading to investigate how volatility drives dark market share and trader venue selection. We find that, consistent with theory, excessive volatility on lit exchanges is linked with an economically significant loss of market share by dark pools to lit exchanges. The dynamics of market share loss are driven by the cross-migration of informed and uninformed traders between lit and dark venues. Informed traders migrate from lit venues to dark venues when lit venues' volatility becomes excessive, while uninformed traders, wary of the presence of informed traders in dark pools, shift their trading to lit exchanges rather than delay trading in a volatile market environment. The market quality implications of the cross-migration are mixed: while it improves liquidity on the lit exchange, it results in a loss of informational efficiency

Off-Policy Deep Reinforcement Learning Algorithms for Handling Various Robotic Manipulator Tasks

In order to avoid conventional controlling methods which created obstacles due to the complexity of systems and intense demand on data density, developing modern and more efficient control methods are required. In this way, reinforcement learning off-policy and model-free algorithms help to avoid working with complex models. In terms of speed and accuracy, they become prominent methods because the algorithms use their past experience to learn the optimal policies. In this study, three reinforcement learning algorithms; DDPG, TD3 and SAC have been used to train Fetch robotic manipulator for four different tasks in MuJoCo simulation environment. All of these algorithms are off-policy and able to achieve their desired target by optimizing both policy and value functions. In the current study, the efficiency and the speed of these three algorithms are analyzed in a controlled environment

More heat than light:Investor attention and bitcoin price discovery

We investigate how increased attention affects bitcoin’s price discovery process. We first decompose bitcoin price into efficient and noise components and then show that the noise element of bitcoin pricing is driven by high levels of attention. This implies that high levels of attention are linked with an increase in uninformed trading activity in the market for bitcoin, while informed trading activity is driven by arbitrage rather than attention

High-frequency trading in the stock market and the costs of option market making

Using a comprehensive panel of 2,969,829 stock-day data provided by the Securities and Exchange Commission (MIDAS), we find that HFT activity in the stock market increases market-making costs in the options markets. We consider two potential channels - the hedging channel and the arbitrage channel - and find that HFTs' liquidity-demanding orders increase the hedging costs due to a higher stock bid-ask spread and a higher price impact for larger hedging demand. The arbitrage channel subjects the options market-maker to the risk of trading at stale prices. We show that the hedging (arbitrage) channel is dominant for ATM (ITM) options. Given the significant growth in options trading, we believe that our study highlights the need to better understand the costs/risks due to HFT activities in equity markets on derivative markets