This paper represents a new approach in the exchange rate determination by using microstructural and macroeconomic variables. We test combination of fundamentals microstructure variables cointegrated relationship USD/JPY USD/GBP currencies' pairs. The ‘twofold' model includes interest rate, money supply net foreign assets as fundamentals, spread high-low variable. Then we compare different mode...

Mixed quantum-classical dynamics provides an efficient way of simulating the quantum subsystems coupled to many-body environments. Many processes, including proton-transfer reactions, electron-transfer and vibrational energy transport, for example, take place in such open systems. The most accurate algorithms performing mixed simulations require very large ensembles trajectories obtain converge...