Results 81 to 90 of about 6,316,739 (326)
MathematicsThis study presents an advanced adaptive trading framework that integrates Deep Reinforcement Learning (DRL) with the Iterative Model Combining Algorithm (IMCA) to overcome the critical limitations of static ensemble methods in global portfolio ...
Kansuda Pankwaen +2 more
doaj +1 more source
Adaptive Heterogeneous Autoregressive Models of Realized Volatility Based on a Genetic Algorithm
Abstract and Applied Analysis, 2014 The heterogeneous autoregressive (HAR) models of high-frequency realized volatility are inspired by the Heterogeneous Market Hypothesis and incorporate daily, weekly and monthly realized volatilities in the volatility dynamics with a (1,5,22) time ...
Hui Qu, Ping Ji
doaj +1 more source
The adaptive nature of liquidity taking in limit order books
, 2014 In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function.
Bormetti, Giacomo +2 more
core +1 more source
Advanced Functional Materials, EarlyView.In this study, the preparation techniques for silver‐based gas diffusion electrodes used for the electrochemical reduction of carbon dioxide (eCO2R) are systematically reviewed and compared with respect to their scalability. In addition, physics‐based and data‐driven modeling approaches are discussed, and a perspective is given on how modeling can aid ...
Simon Emken +6 more
wiley +1 more source
Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets
, 2019 Purpose: This paper examines the changing behavior of two calendar anomalies in African stock returns – the month-of-the-year and the intra-month effects – and their implications for the adaptive market hypothesis (AMH). Methodology: We applied two-stage
Adefemi A. Obalade, P. Muzindutsi
semanticscholar +1 more source
Bifurcation Routes in Financial Markets [PDF]
The heterogeneity of expectations among traders introduces an important non-linearity into the financial markets. In a series of papers, Brock and Hommes, propose to model economic and financial markets as adaptive belief systems.
Author Miloslav
core
Agent-based homeostatic control for green energy in the smart grid
, 2011 With dwindling non-renewable energy reserves and the adverse effects of climate change, the development of the smart electricity grid is seen as key to solving global energy security issues and to reducing carbon emissions.
Burgio A. +11 more
core +2 more sources
Advanced Functional Materials, EarlyView.Liquid crystalline inverted lipid phases and reverse micelles are self‐assembled lipid nanostructures that enhance the solubility, stability, and delivery of diverse therapeutics. This review integrates their physicochemical principles, formulation strategies, drug loading mechanisms, and biomedical applications, highlighting their growing ...
Numan Eczacioglu +3 more
wiley +1 more source
Ecological Resilience of Food Systems in Response to the COVID-19 Crisis
Journal of Agriculture, Food Systems, and Community Development, 2020 Resilience of food systems is being tested by the COVID-19 disruption. As with any severe disruption, collapse of some systems, innovation in others, and total reorganization of some will occur.
James Worstell
doaj +1 more source
Advanced Functional Materials, EarlyView.Permanent magnets derive their extraordinary strength from deep, universal electronic‐structure principles that control magnetization, anisotropy, and intrinsic performance. This work uncovers those governing rules, examines modern modeling and AI‐driven discovery methods, identifies critical bottlenecks, and reveals electronic fingerprints shared ...
Prashant Singh
wiley +1 more source