Results 101 to 110 of about 6,288,155 (355)
Spectrally Tunable 2D Material‐Based Infrared Photodetectors for Intelligent Optoelectronics
Intelligent optoelectronics through spectral engineering of 2D material‐based infrared photodetectors. Abstract The evolution of intelligent optoelectronic systems is driven by artificial intelligence (AI). However, their practical realization hinges on the ability to dynamically capture and process optical signals across a broad infrared (IR) spectrum.
Junheon Ha +18 more
wiley +1 more source
In conducting an extensive examination, we scrutinize the efficacy of algorithmic trading strategies applied to Futures CopperMainContinuous in the Shanghai Futures Exchange, utilizing a comprehensive data set spanning from January 2020 to December 2022.
Hongyu Tian +3 more
doaj +1 more source
Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination [PDF]
Systematic trading strategies are algorithmic procedures that allocate assets aiming to optimize a certain performance criterion. To obtain an edge in a highly competitive environment, the analyst needs to proper fine-tune its strategy, or discover how ...
Firoozye, Nick +2 more
core +1 more source
Mechanotransducing Organic Electrochemical Diode for Crosstalk‐Inhibited Artificial Skin
An innovative approach is presented to a stretchable mechanotransducing diode that unifies rectification and tactile‐sensing functionality. This approach enables to fabricate the diode that maintains a large rectification ratio (5 × 102) at a high operational frequency (100 Hz).
Taeyeong Kim +7 more
wiley +1 more source
From trading to technical trading, algorithmic trading and HFT trading
Let us go back a little bit and try to look at this phenomenon in the context of the current situation. Financial markets, particularly stock markets, stimulate buying and selling of financial instruments - contracts that give a right for a gradual withdrawal of funds. Different players can be involved in these markets at different times.
openaire +1 more source
Liquidity cycles and make/take fees in electronic markets [PDF]
In this paper, the authors develop a dynamic model of trading with two specialized sides: traders posting quotes (“market makers”) and traders hitting quotes (“market takers”).
Foucault, Thierry +2 more
core
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
Algorithmic Trading Using Double Deep Q-Networks and Sentiment Analysis
In this work, we explore the application of deep reinforcement learning (DRL) to algorithmic trading. While algorithmic trading is focused on using computer algorithms to automate a predefined trading strategy, in this work, we train a Double Deep Q ...
Leon Tabaro +6 more
doaj +1 more source
Modeling asset prices for algorithmic and high frequency trading. [PDF]
Algorithmic Trading (AT) and High Frequency (HF) trading, which are responsible for over 70% of US stocks trading volume, have greatly changed the microstructure dynamics of tick-by-tick stock data.
Cartea, Álvaro, Jaimungal, Sebastian
core
Cold Quad‐Modal Nanocomplex for Precise and Quantitative In Vivo Stem Cell Tracking
Multimodal albumin–bismuth sulfide–superparamagnetic iron oxide (ABS) nanocomplexes are developed for stem cell tracking across four different imaging modalities: MRI, MPI, MSOT, and CT. Combining its flexibility with high sensitivity, this quad‐modal imaging agent enables a robust quantification of ABS‐labeled stem cells in vivo.
Ali Shakeri‐Zadeh +4 more
wiley +1 more source

