Results 111 to 120 of about 6,744,718 (372)
We present a fully automated Bayesian optimization (BO) protocol for the parameterization of nonbonded interactions in coarse‐grain CG force fields (BACH). Using experimental thermophysical data, we apply the protocol to a broad range of liquids, spanning linear, branched, and unsaturated hydrocarbons, esters, triglycerides, and water.
Janak Prabhu +3 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
Trading Fragmentation Methodology to Reduce the Capital Exposure with Algorithmic Trading [PDF]
This paper presents a practical methodology to reduce the capital exposure by early exits from the financial markets using algorithmic trading. The method called trading fragmentation uses several automated trading software applied on more unrelated ...
Cristian PAUNA
doaj
Algorithmic and high-frequency trading in Borsa Istanbul
This paper investigates the levels of algorithmic trading (AT) and high-frequency trading (HFT) in an emerging market, Borsa Istanbul (BIST), utilizing a dataset of 354 trading days between January 2013 and May 2014.
Oguz Ersan, Cumhur Ekinci
doaj +1 more source
Controlling risk in a lightning-speed trading environment [PDF]
A small group of high-frequency algorithmic trading firms have invested heavily in technology to leverage the nexus of high-speed communications, mathematical advances, trading and high-speed computing.
Carol L. Clark
core
Single‐ and Dual‐Atom Configurations in Atomically Dispersed Catalysts for Lithium–Sulfur Batteries
Single‐atom and dual‐atom‐based atomically dispersed catalysts (ADCs) effectively address the shuttle effect and sluggish redox kinetics in Li–S batteries. With nearly 100% atomic utilization and tunable coordination environments, ADCs enhance LiPSs adsorption, lower conversion barriers, and accelerate sulfur redox reactions.
Haoyang Xu +4 more
wiley +1 more source
The majority of algorithmic trading studies rely on datasets with fixed physical time intervals, such as hourly or daily data, resulting in a discontinuous representation of time.
Xinpeng Long +2 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
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
A large number of MoS2 flakes were screened to obtain high‐quality flakes based on optical intensities in R, G, and B channel images. The flakes were classified from Level 1 to 6 based on optical intensities in the R, G, and B channel images. Low‐quality flake exhibited wrinkled, folded, or overlapped features, while high‐quality displayed a neat ...
Sanghyun Lee +11 more
wiley +1 more source

