Results 61 to 70 of about 2,097 (259)

Algorithmic Aspects of Strategic Trading

CoRR
Algorithmic trading in modern financial markets is widely acknowledged to exhibit strategic, game-theoretic behaviors whose complexity can be difficult to model. A recent series of papers (Chriss, 2024b,c,a, 2025) has made progress in the setting of trading for position building. Here parties wish to buy or sell a fixed number of shares in a fixed time
Michael Kearns, Mirah Shi
openaire   +2 more sources

Symbolic Regression and Multi‐Objective Optimization of the Flory–Huggins Interaction Parameter for Hydrogels

Advanced Engineering Materials, EarlyView.
We develop a data‐driven method to derive the mathematical expressions of the Flory–Huggins interaction parameter χ for the swelling behavior of temperature–responsive hydrogels. Starting from initial assumptions of χ, our workflow combines Bayesian optimization, Flory–Rehner theory, and symbolic regression to generate candidate χ expressions.
Yawen Wang, Adrian Ehrenhofer, Thomas Wallmersperger   +2 more
wiley   +1 more source

Gated Bayesian networks for algorithmic trading

International Journal of Approximate Reasoning, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Marcus Bendtsen, José M. Peña 0001
openaire   +2 more sources

Ontology‐Aligned Structuring and Reuse of Multimodal Materials Data and Workflows Toward Automatic Reproduction

Advanced Engineering Materials, EarlyView.
Reproduction of stacking fault energy calculations from literature with a semi‐automated large language model‐assisted extraction procedure: extraction of simulation protocol, atomistic structures, computational parameters, and reported results, ontology alignment, knowledge graph construction and, finally, recomputation forvalidation.
Sepideh Baghaee Ravari, Abril Azocar Guzman, Sarath Menon, Stefan Sandfeld, Tilmann Hickel, Markus Stricker   +5 more
wiley   +1 more source

Microstructure Reconstruction in Battery Electrodes Using Machine Learning Based on Low‐Voltage Focused Ion Beam–Scanning Electron Microscopy Tomography Images

Advanced Engineering Materials, EarlyView.
Low‐voltage FIB‐SEM tomography combined with a image preprocessing pipeline improves phase contrast and enables reliable machine‐learning segmentation of conductive networks in lithium‐ion battery electrodes. Structural descriptors are extracted from segmented images, done semimanually and automated, and compared.
Lisa Beran, Vincent Nebel, Dominik Perius, Kshitij Kumar, Yannis Heim, Laura Bies, Tobias Kraus   +6 more
wiley   +1 more source

Experimental Analysis of an Online Trading Algorithm

Electronic Notes in Discrete Mathematics, 2010
Abstract Trading decisions in financial markets can be supported by the use of online algorithms. We evaluate the empirical performance of a threat-based online algorithm and compare it to a reservation price algorithm, an average price algorithm and to buy-and-hold.
Günter Schmidt 0002, Esther Mohr, Mike Kersch   +2 more
openaire   +2 more sources

A Practical Noise2Noise Denoising Pipeline for High‐Throughput Raman Spectroscopy

Advanced Engineering Materials, EarlyView.
A lightweight and reproducible denoising pipeline for high‐throughput Raman spectroscopy is introduced, based on a 1D convolutional autoencoder trained with a Noise2Noise strategy. Using only repeated short‐exposure acquisitions, the method suppresses stochastic noise without reference spectra, enabling reliable spectral reconstruction while preserving
David Martin‐Calle, Cesar Alvarez‐Llamas, Vincent Motto‐Ros, Christophe Dujardin, Jérémie Margueritat, David Rodney   +5 more
wiley   +1 more source

ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS

International Journal of Theoretical and Applied Finance, 2015
We assume that the drift in the returns of asset prices consists of an idiosyncratic component and a common component given by a co-integration factor. We analyze the optimal investment strategy for an agent who maximizes expected utility of wealth by dynamically trading in these assets.
Cartea, A, Jaimungal, S
openaire   +3 more sources

Continuous Stiffness Graded Metal–Ceramic Femoral Stems: UMAT‐Based Design and Finite Element Assessment

Advanced Engineering Materials, EarlyView.
Functionally graded metal–ceramic femoral stems are engineered through continuous UMAT‐based stiffness tailoring, eliminating discrete material interfaces while enhancing biomechanical compatibility. Low‐index power‐law gradation optimizes load transfer, reduces stress shielding, and controls implant–bone micromotion, highlighting a materials‐design ...
Rihem Nouira, Sameh Elleuch, Hanen Jrad
wiley   +1 more source

Investigating the profit performance of quantitative timing trading strategies in the Shanghai copper futures market, 2020–2022

International Studies of Economics
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, Wei Wang, Mengxin Yang, Ali Yilmaz   +3 more
doaj   +1 more source