Hedge Funds as International Liquidity Providers: Evidence from Convertible Bond Arbitrage in Canada
Evan Gatev, Mingxin Li
openalex +1 more source
Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]
Sarathkumar TV +5 more
europepmc +1 more source
A Two Factor No-Arbitrage Model of the Term Structure of Interest Rates
T.S. Ho +2 more
openalex +1 more source
Research on Regional Variations in Potato Price Fluctuations and Inter-Regional Transmission Mechanisms in China. [PDF]
Lu H, Li T, Hao R, Liu Z, Gao M, Chen J.
europepmc +1 more source
An LSTM-based optimization algorithm for enhancing quantitative arbitrage trading. [PDF]
Han G, Li H.
europepmc +1 more source
Do Hedge and Merger Arbitrage Funds Actually Hedge? A Time-Varying Volatility Spillover Approach
Spyros Papathanasiou +3 more
openalex +1 more source
AI-enhanced multi-timescale optimization strategy for virtual power plants: Advancing losad forecasting and dynamic demand response integration. [PDF]
Xu G +5 more
europepmc +1 more source
A Solution to the Closed-End Fund Puzzle Without Market Frictions and Arbitrage
Gabriel Frahm +2 more
openalex +1 more source
An optimized LSTM network for improving arbitrage spread forecasting using ant colony cross-searching in the K-fold hyperparameter space. [PDF]
Zeng Z +8 more
europepmc +1 more source

