Results 181 to 190 of about 155,615 (311)

Stock Index Spot-Futures Arbitrage Prediction Using Machine Learning Models. [PDF]

Entropy (Basel), 2022
Sheng Y, Ma D.
europepmc   +1 more source

Discrete time arbitrage under transaction costs [PDF]

, 2000
Joanna Piasecka
openalex   +1 more source

Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]

PLoS One, 2023
Wu Q, Kuang X, Wu B, Xu X.
europepmc   +1 more source

Arbitrage and Control Problems in Finance. Presentation. [PDF]

, 2000
Elyès Jouini
openalex   +1 more source

Bayesian Arbitrage Threshold Analysis

, 1999
Catherine Forbes, Guyonne Kalb, Paul Kofman   +2 more
openalex   +2 more sources

Improving long short-term memory (LSTM) networks for arbitrage spread forecasting: integrating cuckoo and zebra algorithms in chaotic mapping space for enhanced accuracy. [PDF]

PeerJ Comput Sci
Zhu M, Liu Y, Qin P, Ding Y, Cai Z, Gao Z, Ye B, Qi H, Cheng S, Zeng Z.   +9 more
europepmc   +1 more source

Private and External Costs and Benefits of Replacing High-Emitting Peaker Plants with Batteries. [PDF]

Environ Sci Technol, 2023
Porzio J, Wolfson D, Auffhammer M, Scown CD.   +3 more
europepmc   +1 more source

The capital-asset-pricing model and arbitrage pricing theory: A unification

, 1997
M. Ali Khan, Yeneng Sun
openalex   +1 more source

Speculative Attacks: Panic or Arbitrage? [PDF]

, 2000
Allan B. Andersen
openalex   +1 more source

Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]

Sci Rep
Sarathkumar TV, Goswami AK, Khan B, Shoush KA, Ghoneim SSM, Ghaly RNR.   +5 more
europepmc   +1 more source