Results 231 to 240 of about 37,249 (382)
Stock Index Spot-Futures Arbitrage Prediction Using Machine Learning Models. [PDF]
Entropy (Basel), 2022 Sheng Y, Ma D.
europepmc +1 more source
Understanding the Performance of Currency Basis‐Momentum
European Financial Management, EarlyView.ABSTRACT We conduct an in‐depth analysis of basis momentum (BM) in currency markets and examine its relationship with key market anomalies. We find that BM strategies generate significant excess returns across various formation periods. These abnormal returns are not fully explained by the closely related carry and momentum factors.
Minyou Fan +3 more
wiley +1 more source
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 SciZhu M +9 more
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Private and External Costs and Benefits of Replacing High-Emitting Peaker Plants with Batteries. [PDF]
Environ Sci Technol, 2023 Porzio J +3 more
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The capital-asset-pricing model and arbitrage pricing theory: A unification
, 1997 M. Ali Khan, Yeneng Sun
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Disagreement and returns: The case of cryptocurrencies
Financial Management, EarlyView.Abstract We present the first evidence of investor‐trading‐based disagreement's influence on cross‐sectional cryptocurrency daily returns. We interpret abnormal trading volume as investor disagreement and find evidence in support of Miller's disagreement model: when short‐sale constraints are binding, high abnormal volume (high disagreement) assets ...
Jon A. Garfinkel +2 more
wiley +1 more source
Forecasting of virtual power plant generating and energy arbitrage economics in the electricity market using machine learning approach. [PDF]
Sci RepSarathkumar TV +5 more
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