Results 341 to 350 of about 156,527 (368)

Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500

European Journal of Operational Research, 2017
C. Krauss, Xuan Anh Do, Nicolas Huck
semanticscholar   +1 more source

Between autonomy and control: Strategies of arbitrage in the “on-demand” economy

New Media & Society, 2018
Aaron Shapiro
semanticscholar   +1 more source

Mean‐ portfolio selection and ‐arbitrage for coherent risk measures

Mathematical Finance, 2022
Nazem Khan, Martin Herdegen
exaly  

Arbitrage

1987
Philip H. Dybvig, Stephen A. Ross
openaire   +1 more source

Generalized statistical arbitrage concepts and related gain strategies

Mathematical Finance, 2021
Thorsten Schmidt
exaly  

Modelling and First Consequences of Arbitrage and No-Arbitrage Conditions

1985
In order to formalize arbitrage operations we first have to introduce some notational conventions. We assume a set S of financial assets be given which is not necessarily finite. It will turn out more convenient to consider changes of portfolios rather than portfo1ios themselves as basic market objects.
openaire   +2 more sources

Nonlinear limits to arbitrage

Journal of Futures Markets, 2022
Jingzhi Chen, Charlie X Cai, Robert Faff
exaly  

Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market

, 2018
Ming Gu, W. Kang, B. Xu
semanticscholar   +1 more source

Arbitrage strategy of virtual power plants in energy, spinning reserve and reactive power markets

IET Generation, Transmission and Distribution, 2016
Hossein Nezamabadi, Mehrdad Setayesh Nazar   +1 more
exaly  

ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS

Mathematical Finance, 2014
Jan Obłój
exaly