Results 31 to 40 of about 115,803 (172)
Survey on the application of deep learning in algorithmic trading
Data Science in Finance and Economics, 2021 Algorithmic trading is one of the most concerned directions in financial applications. Compared with traditional trading strategies, algorithmic trading applications perform forecasting and arbitrage with higher efficiency and more stable performance ...
Yongfeng Wang, Guofeng Yan
doaj +1 more source
Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty
, 2015 In a model independent discrete time financial market, we discuss the richness of the family of martingale measures in relation to different notions of Arbitrage, generated by a class $\mathcal{S}$ of significant sets, which we call Arbitrage de la ...
Burzoni, Matteo +2 more
core +1 more source
On arbitrages arising from honest times [PDF]
, 2013 In the context of a general continuous financial market model, we study whether the additional information associated with an honest time gives rise to arbitrage profits.
A. Grorud +40 more
core +3 more sources
Spontaneous symmetry breaking of arbitrage [PDF]
Physica A: Statistical Mechanics and its Applications 391 (2012),
pp. 3206-3218, 2011 We introduce the concept of spontaneous symmetry breaking to arbitrage modeling. In the model, the arbitrage strategy is considered as being in the symmetry breaking phase and the phase transition between arbitrage mode and no-arbitrage mode is triggered by a control parameter.
arxiv +1 more source
Arbitrage Opportunities and their Implications to Derivative Hedging [PDF]
, 2005 We explore the role that random arbitrage opportunities play in hedging financial derivatives. We extend the asymptotic pricing theory presented by Fedotov and Panayides [Stochastic arbitrage return and its implication for option pricing, Physica A 345 (2005), 207-217] for the case of hedging a derivative when arbitrage opportunities are present in the
arxiv +1 more source
Are There Arbitrage Opportunities in Credit Derivatives Markets? A New Test and an Application to the Case of CDS and ASPs [PDF]
, 2009 This paper analyzes possible arbitrage opportunities in credit derivatives markets using selffinancing strategies combining Credit Default Swaps and Asset Swaps Packages.
Mayordomo, Sergio +2 more
core +1 more source
On the informational efficiency of Saudi exchange-traded funds listed at home and away from home
Cogent Economics & Finance, 2021 This study compares the pricing efficiency of two domestic exchange-traded funds (ETFs) (i.e., Falcom 30 and HSBC 20) listed on the Saudi stock exchange (i.e., Tadawul), as well as an international ETF (i.e., iShares MSCI Saudi Arabia) listed on the NYSE,
Nassar S. Al-Nassar
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Private law enforcement in post-communist Southeastern Europe: An economic analysis of arbitration and execution [PDF]
Ekonomski Anali, 2004 The very idea of private law enforcement is alien in Southeastern Europe and appears there to be perceived as somewhat extravagant. A thoroughgoing search for the reasons of an extremely limited scope of the private law enforcement is undertaken in the ...
Schoenfelder Bruno
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Three little arbitrage theorems
Frontiers in Applied Mathematics and Statistics, 2023 The authors proved three theorems about the exact solutions of a generalized or interacting Black–Scholes equation that explicitly includes arbitrage bubbles. These arbitrage bubbles can be characterized by an arbitrage number AN.
Mauricio Contreras G. +2 more
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