Quantum computational finance for martingale asset pricing in incomplete markets. [PDF]
Sci RepRebentrost P +4 more
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China's urban EV ultra-fast charging distorts regulated price signals and elevates risk to grid stability. [PDF]
Nat CommunYu Q +5 more
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Arbitrage Pricing Theory: Evidence From An Emerging Stock Market
Lahore Journal of EconomicsThe development of financial equilibrium asset pricing models has been the most important area of research in modern financial theory. These models are extensively tested for developed markets.
Javed Iqbal, Aziz Haider
doaj
Artificial intelligence for algorithmic trading digital assets: evidence from the Counter-Strike 2 skin market. [PDF]
Front Artif IntellGuede-Fernández F +6 more
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Lahore Journal of EconomicsThe Arbitrage Pricing Theory (APT) of Ross [1976] is one of the most important building blocks of modern asset pricing theory, and the prime alternative to the celebrated Capital Asset Pricing Model (CAPM) of Sharpe [1964], Lintner [1965], and others ...
Ali Ataullah
doaj
SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]
Entropy (Basel)Mao W, Liu P, Huang J.
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Price convergence in grain markets with seasonal differences. [PDF]
PLoS OneOlabisi M, Liu J, Ajibade T, Maredia MK.
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Optimal operation of distributed generation and storage systems in microgrids under real-time pricing using biogeography-based optimization algorithm. [PDF]
Sci RepAhmed EM +6 more
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Random Neural Networks for Rough Volatility. [PDF]
Appl Math OptimJacquier A, Žurič Ž.
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A distributionally robust bilevel optimization model for wholesale-retail electricity market design. [PDF]
Sci RepJia X +7 more
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