Results 41 to 50 of about 769,865 (316)
Trading While Sleepy? Circadian Mismatch and Excess Volatility in a Global Experimental Asset Market
Social Science Research Network, 2017 Traders in global markets operate at different local times-of-day. Suboptimal times-of-day may produce sleepiness due to daily variations in sleep/wake patterns and possibly also increased accumulation of hours awake.
D. Dickinson +2 more
semanticscholar +1 more source
Quantum computational finance: martingale asset pricing for incomplete markets [PDF]
arXiv, 2022 A derivative is a financial security whose value is a function of underlying traded assets and market outcomes. Pricing a financial derivative involves setting up a market model, finding a martingale (``fair game") probability measure for the model from the given asset prices, and using that probability measure to price the derivative.
arxiv
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator [PDF]
, 2008 We study with the help of a laboratory experiment the conditions under which an uninformed manipulator - a robot trader that unconditionally buys several shares of a common value asset in the beginning of a trading period and unwinds this position ...
Veiga, Helena, Vorsatz, Marc
core +7 more sources
Management şi Marketing, 2017 According to The Act No. 21 of 2008 concerning Islamic Banking in Indonesia, the conventional banks are obligated to spun-off their Islamic business units after achieving a certain set of requirements.
Al Arif M. Nur Rianto
doaj +1 more source
Portfolio selection problems in practice: a comparison between linear and quadratic optimization models [PDF]
Computational Management Science, Vol. 12(3), pag. 345-370 (2015,
published version), 2011 Several portfolio selection models take into account practical limitations on the number of assets to include and on their weights in the portfolio. We present here a study of the Limited Asset Markowitz (LAM), of the Limited Asset Mean Absolute Deviation (LAMAD) and of the Limited Asset Conditional Value-at-Risk (LACVaR) models, where the assets are ...
arxiv +1 more source
Flexicurity: Unlocking the True Potential of Power Market Players in the European Smart Grid Era (White paper) [PDF]
arXiv, 2021 As the "smart grid" paradigm becomes more prevalent, fundamental techno-economic challenges prominently arise. The variability of renewables may require conventional generators to remain active and operate inefficiently. The grid's inertia grows weaker, jeopardizing its stability.
arxiv
Exploring Dynamic Asset Pricing within Bachelier Market Model [PDF]
arXiv, 2023 This paper delves into the dynamics of asset pricing within Bachelier market model, elucidating the representation of risky asset price dynamics and the definition of riskless assets.
arxiv
Portfolio selection based on market states acquired via price and non-price data
Discover DataFinancial markets exhibit quasi-stationary patterns, known as market states, which previous studies have identified through the correlation structure of asset returns using clustering techniques.
Andy Chung +2 more
doaj +1 more source
Molecular Oncology, EarlyView.Circulating tumor DNA (ctDNA) offers a possibility for different applications in early and late stage breast cancer management. In early breast cancer tumor informed approaches are increasingly used for detecting molecular residual disease (MRD) and early recurrence. In advanced stage, ctDNA provides a possibility for monitoring disease progression and
Eva Valentina Klocker +14 more
wiley +1 more source
Integrating Tick-level Data and Periodical Signal for High-frequency Market Making [PDF]
arXiv, 2023 We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and selling assets. However, the increasing complexity of financial markets and the high volume of data generated by tick-level trading makes it challenging to develop effective market
arxiv