Results 1 to 10 of about 10,080 (174)

An Advanced Optimization Approach for Long-Short Pairs Trading Strategy Based on Correlation Coefficients and Bollinger Bands

Applied Sciences, 2022
In the financial market, commodity prices change over time, yielding profit opportunities. Various trading strategies have been proposed to yield good earnings. Pairs trading is one such critical, widely-used strategy with good effect.
Chun-Hao Chen, Wei-Hsun Lai, Shih-Ting Hung, Tzung-Pei Hong   +3 more
doaj   +3 more sources

Information-Processing Entropy and Heterogeneous Sentiment Reaction Windows: Evidence from S&P 500 Stocks [PDF]

Entropy
This study examines the heterogeneous timing of market responses to financial news and its implications for informational uncertainty in price-adjustment dynamics.
Chi-Yao Peng
doaj   +2 more sources

Prediction of stock market using sentiment analysis and ensemble learning [PDF]

MethodsX
People occasionally look to the stock market as an additional source of income. But investors face difficulties since stock market moves are inherently volatile and unpredictable. As a result, this study uses cutting-edge Deep Reinforcement Learning (DRL)
Dr․ Archana Y. Chaudhari, Dr․ Smita Mahajan   +1 more
doaj   +2 more sources

Bollinger Bands Thirty Years Later [PDF]

, 2013
The goal of this study is to explain and examine the statistical underpinnings of the Bollinger Band methodology. We start off by elucidating the rolling regression time series model and deriving its explicit relationship to Bollinger Bands.
Leeds, Mark
core   +3 more sources

Identification of physiological adverse events using continuous vital signs monitoring during paediatric critical care transport: A novel data-driven approach. [PDF]

PLOS Digital Health
Interhospital transport of critically unwell children exacerbates physiological stress, increasing the risk of deterioration during transport. Due to the nature of illness and interventions occurring in this cohort, defining "normal" vital sign ranges is
Milan Kapur, Kezhi Li, Alexander Brown, Zhiqiang Huo, Philip Knight, Gwyneth Davies, Padmanabhan Ramnarayan   +6 more
doaj   +3 more sources

Robust Defect Detection in Plain and Twill Fabric Using Directional Bollinger Bands [PDF]

Optical Engineering, 2015
published_or_final_versio
Ngan, HYT, Pang, GKH
core   +4 more sources

Bollinger Bands Based on Exponential Moving Average for Statistical Monitoring of Multi-Array Photovoltaic Systems

Energies, 2020
Monitoring the performance of a photovoltaic (PV) system when environmental parameters are not available is very difficult. Comparing the energy datasets of the arrays belonging to the same PV plant is one strategy.
Silvano Vergura
doaj   +3 more sources

A Novel Protection Scheme for Solar Photovoltaic Generator Connected Networks Using Hybrid Harmony Search Algorithm-Bollinger Bands Approach

Energies, 2020
This paper introduces a new protection system for solar photovoltaic generator (SPVG)-connected networks. The system is a combination of voltage-restrained overcurrent relays (VROCRs) and directional overcurrent relays (DOCRs).
Vipul N. Rajput, Kartik S. Pandya, Junhee Hong, Zong Woo Geem   +3 more
doaj   +3 more sources

Forecasting cryptocurrency's buy signal with a bagged tree learning approach to enhance purchase decisions [PDF]

Frontiers in Big Data
IntroductionThe cryptocurrency market is captivating the attention of both retail and institutional investors. While this highly volatile market offers investors substantial profit opportunities, it also entails risks due to its sensitivity to ...
Raed Alsini, Qasem Abu Al-Haija, Abdulaziz A. Alsulami, Badraddin Alturki, Abdulaziz A. Alqurashi, Mouhamad D. Mashat, Ali Alqahtani, Nawaf Alhebaishi   +7 more
doaj   +2 more sources

Neural Augmented Kalman Filtering With Bollinger Bands for Pairs Trading

IEEE Transactions on Signal Processing
Submitted to Transactions on Signal ...
Amit Milstein, Guy Revach, Haoran Deng   +2 more
exaly   +3 more sources