Results 171 to 180 of about 82,404,384 (192)

Relative Arbitrage Opportunities With Interactions Among N Investors

open access: yesMathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source
Some of the next articles are maybe not open access.

On the Use of Fuzzy and Permutation Entropy in Hand Gesture Characterization from EMG Signals: Parameters Selection and Comparison

Applied Sciences (Switzerland), 2020
Andrea Tigrini   +2 more
exaly  

Coding Theorems for Noisy Permutation Channels

IEEE Transactions on Information Theory, 2020
Anuran Makur
exaly  

On permutation-invariance of limit theorems

Journal of Complexity, 2015
I Berkes
exaly  

Permutation entropy: A nonlinear statistical measure for status characterization of rotary machines

Mechanical Systems and Signal Processing, 2012
Ruqiang Yan, Yongbin Liu, Robert Gao
exaly  

Degree sequence of random permutation graphs

Annals of Applied Probability, 2017
Bhaswar Bhattacharya
exaly  

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