Results 11 to 20 of about 546,924 (298)
ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS
International Journal of Theoretical and Applied Finance, 2015 We assume that the drift in the returns of asset prices consists of an idiosyncratic component and a common component given by a co-integration factor. We analyze the optimal investment strategy for an agent who maximizes expected utility of wealth by dynamically trading in these assets.
Cartea, A, Jaimungal, S
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DEVELOPMENT OF UAV AIR ROADS BY USING 3D GRID SYSTEM [PDF]
The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, 2018 With the drastic development of low-altitude UAV (Unmanned Aerial Vehicle) technology, UAV will be used for long-distance logistics in the near future. Many countries begin to develop UTM (UAV Traffic Management) system, and one of the objectives for the
J. Youn +4 more
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Hangkong gongcheng jinzhan, 2023 The available quantitative evaluation method of the importance of civil aviation engine customer demand cannot meet the needs of civil aviation development.Kano model and quality function deployment (QFD) method are used to propose an improved importance
WANG Xianghui
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International stock markets : a co-integration analysis [PDF]
EUROPEAN RESEARCH STUDIES JOURNAL, 2011 This study investigates the degree of co-integration between five major European stock markets and five major non European stock markets. The results show that all five major European stock markets are co-integrated either positively or negatively, while among the five major non European the Canadian, the Japanese and the Singapore are non cointegrated
Eleftherios J. Thalassinos +1 more
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Co-Integrable Sets and Probability
International Journal on Recent Trends in Life Science & Mathematics, 2022 Let us suppose |g| = M. We wish to extend the results of [20] to stochastically Fourier, trivially real, left- totally Atiyah scalars. We show that there exists a right-everywhere stable partially compact point. This leaves open the question of separability. We wish to extend the results of [20] to super-invertible, null planes.
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Research on Air Supply Volume and Temperature Control of Subway Trains Based on Passenger Capacity
Atmosphere, 2023 There is currently no way for subway air-conditioning systems to adjust to changes in passenger capacity in terms of air-supply volume and air-supply temperature.
Zhiyuan Liu +6 more
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THE SEMINORMED FUZZY CO-INTEGRAL
Journal of Korean Institute of Intelligent Systems, 2004 In this paper, we introduce the seminormed fuzzy co-integral as a complementary concept of seminormed fuzzy integral, and investigate its properties. Furthermore we propose an application of this new integral for decision making problems.
Sung-Mo Im, Mi-Hye Kim
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Micromachines, 2023 There is an increasing demand for the use of automotive sensors where complex working environments may easily lead to failure. Wire pull and shear test models based on finite-element analysis are established to evaluate their reliability by investigating
Yameng Sun +7 more
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Effect of climate change on fruit by co-integration and machine learning [PDF]
International Journal of Climate Change Strategies and Management, 2021 Purpose – The purpose of this paper is to assess the impacts on production of five fruit crops from 1961 to 2018 of energy use, CO2 emissions, farming areas and the labor force in China.
Tamoor Khan +5 more
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Batteries, 2023 With the high penetration of wind power, the power system has put forward technical requirements for the frequency regulation capability of wind farms. Due to the energy storage system’s fast response and flexible control characteristics, the synergistic
Jianlin Li +4 more
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