Results 11 to 20 of about 612,181 (314)
ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS
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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In order to improve the competitiveness, optimizing the fuel economy and competitiveness of civil turbofan engines is becoming the research highlights recently.
Xue Bingjing, Li Hualei, Tan Zhiyong
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International stock markets : a co-integration analysis [PDF]
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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DEVELOPMENT OF UAV AIR ROADS BY USING 3D GRID SYSTEM [PDF]
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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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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The relationship between IFRS adoption and foreign direct investments in Gulf Cooperation Council countries [PDF]
Purpose: This paper investigates the relationship between International Financial Reporting Standards (IFRS) adoption and Foreign Direct Investments (FDI) inflows in a sample of Gulf Cooperation Council (GCC) countries, namely Kuwait, Qatar, UAE, and ...
Sarah Chehade, David Procházka
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Co-Integrable Sets and Probability
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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THE SEMINORMED FUZZY CO-INTEGRAL
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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Research on Air Supply Volume and Temperature Control of Subway Trains Based on Passenger Capacity
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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On representation theory of total (co)integrals [PDF]
In this paper, we show that total integrals and cointegrals are new sources of stable anti-Yetter–Drinfeld modules. We explicitly show that how special types of total (co)integrals can be used to provide both (stable) anti Yetter–Drinfeld and Yetter–Drinfeld modules.
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