Results 61 to 70 of about 30,305 (249)

High-Frequency Quantitative Trading of Digital Currencies Based on Fusion of Deep Reinforcement Learning Models with Evolutionary Strategies

open access: yesJournal of Computing and Information Technology
High-frequency quantitative trading in the emerging digital currency market poses unique challenges due to the lack of established methods for extracting trading information.
Yijun He, Bo Xu, Xinpu Su
doaj   +1 more source

Advancing Stroke Clinical Trials Using Community Engagement and Implementation Science Approaches

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Stroke clinical trials are essential for advancing stroke care but can face challenges with recruitment, retention, clinical relevance, and translation into real‐world practice. We propose that integrating community engagement and implementation science approaches into stroke trials can help address these needs.
Lesli E. Skolarus   +2 more
wiley   +1 more source

Deep Learning Pose Estimation for Phenotyping of Co‐Occurring Hyperkinetic Movement Disorders

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To explore whether routine outpatient video combined with deep learning‐based pose estimation and clinically interpretable kinematic features can support multi‐label phenotyping of co‐occurring hyperkinetic movement disorders (HMDs).
Laura Cif   +17 more
wiley   +1 more source

Generative AI Utilization and Perspectives Among Reproductive‐Age Women with Systemic Autoimmune and Rheumatic Diseases

open access: yesArthritis Care &Research, Accepted Article.
Objective Reproductive‐age women with systemic autoimmune and rheumatic diseases (SARDs) have unique information needs related to their SARDs and reproductive health. We sought to understand their use of and receptivity to current and hypothetical generative artificial intelligence (AI) tools for health information‐seeking. Methods We conducted a cross‐
Mariam Arif   +5 more
wiley   +1 more source

Exploration of salience theory to deep learning: evidence from Chinese new energy market high-frequency trading

open access: yesData Science and Management
Salience theory has been proposed as a new stock trading strategy. To assess the validity of this proposal, a complex decision trading system was constructed based on salience theory, a variational mode decomposition (VMD) model, a bidirectional gated ...
Qing Zhu, Jinhong Du, Yuze Li
doaj   +1 more source

Modeling Stock Price Changes Based on Microstructural Market Data

open access: yesФинансы: теория и практика, 2018
In modern electronic stock exchanges there is an opportunity to analyze event driven market microstructure data. This data is highly informative and describes physical price formation which makes it possible to find complex patterns in price dynamics. It
N. A.  Bilev
doaj   +1 more source

Observer‐Based Adaptive Event‐Triggered Tracking Control for Fuzzy TS Systems With Premise Mismatch

open access: yesInternational Journal of Adaptive Control and Signal Processing, EarlyView.
This paper presents an adaptive logistic event‐triggered observer‐based tracking controller for Takagi‐Sugeno fuzzy systems under constrained inputs and network delays. Leveraging a hybrid LMI and Secretary Bird Optimization approach, this strategy significantly minimizes communication overhead and computational burden while ensuring optimal reference ...
Oussama Djadane   +3 more
wiley   +1 more source

A Workflow to Accelerate Microstructure‐Sensitive Fatigue Life Predictions

open access: yesAdvanced Engineering Materials, EarlyView.
This study introduces a workflow to accelerate predictions of microstructure‐sensitive fatigue life. Results from frameworks with varying levels of simplification are benchmarked against published reference results. The analysis reveals a trade‐off between accuracy and model complexity, offering researchers a practical guide for selecting the optimal ...
Luca Loiodice   +2 more
wiley   +1 more source

Distance-based High-frequency Trading

open access: yesProcedia Computer Science, 2014
AbstractThe present paper approaches high-frequency trading from a computational science perspective, presenting a pattern recognition model to predict price changes of stock market assets. The technique is based on the feature-weighted Euclidean distance to the centroid of a training cluster. A set of micro technical indicators, traditionally employed
Travis Felker   +2 more
openaire   +2 more sources

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