Results 101 to 110 of about 3,181,879 (366)
Pre-selection in cointegration-based pairs trading
Statistical Methods & Applications, 2020 The paper compares the final profitability of a cointegration-based pairs trading strategy when pairs of stocks are pre-selected by means of seven different measures.
Marianna Brunetti, Roberta De Luca
semanticscholar +1 more source
A Workflow to Accelerate Microstructure‐Sensitive Fatigue Life Predictions
Advanced 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
Simulated Trading-An Analysis of Pairs Trading [PDF]
In this report, we explain and analyze a trading strategy, popularly known as Pairs trading. We begin by explaining what a pair trading strategy entails.
Nikesh Agarwal +2 more
core
Advanced Engineering Materials, EarlyView.Curvature‐tuned auxetic lattices are designed, fabricated, and mechanically characterized to reveal how geometric curvature governs stretchability, stress redistribution, and Poisson's ratio evolution. Photoelastic experiments visualize stress pathways, while hyperelastic simulations quantify deformation mechanics.
Shuvodeep De +3 more
wiley +1 more source
Quantitative finance (Print), 2019 This paper develops the regime classification algorithm and applies it within a fully-fledged pairs trading framework on minute-by-minute data of the S&P 500 constituents from 1998 to 2015.
Sylvia Endres, Johannes Stübinger
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.Plasma‐assisted hybrid friction stir welding of dissimilar AlCu joints employs localized plasma preheating to balance heat input and enhance plastic flow. The optimized process reduces axial force by up to 35%, refines the microstructure, and achieves ≈96% joint efficiency.
Deepak Kumar Yaduwanshi +3 more
wiley +1 more source
Embedding pairs trading in market networks: a network science approach to portfolio construction
Humanities & Social Sciences CommunicationsDiversification is the cornerstone of risk-adjusted portfolio construction. Yet, despite being a well-established principle in finance, diversification has been overlooked in pairs trading strategies, which often focus solely on selecting the most ...
Mar Grande, Javier Borondo
doaj +1 more source
Can Ti‐Based MXenes Serve as Solid Lubricants for Brake Applications? A Tribological Study
Advanced Engineering Materials, EarlyView.This study explores the first implementation of Ti‐based MXenes materials in brake pad friction composite material. The resulting composite material exhibits a 48% reduction in the wear rate; alongside significant improvements are observed for thermal and mechanical properties.
Eslam Mahmoud +7 more
wiley +1 more source
Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange [PDF]
In this research we performed pairs trading strategy based on a comparative mean reversion of asset prices with daily data over the period 2002 through 2008 in Istanbul Stock Exchange.
Bolgun, Evren +2 more
core +1 more source
Introduction of the Profit Surface [PDF]
The profit surface is a visualization technique for data computed from trading rules. I simulate price paths and operate the trading rules to compute cumulative returns for the rule under different specifications. The specifications are pairs of integers,
Bell, Peter N
core +1 more source