Results 111 to 120 of about 142,438 (299)
Borsa Istanbul ReviewSelection of the optimal rebalancing frequency (ORF) is crucial for the pair trading algorithm (PTA) that periodically rebalances the allocation of two assets. This study proposes a machine learning (ML) approach to predict ORF ranges.
Mahmut Bağcı, Pınar Kaya Soylu
doaj +1 more source
Identification of market trends with string and D2-brane maps
, 2016 The multi dimensional string objects are introduced as a new alternative for an application of string models for time series forecasting in trading on financial markets.
Bartoš, Erik, Pinčák, Richard
core +1 more source
Advanced Functional Materials, EarlyView.We present ultrathin flexible transparent electrodes through iCVD‐enabled molecular control of 10 nm gold films on poly(dimethylaminomethylstyrene). In vivo validation demonstrated photoelectric artifact reduction vs. opaque electrodes and preservation of natural neural dynamics.
Tae Jin Mun +11 more
wiley +1 more source
The ctenophore Mnemiopsis leidyi regulates egg production via conspecific communication
BMC Ecology, 2018 Background Communication between individuals of the same species is an important aspect of mating and reproduction in most animals. In simultaneously hermaphroditic species with the ability to self-fertilize, communication with conspecifics can be ...
Daniel A. Sasson +2 more
doaj +1 more source
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
, 2017 This paper develops a pairs trading framework based on a mean-reverting jump-diffusion model and applies it to minute-by-minute data of the S&P 500 oil companies from 1998 to 2015.
Endres, Sylvia, Stübinger, Johannes
core
Parallel 3D Bioprinting on SLIPS‐Microarrays
Advanced Functional Materials, EarlyView.This work introduces the first truly parallel 3D bioprinting method, enabling both the simultaneous fabrication of hundreds of cell laden hydrogel 3D structures and their HTS in individual liquid compartments. By integrating Digital Light Processing (DLP) stereolithography with functional micropatterns, the platform decouples printing time from array ...
Julius von Padberg +3 more
wiley +1 more source
Compensating asynchrony effects in the calculation of financial correlations
, 2010 We present a method to compensate statistical errors in the calculation of correlations on asynchronous time series. The method is based on the assumption of an underlying time series.
Bonanno +22 more
core +1 more source
Advanced Functional Materials, EarlyView.A 3D anisotropic hydrogel derived from heart extracellular matrix guides cytoskeletal alignment and nuclear remodeling in reprogrammed cardiomyocyte‐like cells. This study reveals how matrix alignment modulates nuclear envelope dynamics and chromatin state, triggering transcriptional and functional maturation.
Seung Ju Seo +7 more
wiley +1 more source
Super-replication of the best pairs trade in hindsight
Cogent Economics & Finance, 2019 This paper derives a robust online equity trading algorithm that achieves the greatest possible percentage of the final wealth of the best pairs rebalancing rule in hindsight.
Alex Garivaltis
doaj +1 more source
How important is the new goods margin in international trade? [PDF]
We propose a methodology for studying changes in bilateral trade due to countries exporting goods that they did not export previously or exported only in small quantities.
Kim J. Ruhl, Timothy J. Kehoe
core