Results 121 to 130 of about 3,181,879 (366)
Aprendizaje reforzado en pair-trading Aplicación para una estrategia pair-trading
ODEONEste estudio explora las implicaciones de la implementación de técnicas de aprendizaje reforzado para el trading de acciones parte del índice S&P 500 al 15 de octubre de 2022, bajo una estrategia de pair-trading. A través de un proceso de selección de pares de acciones se investiga si modelos de aprendizaje reforzado ofrecen una ventaja frente ...
openaire +1 more source
Advanced Functional Materials, EarlyView.From a database of 170 pentagonal 2D materials, 4 candidates exhibiting altermagnetic ordering are screened. Furthermore, the spin‐splitting and unconventional boundary states in the pentagonal 2D altermagnetic monolayer MnS2 are investigated. A MnS2‐based altermagnetic tunneling junction is designed and, through ab initio quantum transport simulations,
Jianhua Wang +8 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
Bimetallic Nanoparticles as Cocatalysts for Photocatalytic Hydrogen Production
Advanced Functional Materials, EarlyView.Recent developments have introduced bimetallic nanoparticles as effective cocatalysts for photocatalytic systems. This review explores the rapidly expanding research on bimetallic cocatalysts for photocatalytic production of hydrogen, emphasizing the creation of carrier‐selective contacts, localized surface plasmon resonance effects, methodologies for ...
Yufen Chen +4 more
wiley +1 more source
M of a kind: A Multivariate Approach at Pairs Trading [PDF]
Pairs trading is a popular trading strategy that tries to take advantage of market inefficiencies in order to obtain profit. Such approach, on its classical formulation, uses information of only two stocks (a stock and its pairs) in the formation of the ...
Perlin, M.
core +1 more source
Advanced Functional Materials, EarlyView.Glyphosate (GLY) and its primary metabolite, aminomethylphosphonic acid (AMPA), are photodegraded using a poly(vinylidene fluoride) membrane with immobilized titanium dioxide (PVDF‐TiO2) in a continuous flow‐through operation under solar light. At optimized conditions, the PVDF‐TiO2 membrane achieved 95% GLY and 80% AMPA removal with •O2− as the ...
Phuong B. Trinh +4 more
wiley +1 more source
Advanced Functional Materials, EarlyView.A scalable one‐step copolymerization strategy is developed to produce low‐cost microporous ion exchange membranes that boost both the efficiency and lifespan of flow batteries. When combined with organic electrolytes in aqueous systems, these membranes enable safe and cheap flow battery energy storage, supporting the widespread integration of renewable
Jiaye Liu +7 more
wiley +1 more source
Optimal investment and consumption for pairs trading financial markets on small time interval
, 2018 In this paper we consider a pairs trading financial market with the spread of risky assets defined by the Ornstein-Uhlenbeck (OU) process. We implement an optimal strategy for power utility functions for investment/consumption problem.
Albosaily, Sahar +1 more
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Optimal Pairs Trading Strategies: A Stochastic Mean–Variance Approach
Journal of Optimization Theory and Applications, 2022 Feng-Hui Yu +3 more
semanticscholar +1 more source