Results 121 to 130 of about 142,438 (299)

Cointegration pairs trading strategy on derivatives. [PDF]

, 2013
在現今的社會，協整技術已被廣泛應用於金融和計量經濟領域，特別用於構建股票市場的統計套利策略。在這一篇論文中，我們主要考察在衍生品市場中，基於協整技術的套利交易策略，這一策略的主要研究對象是隱含波動率。利用隱性波動率的線性組合的均值回歸的特性，通過配對兩隻帶有正利差(如theta) 的短期平價歐式跨式期權來獲利。同時，構建實際波動率的模型和預測未來實際波動率的模型將會用於補充這一交易策略的不足，隱性一實際條件和Gamma-Vega條件被引入來提高交易策略的效率 ...

core  

Characteristics of Real Futures Trading Networks

, 2011
Futures trading is the core of futures business, and it is considered as one of the typical complex systems. To investigate the complexity of futures trading, we employ the analytical method of complex networks.
Albert, Albert, Albert, Barabási, Barabási, Barrat, Barrat, Battiston, Bianconi, Boccaletti, Bonanno, Broder, Calderia, Clauset, da, Dorogovtsev, Faloutsos, Freeman, Fu, Gallos, Garlaschelli, Goh, Guimerà, Han, Huberman, Jeong, Jiang, Jihong Guan, Junjie Wang, Kurant, Leskovec, Li, Liu, Liu, Liu, Mantegna, Motter, Newman, Newman, Newman, Newman, Newman, Newman, Onnela, Onnela, Ou, Pan, Pastor-Satorras, Ravasz, Shuigeng Zhou, Song, Su, Subrahmanyam, Tumminello, Wang, Wang, Watts, Zhang, Zhou, Zhu   +59 more
core   +1 more source

Photon Avalanching Nanoparticles: The Next Generation of Upconverting Nanomaterials?

Advanced Functional Materials, EarlyView.
This Perspective outlines the mechanistic foundations that enable photon‐avalanche (PA) behavior in lanthanide nanomaterials and contrasts them with emerging application spaces and forward‐looking design strategies. By bridging threshold engineering, energy‐transfer dynamics, and materials engineering, we provide a coherent roadmap for advancing the ...
Kimoon Lee, Yunseo Kim, Hyeong‐ku Jo, Dongjoon Yoon, Byeonghyeok Im, WonJeong Yu, Eui‐Rim On, Changhwan Lee   +7 more
wiley   +1 more source

Do Free Trade Agreements Enhance the Transmission of Shocks Across Countries?. [PDF]

World Trade has experienced an increased integration over the last 15 years. More than half of world trade currently takes place under actual or future trading blocks. Our main goal is to test whether free trade or regional integration agreements (FTA or
César Calderón
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Dispensing Volumetric Additive Manufacturing

Advanced Functional Materials, EarlyView.
Dispensing volumetric additive manufacturing (DVAM) prints 3D structures inside a photocurable resin droplet suspended from the tip of a glass pipette, enabling sequential printing without resin vats or manual part removal. Real‐time droplet profiling and ray‐tracing‐based correction compensate for optical distortion at the curved resin‐air interface ...
Hongryung Jeon, Yunsoo Lee, Seobin Park, Kyung‐Hwan Kim, Junyoung Seo, Im Doo Jung   +5 more
wiley   +1 more source

Strategies for Loading and Releasing Peptide Therapeutics in Biodegradable Carriers

Advanced Functional Materials, EarlyView.
A biodegradable carrier‐based peptide delivery system is a powerful treatment platform for diverse diseases, owing to its superior therapeutic efficacy and low toxicity. This review examines the conventional peptide‐loaded carrier fabrication process and its current limitations.
Wookyoung Jang, Ki Wan Bong
wiley   +1 more source

Oxygen‐Tunnel Indium Tin Oxide Vertical Channel Transistors with Enhanced Current Density and Reliability for Monolithic 3D Compute‐In‐Memory Systems

Advanced Functional Materials, EarlyView.
Oxygen‐tunnel (OT) indium tin oxide (ITO) vertical channel transistors (VCTs) enable reliable, high‐density gain‐cell memory for monolithic 3D integration. A sandwiched SiN/SiO2/SiN OT stack selectively regulates oxygen transport, suppressing parasitic electrode oxidation while stabilizing channel oxygen vacancies, thereby suppressing carrier injection
Hyeonho Gu, Haksoon Jung, Yongwoo Lee, Hoichang Jeong, Yanfeng Zhao, Heesoo Yang, Minho Park, Hyeonjin Lee, Seunghun Baek, Minju Song, Junghwan Kim, Youngmin Jo, Hyunjin Park, Munhyeon Kim, Jae‐Joon Kim, Kyuho Jason Lee, Byungjo Kim, Jimin Kwon   +17 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, Pergamenshchikov, Serge   +1 more
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Parameters Optimization of Pair Trading Algorithm

CoRR
Pair trading is a market-neutral quantitative trading strategy that exploits price anomalies between two correlated assets. By taking simultaneous long and short positions, it generates profits based on relative price movements, independent of overall market trends.
Charles Barthelemy, Ruoyu Chen, Edward Lucyszyn   +2 more
openaire   +2 more sources

Receptor‐Free Identification of Toxic Gases Enabled by Hygroscopic Aqueous Salt Films

Advanced Functional Materials, EarlyView.
Water as a gas sensor coating sounds impossible—until it stops evaporating. Here, hygroscopic salt solutions (LiCl, LiBr, H3PO4) form non‐drying aqueous films on CNT chemiresistors under ambient air. Gases partition into these liquid layers, sometimes transforming into water, and generate salt‐specific resistance fingerprints across a four‐channel ...
Seongwoo Lee, Yun‐Tae Kim, Hwarang Choi, Sanghwan Park, Seongyeop Lim, Chang Young Lee   +5 more
wiley   +1 more source