Results 141 to 150 of about 3,181,879 (366)

Length Pairs trading: is it applicable to exchange-traded funds?

, 2022
Among the various statistical trading strategies, pairs trading has been widely employed as a market neutral strategy owing to its simple approach and ease of application. In this context, we develop a cointegration-based pairs trading framework with a set of pre-conditions for pair eligibility and apply it to different asset classes.
Tokat, Ekin, Hayrullahoglu, Ahmet Cevdet
openaire   +2 more sources

Engineered Interface and Spatial Arrangement of Inorganic Components for Dendrite‐Free Li Anodes in Carbonate‐Based Electrolyte

Advanced Functional Materials, EarlyView.
A solid‐state ion exchange strategy constructs dentrimental Li2CO3 into a high‐modulus, high‐surface‐energy interface to enable dendrite‐free deposition of Li metal anode in the harsh carbonate‐based electrolyte. Abstract The practical application of lithium metal batteries (LMBs) in carbonate‐based electrolytes is hindered by uncontrolled lithium (Li)
Qiannan Zhao, Kaiqi Zhao, Jae‐Hoon Baek, Ronghua Wang, Chaohe Xu, Jong‐Beom Baek   +5 more
wiley   +1 more source

On Money as a Means of Coordination between Network Packets [PDF]

, 2012
In this work, we apply a common economic tool, namely money, to coordinate network packets. In particular, we present a network economy, called PacketEconomy, where each flow is modeled as a population of rational network packets, and these packets can ...
Efraimidis, Pavlos S., Koutsiamanis, Remous-Aris   +1 more
core  

Unleashing the Power of Machine Learning in Nanomedicine Formulation Development

Advanced Functional Materials, EarlyView.
A random forest machine learning model is able to make predictions on nanoparticle attributes of different nanomedicines (i.e. lipid nanoparticles, liposomes, or PLGA nanoparticles) based on microfluidic formulation parameters. Machine learning models are based on a database of nanoparticle formulations, and models are able to generate unique solutions
Thomas L. Moore, Cristiano Pesce, Antonietta Greco, Claudia Pisante, Greta Avancini, Valentina Di Francesco, Yosi Shamay, Paolo Decuzzi   +7 more
wiley   +1 more source

Realtime market microstructure analysis: online Transaction Cost Analysis [PDF]

, 2013
Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discovery of the causes that lie behind a poor trading performance.
Azencott, Robert, Beri, Arjun, Gadhyan, Yutheeka, Joseph, Nicolas, Lehalle, Charles-Albert, Rowley, Matthew   +5 more
core  

Complex Cryptographic and User‐Centric Physically Unclonable Functions Enabled by Strain‐Sensitive Nanocrystals via Selective Ligand Exchange

Advanced Functional Materials, EarlyView.
This study investigates electromechanical PUFs that improve on traditional electric PUFs. The electron transport materials are coated randomly through selective ligand exchange. It produces multiple keys and a key with motion dependent on percolation and strain, and approaches almost ideal inter‐ and intra‐hamming distances.
Seungshin Lim, Hanseok Seo, Taesung Park, Byung Ku Jung, Junhyeok Park, Young Kyun Choi, Dae Yang Oh, Soong Ju Oh   +7 more
wiley   +1 more source

The Evolution of Exchange [PDF]

Stochastic stability is applied to the problem of exchange. We analyze the stochastic stability of two dynamic trading processes in a simple housing market.
Assaf Ben-Shoham, Oscar Volij, Roberto Serrano   +2 more
core  

Deep Reinforcement Learning Pairs Trading [PDF]

, 2019
This research applies a deep reinforcement learning technique, Deep Q-network, to a stock market pairs trading strategy for profit. Artificial intelligent methods have long since been applied to optimize trading strategies. This work trains and tests a DQN to trade co-integrated stock market prices, in a pairs trading strategy.
openaire   +2 more sources

Using In Situ TEM to Understand the Surfaces of Electrocatalysts at Reaction Conditions: Single‐Atoms to Nanoparticles

Advanced Functional Materials, EarlyView.
This review summarizes recent advances in closed‐cell in situ TEM strategies for accurate determination of the activity and stability of single‐atom catalyst systems during operation. Operando conditions causing dynamic changes of SAC systems are highlighted and we explain why ensemble average‐based optical techniques may benefit from the technological
Martin Ek, Soshan Cheong, Julie Cairney, Richard D. Tilley, Ingemar Persson   +4 more
wiley   +1 more source

Pairs trading of nearly identical twin stocks: The case of GOOGL versus GOOG

South African Journal of Business Management
Purpose: As computer technology and statistical methods advance, statistical arbitrage research focuses on developing more sophisticated trading methods.
Che-Ming Yang, An-Sing Chen
doaj   +1 more source