Results 151 to 160 of about 3,181,879 (366)
Statistical arbitrage pairs : can cointegration capture market neutral profits? [PDF]
We back-test a statistical arbitrage strategy, pairs trading, over the ten year period 01.01.2003 – 31.12.2012 at the Oslo Stock Exchange. We construct an unbiased dataset, where stocks are matched into pairs using a cointegration approach and traded ...
Hoel, Christoffer Haakon
core
Anisometric carbon nanodots are synthesized directly from a liquid crystal precursor and embedded into polymer network liquid crystals to create soft, multifunctional photonic films. These hybrid devices exhibit polarized photoluminescence, broad UV absorption, and fast, electrically tunable light modulation.
Mangesh D. Patekari +4 more
wiley +1 more source
Heterogeniety in electrochemical systems heavily influences device performance and durability. The study shows unique evidence of spatio‐operational heterogeneity in fuel cells via operando neutron and X‐ray tomography. Large variations in membrane thickness and hydration depend upon location and operating conditions, with implications on membrane ...
Pranay Shrestha +9 more
wiley +1 more source
Dynamic exponent market maker: personalized portfolio manager and one pool to trade them all
Decentralized exchange (DEX) platforms such as Uniswap and Balancer operate on several pools where each pool contains two or more cryptocurrencies and constitutes direct trading pairs.
Wittawat Kositwattanarerk
doaj +1 more source
We introduce a nucleic acid nanoparticle (NANP) platform designed to be rrecognized by the human innate immune system in a regulated manner. By changing chemical composition while maintaining constant architectural parameters, we identify key determinants of immunorecognition enabling the rational design of NANPs with tunable immune activation profiles
Martin Panigaj +21 more
wiley +1 more source
A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach. [PDF]
Tenyakov A, Mamon R.
europepmc +1 more source
Market-neutral trading with fuzzy inference, a new method for the pairs trading strategy
M. Baha Bayram, Muzaffer Akat
openalex +2 more sources
It is demonstrated that severe lattice distortion and coherent nanoprecipitates overcome the strength–ductility dilemma and mitigate discontinuous plastic flow (DPF) at 4.2 K. Such microstructural design enhances both thermal and athermal stress components, leading to exceptional mechanical performance.
Min Young Sung +11 more
wiley +1 more source
An Intelligent Model for Pairs Trading Using Genetic Algorithms. [PDF]
Huang CF +4 more
europepmc +1 more source

