Results 71 to 80 of about 142,438 (299)
Advanced Engineering Materials, EarlyView.A numerical model resulting from irreversible thermodynamics for describing transport processes is introduced, focusing on thermodynamic activity gradients as the actual driving force for diffusion. Implemented in CUDA C++ and using CalPhaD methods for determining the necessary activity data, the model accurately simulates interdiffusion in aluminum ...
Ulrich Holländer +3 more
wiley +1 more source
Copula-based trading of cointegrated cryptocurrency Pairs
Financial InnovationThis study introduces a novel pairs trading strategy based on copulas for cointegrated pairs of cryptocurrencies. To identify the most suitable pairs and generate trading signals formulated from a reference asset for analyzing the mispricing index, the ...
Masood Tadi, Jiří Witzany
doaj +1 more source
On the origin of the Epps effect
, 2007 The Epps effect, the decrease of correlations between stock returns for short time windows, was traced back to the trading asynchronicity and to the occasional lead-lag relation between the prices.
Bence Tóth +14 more
core +4 more sources
Advanced Engineering Materials, EarlyView.Trace additions of Sn and Sr combined with a two‐step aging treatment are shown to enhance the microstructure and performance of Al–Zr–Sc conductor alloys. Strength and electrical conductivity increase concurrently through accelerated precipitation of fine Al3(Sc, Zr) precipitates and improved dislocation resistance, offering a cost‐effective pathway ...
Quan Shao +3 more
wiley +1 more source
Advanced Investment Strategy for Trading Major Currency Pairs
Littera Scripta, 2013 In this paper there is a description of one of the possible approaches to investing in the currency market, which is based on the statistical analysis of price movements of major currency pairs. It is the currency pairs EUR/USD, GBP/USD and USD/JPY which
Jan Budík, Lenka Smolíková
doaj
Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model
, 2010 This paper develops a matrix-variate adaptive Markov chain Monte Carlo (MCMC) methodology for Bayesian Cointegrated Vector Auto Regressions (CVAR).
Kannan, Balakrishnan +3 more
core +1 more source
Advanced Engineering Materials, EarlyView.Disordered (Fe50Co50)1−xPtx thin films exhibit a pronounced anomalous Nernst effect (ANE) with a strong composition dependence on both rigid and flexible substrates. The transverse thermoelectric response peaks near 22.5 at.% Pt, accompanied by enhanced αxy/σxy scaling, thermal transport, and ANE sensitivity.
Mojtaba Mohammadi +2 more
wiley +1 more source
MathematicsPairs trading is a short-term speculation trading strategy based on matching a long position with a short position in two assets in the hope that their prices will return to their historical equilibrium.
Mar Grande +3 more
doaj +1 more source
Simulated Trading-An Analysis of Pairs Trading [PDF]
In this report, we explain and analyze a trading strategy, popularly known as Pairs trading. We begin by explaining what a pair trading strategy entails.
Nikesh Agarwal +2 more
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Pairs trading with partial cointegration [PDF]
, 2016 Partial cointegration is a weakening of cointegration that allows for the "cointegrating" process to contain a random walk and a mean-reverting component. We derive its representation in state space, provide a maximum likelihood based estimation routine,
Clegg, Matthew, Krauss, Christopher
core