Results 81 to 90 of about 142,438 (299)
Pairs trading: An optimal selling rule
Mathematical Control & Related Fields, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kuo, Kevin +5 more
openaire +3 more sources
Advanced Engineering Materials, EarlyView.Additive manufacturing provides precise control over the placement of continuous fibres within polymer matrices, enabling customised mechanical performance in composite components. This article explores processing strategies, mechanical testing, and modelling approaches for additive manufactured continuous fibre‐reinforced composites.
Cherian Thomas, Amir Hosein Sakhaei
wiley +1 more source
Pairs Trading: Performance of a Relative Value Arbitrage Rule [PDF]
We test a Wall Street investment strategy known as pairs trading' with daily data over the period 1962 through 1997. Stocks are matched into pairs according to minimum distance in historical normalized price space.
Evan G. Galev +2 more
core
Fostering Innovation: Streamlining Magnetocaloric Materials Research by Digitalization
Advanced Engineering Materials, EarlyView.Magnetocaloric cooling (MCE) is an environmentally friendly refrigeration method with great potential. Optimizing MCE materials involves the preparation and screening of large quantities of samples, which in turn generates a large amount of data. A digitalization approach is presented that uses ontologies, knowledge graphs, and digital workflows to ...
Simon Bekemeier +17 more
wiley +1 more source
Econometrics, 2016 We investigate the direct connection between the uncertainty related to estimated stable ratios of stock prices and risk and return of two pairs trading strategies: a conditional statistical arbitrage method and an implicit arbitrage one.
David Ardia +3 more
doaj +1 more source
Fairness Preferences in a Bilateral Trade Experiment
Games, 2020 Is the willingness to make trades influenced by how the total gains from trade are split between the trading partners? We present results from a bilateral trade game (n = 128) where all participants were price-takers and trading pairs faced one of three ...
Alice Ciccone +2 more
doaj +1 more source
Multimodal Data‐Driven Microstructure Characterization
Advanced Engineering Materials, EarlyView.A self‐consistent autonomous workflow for EBSP‐based microstructure segmentation by integrating PCA, GMM clustering, and cNMF with information‐theoretic parameter selection, requiring no user input. An optimal ROI size related to characteristic grain size is identified.
Qi Zhang +4 more
wiley +1 more source
Pairs trading with time-series deep learning models
Journal of Finance and Data SciencePairs trading is a well-studied statistical arbitrage strategy including the identification of asset pairs exhibiting correlated changes in their historical prices.
Selin Yilmaz, Emre Sefer
doaj +1 more source
Pairs trading in the UK equity market: risk and return [PDF]
, 2014 In this paper, we provide the first comprehensive UK evidence on the profitability of the pairs trading strategy. Evidence suggests that the strategy performs well in crisis periods, so we control for both risk and liquidity to assess performance.
Bowen, David A., Hutchinson, Mark C.
core +1 more source
PASTA‐ELN: Simplifying Research Data Management for Experimental Materials Science
Advanced Engineering Materials, EarlyView.Research data management faces ongoing hurdles as many ELNs remain complex and restrictive. PASTA‐ELN offers an open‐source, cross‐platform solution that prioritizes simplicity, offline access, and user control. Its in tuitive folder structure, modular Python add‐ons, and open formats enable seamless documentation, FAIR data practices, and easy ...
S. Brinckmann, G. Winkens, R. Schwaiger
wiley +1 more source