Results 51 to 60 of about 451 (149)

Trading Games: Beating Passive Strategies in the Bullish Crypto Market

Journal of Futures Markets, Volume 45, Issue 11, Page 1911-1933, November 2025.
ABSTRACT This study examines the effectiveness of cointegrated pairs trading in cryptocurrency markets, introducing systematic parameter optimization within the trading framework. The analysis is conducted using a dataset comprising ten major cryptocurrencies, selected based on market capitalization and consensus mechanism, spanning the period from ...
Rafael Baptista Palazzi
wiley   +1 more source

PERUMUSAN PORTOFOLIO DINAMIS CRYPTOCURRENCY DENGAN SAHAM-SAHAM LQ45

Jurnal Ilmu Sosial dan Humaniora, 2019
Penelitian ini bertujuan untuk menganalisis kinerja portofolio yang dibentuk antara cryptocurrency dengan indeks LQ45 apakah memiliki kinerja yang lebih baik daripada portofolio yang hanya dibentuk dari indeks LQ45 saja.
Anggreini Pamilangan, Robiyanto Robiyanto   +1 more
doaj   +1 more source

Commodity Option Return Predictability

Journal of Futures Markets, Volume 45, Issue 10, Page 1544-1578, October 2025.
ABSTRACT This paper investigates the predictability of delta‐hedged commodity option returns using 103 predictors. We estimate several linear and nonlinear machine learning models and forecast ensembles using futures options data on seven commodities.
Constant Aka, Marie‐Hélène Gagnon, Gabriel J. Power   +2 more
wiley   +1 more source

News Sentiment and Commodity Futures Investing

Journal of Futures Markets, Volume 45, Issue 10, Page 1740-1756, October 2025.
ABSTRACT We investigate the role of media news sentiment in commodity futures investing. The weekly rebalanced long‐short portfolio sorted by news sentiment generates a significant average annualized return of around 8.3% after transaction costs. The time‐series spanning test reveals that the abnormal return of the long‐short portfolio sorted by news ...
Chi Yeguang, Lina El‐Jahel, Thanh Vu
wiley   +1 more source

Constrained flash sintering of gadolinium‐doped ceria thin layers

Journal of the American Ceramic Society, Volume 108, Issue 10, October 2025.
Abstract Flash sintering is a novel technology, which enables densification of ceramics in seconds to minutes at moderate furnace temperatures. To date, it has mostly been demonstrated on samples with simple geometries like dog bones, bars, or cylinders, which are quite far from real applications.
Luca Balice, Apurv Dash, Christian Melcher, Doris Sebold, Robert Mücke, Alexander Opitz, Martin Bram, Olivier Guillon   +7 more
wiley   +1 more source

FinRL Contests: Data‐Driven Financial Reinforcement Learning Agents for Stock and Crypto Trading

Artificial Intelligence for Engineering, Volume 1, Issue 1, Page 44-68, 29 September 2025.
FinRL Contests 2023–2025 explore the application of reinforcement learning in financial tasks, which are modelled as the Markov decision process (MDP). Participants specify state, reward and action to train the FinRL agents in stable market environments, advancing the development of RL‐based trading strategies in real‐world financial markets.
Keyi Wang, Nikolaus Holzer, Ziyi Xia, Yupeng Cao, Jiechao Gao, Anwar Walid, Kairong Xiao, Xiao‐Yang Liu Yanglet   +7 more
wiley   +1 more source

Multiobjective approach to portfolio optimization in the light of the credibility theory

Technological and Economic Development of Economy, 2020
The present research proposes a novel methodology to solve the problems faced by investors who take into consideration different investment criteria in a fuzzy context.
Fernando Garcia, Jairo González-Bueno, Francisco Guijarro, Javier Oliver, Rima Tamošiūnienė   +4 more
doaj   +1 more source

Cross‐asset time‐series momentum strategy: A new perspective

Accounting &Finance, Volume 65, Issue 3, Page 2387-2419, September 2025.
Abstract We propose a new investment strategy, the improved cross‐asset time‐series momentum (I‐XTSM) strategy, to predict future returns and make investments. Using data on 25 investment portfolios and common commodities for the period from January 1990 to December 2023, we find that the I‐XTSM strategy increases profitability substantially in the ...
Dezhong Xu, Bin Li, Tarlok Singh, Jung Chul Park   +3 more
wiley   +1 more source

Perbandingan Kinerja Reksa Dana Saham dan Campuran dengan Metode Sharpe, Treynor, Jensen, Information, dan Sortino Ratio (2021-2023)

Jurnal Manajemen
The significant growth of mutual fund investors underscores the importance of meticulous fund selection based on performance. This study compares the performance of equity and balanced funds using various metrics including Sharpe, Treynor, Jensen's Alpha, Information, and Sortino ratios to determine their relative strengths.
Nathanael Sutjipto, Bonnie Mindosa
openaire   +1 more source

Fabrication Optimization of van der Waals Metasurfaces: Inverse Patterning Boosts Resonance Quality Factor

Advanced Optical Materials, Volume 13, Issue 22, August 5, 2025.
An optimized fabrication approach for the nanostructuring of optical metasurfaces from van der Waals materials like hexagonal boron nitride is presented. The resonator geometries show enhanced geometric homogeneity, resulting in a significant increase in quality factors of symmetry‐protected bound states in the continuum resonances.
Jonas Biechteler, Connor Heimig, Thomas Weber, Dmytro Gryb, Luca Sortino, Stefan A. Maier, Leonardo de S. Menezes, Andreas Tittl   +7 more
wiley   +1 more source