Results 61 to 70 of about 613 (140)

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

Real estate investment trusts: A price-based risk-adjusted performance study in South Africa

Acta Commercii
Orientation: The study examined the price-based, risk-adjusted return performance of South African real estate investment trusts (REITs) relative to alternative benchmark investments.
Jonathan Tembo, Chioma Okoro
doaj   +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

ANALISIS PERBANDINGAN KINERJA REKSADANA SAHAM SYARIAH MENGGUNAKAN METODE RASIO INFORMASI, RASIO SORTINO, DAN ROY SAFETY FIRST RATIO PERIODE 2015 – 2017 [PDF]

, 2018
Penelitian ini bertujuan untuk mengetahui apakah ada perbedaan kinerja reksadana saham syariah dengan metode Rasio Informasi, Sortino dan Roy Safety First.
NUR ROHMAN AZIS, 041114016
core  

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

Performances of Mutual Funds in Indonesia (in the Type of Equity, Asset Allocation, and Debt) Using Treynor Ratio, Sharpe Ratio, Information Ratio, Jensen Index and Sortino Ratio in 2006-2011 Period [PDF]

, 2013
This research is conducted to calculate and analyze the performance of mutual fund in Indonesia in several types that has a significant development during 2006-2011 (equity mutual fund, asset allocation fund, and debt mutual fund).
INNU AL KAUTSAR
core  

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

Development of a practical model for selection of stable tooling system configurations in internal turning

, 2012
When machining high precision mechanical parts, self excited chatter vibrations must be absolutely avoided since they cause unacceptable surface finish and dimensional errors.
SORTINO, Marco, PROSPERI, Francesca, TOTIS, Giovanni   +2 more
core   +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