Results 141 to 150 of about 1,288 (228)

Explainable AI With Imbalanced Learning Strategies for Blockchain Transaction Fraud Detection

Engineering Reports, Volume 8, Issue 1, January 2026.
Research methodology pipeline for blockchain fraud detection. ABSTRACT Blockchain networks now support billions of dollars in daily transactions, making reliable and transparent fraud detection essential for maintaining user trust and financial stability.
Ahmed Abbas Jasim Al‐Hchaimi, M. A. Khalifa, Walid El‐Shafai   +2 more
wiley   +1 more source

AI-enhanced multi-timescale optimization strategy for virtual power plants: Advancing losad forecasting and dynamic demand response integration. [PDF]

PLoS One
Xu G, Yang G, Bao J, Feng H, Zhang F, Zheng H.   +5 more
europepmc   +1 more source

A Statistical Arbitrage FX Trading System Based on Short Term FX Volatility Swings Forecasting with Institutional Data on JPY Based Investment Flows Into US Markets

, 2009
Pavan Gadiraju
openalex   +1 more source

Deep Learning and Econometric Time Series Analysis: An Assessment of Daily Return Forecasts

Journal of Forecasting, Volume 45, Issue 1, Page 377-390, January 2026.
ABSTRACT We provide an in‐depth assessment of univariate financial time series analysis via machine learning followed by a thorough discussion beyond the discussion on daily return predictability. We simulate economic time series and present an in‐depth assessment of relevant hyperparameter tuning and study the ability of competing deep learning ...
Theo Berger
wiley   +1 more source

An LSTM-based optimization algorithm for enhancing quantitative arbitrage trading. [PDF]

PeerJ Comput Sci
Han G, Li H.
europepmc   +1 more source

The application of Ornstein-Uhlenbeck Process model and ARCH/GARCH model in statistical arbitrage

, 2017
Jianbo Wang, Jianyang Fang
openalex   +1 more source

Mean-Reverting Statistical Arbitrage in Crude Oil Markets

, 2017
Viviana Fanelli
openalex   +1 more source

Tick Size, Lot Size, and Liquidity in Futures Trading

Journal of Futures Markets, Volume 46, Issue 1, Page 43-55, January 2026.
ABSTRACT Futures are standardized and heavily regulated contracts, and these features make futures trading possible at liquid secondary markets. However, regulations constrain futures trading at discrete prices and quantities by imposing a minimum tick size and a minimum lot size.
Lars L. Nordén, Chengcheng Qu, Caihong Xu   +2 more
wiley   +1 more source

Temporally consistent tri ledger settlement enables robust and noncontestable coordination in interprovincial power systems. [PDF]

Sci Rep
Ma X, Lv S, Hu W, Huang C, Tan Z.
europepmc   +1 more source

Application of Black-Litterman Bayesian in Statistical Arbitrage [PDF]

Qiqin Zhou
openalex   +1 more source