Results 161 to 170 of about 1,288 (228)

Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities. [PDF]

Rev Deriv Res (Dordr), 2022
Muck M.
europepmc   +1 more source

Application of Statistical Arbitrages through pairs trading

, 2018
Sarika Pansare
openalex   +1 more source

Assessing the relevance of sell‐side analyst recommendations

Review of Financial Economics, Volume 44, Issue 1, January 2026.
Abstract This paper evaluates the informational value and alpha‐generating potential of sell‐side analyst recommendations. We explore this by employing a monthly portfolio‐sorted long‐short strategy based on consensus analyst recommendations. Our findings indicate that the long‐short equal‐weighted and value‐weighted portfolios yield significant excess
Ekene S. Aguegboh, Uchenna C. Onuoha, Poojan Patel   +2 more
wiley   +1 more source

Operation strategy and capacity configuration of digital renewable energy power station with energy storage. [PDF]

Heliyon
Wu J, Xue L, Zheng Y, Zhang J, Li Q.
europepmc   +1 more source

Analytic Solutions for Optimal Statistical Arbitrage Trading

, 2009
William Karel Bertram
openalex   +1 more source

Digital Twin‐Driven Two‐Stage Bi‐Level Collaborative Operation Strategy for Multi‐Microgrids Considering Energy Sharing and Price Incentives

Digital Twins and Applications, Volume 3, Issue 1, January/December 2026.
ABSTRACT To enhance the techno‐economic performance and robustness of multi‐microgrids (MMG) systems, this paper proposes a two‐stage bi‐level collaborative optimisation strategy integrating energy sharing and price incentives. In the day‐ahead stage, the shared energy storage operator (SESO) at the upper level employs conditional Wasserstein ...
Xianghu Cui, Qiang Guo, Fei Xu, Xiang Hu, Jianqiang Ouyang   +4 more
wiley   +1 more source

Reclaiming Resilience Through Granular Arbitrage: Anticipating Sea Level Rise in Singapore. [PDF]

Crit Asian Stud
Jamieson W.
europepmc   +1 more source

Market timing and statistical arbitrage: Which market timing opportunities arise from equity price busts coinciding with recessions? The Swedish stock market in the financial crises 2008

, 2011
Klaus Grobys
openalex   +1 more source

Battery‐Aided Personalised Protection Strategy for Achieving Differential Privacy of Electricity Consumption Data

IET Generation, Transmission &Distribution, Volume 20, Issue 1, January/December 2026.
This paper proposes a battery‐aided personalised differential privacy framework that generates physically realisable noise through battery operations. The proposed method enables adaptive privacy preservation through bounded noise probability functions with configurable privacy parameters and incorporates time‐of‐use pricing via a mean‐drift mechanism ...
Renjie Luo, Zehao Song, Xuexian Liu, Zhiyi Li   +3 more
wiley   +1 more source

SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices. [PDF]

Entropy (Basel)
Mao W, Liu P, Huang J.
europepmc   +1 more source