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Computer-Aided Quantum Algorithms for Real-Time Energy Market Trading
IEEE AccessThis study presents an innovative approach for optimizing real-time energy market trading strategies by integrating Proximal Policy Optimization (PPO) with Quantum Annealing (QA).
Jinghui Wu +4 more
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Replicating the CBOE VIX using a synthetic volatility index trading algorithm
Cogent Economics & Finance, 2019 This article tests whether a correlation exists between a stochastic synthetic volatility index (SVIX) and the Chicago Board Options Exchange (CBOE) volatility index (VIX) and assesses the success of the indicators’ application by pairing an undeveloped ...
Dayne Cary, Gary van Vuuren
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Simulated Trading-An Analysis of Pairs Trading [PDF]
In this report, we explain and analyze a trading strategy, popularly known as Pairs trading. We begin by explaining what a pair trading strategy entails.
Nikesh Agarwal +2 more
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New trading strategy in investment and a new anomaly: A study of the hedge funds from emerging and developed markets. [PDF]
Heliyon, 2023 Wong WK +4 more
europepmc +1 more source
Evaluation of pairs trading strategy at the Brazilian financial market [PDF]
Pairs trading is a popular trading strategy that tries to take advantage of market inefficiencies in order to obtain profit. The idea is simple: find two stocks that move together and take long/short positions when they diverge abnormally, hoping that ...
Perlin, M.
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Abstract In this chapter, the primary objective is to recall the concept of a trading strategy and to extend this concept to the setting of signatures. We discuss how one can extend classical methods of optimal trading by tackling stochastic control problems through the lens of signatures, in order to incorporate path-dependencies ...
Owen Futter, Magnus Wiese
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MathematicsThis paper solves the optimal trading problem of carbon options with a deep learning approach. In this setting, a trader wants to sell out the option inventory within a day.
Qianhui Lai, Qiang Yang
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Mathematical processing of trading strategy based on long short-term memory neural network model. [PDF]
Front Comput Neurosci, 2022 Wang HY, Li AQ, Tie CC, Wang CJ, Xu YH.
europepmc +1 more source
Trading of Innovations to Combat Globalization [PDF]
The twin phenomena of globalization and global-warming have put human-innovation at the forefront for member countries of the Organization for Economic Cooperation and Development (OECD).
Anantha Sundararajan +2 more
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IEEE AccessIn response to the unpredictable fluctuations in the global economic landscape, and with the aim of mitigating overnight risks, the stock market has seen a substantial increase in the number of day traders.
Min-Chih Hung, An-Pin Chen, Wan-Ting Yu
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