Results 91 to 100 of about 9,321,197 (330)
Risk Aversion Asymptotics for Power Utility Maximization
, 2010 We consider the economic problem of optimal consumption and investment with power utility. We study the optimal strategy as the relative risk aversion tends to infinity or to one.
Nutz, Marcel
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Nanoindentation Criteria for Combinatorial Thin Film Libraries
Advanced Engineering Materials, EarlyView.Thin‐film material libraries are compositional spreads used for screening composition‐structure‐property relationships. Nanoindentation is often used to characterize mechanical behavior across these systems, however variations in methodology are widespread.
Andre Bohn, Adie Alwen, Andrea M. Hodge
wiley +1 more source
Optimal Trading Strategy and Supply/Demand Dynamics [PDF]
The supply/demand of a security in the market is an intertemporal, not a static, object and its dynamics is crucial in determining market participants' trading behavior.
Anna Obizhaeva, Jiang Wang
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Advanced Engineering Materials, EarlyView.Trace additions of Sn and Sr combined with a two‐step aging treatment are shown to enhance the microstructure and performance of Al–Zr–Sc conductor alloys. Strength and electrical conductivity increase concurrently through accelerated precipitation of fine Al3(Sc, Zr) precipitates and improved dislocation resistance, offering a cost‐effective pathway ...
Quan Shao +3 more
wiley +1 more source
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
doaj +1 more source
M of a kind: A Multivariate Approach at Pairs Trading [PDF]
Pairs trading is a popular trading strategy that tries to take advantage of market inefficiencies in order to obtain profit. Such approach, on its classical formulation, uses information of only two stocks (a stock and its pairs) in the formation of the ...
Perlin, M.
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Advanced Engineering Materials, EarlyView.Disordered (Fe50Co50)1−xPtx thin films exhibit a pronounced anomalous Nernst effect (ANE) with a strong composition dependence on both rigid and flexible substrates. The transverse thermoelectric response peaks near 22.5 at.% Pt, accompanied by enhanced αxy/σxy scaling, thermal transport, and ANE sensitivity.
Mojtaba Mohammadi +2 more
wiley +1 more source
Options and Efficiency in Multiperiod Security Markets [PDF]
We extend the result of Ross (1976) that European options generate complete markets from the single-period to a multiperiod setting. We find that multiperiod European options on a trading strategy generate dynamic completeness for every arbitrage-free ...
Alexandre Baptista
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Sol–Gel Derived Polymer Precursors for Stereolithography of ZrC
Advanced Engineering Materials, EarlyView.ZrC is a critical material target for extreme temperature conditions. This report describes a protocol for preparing ZrC ceramics via stereolithography and examines the impact of the polymer matrix on carbothermal reduction and mechanical stability of 3D printed ZrC.
Charles J. Rafalko +2 more
wiley +1 more source
Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio: an Application to Hedge Fund Replication [PDF]
This paper provides a new method to construct a dynamic optimal portfolio for asset management in a complete market. The method generates a target payoff distribution by the cheapest dynamic trading strategy.
Akihiko Takahashi, Kyo Yamamoto
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