Results 101 to 110 of about 7,740,955 (377)
Mechanics of good trade execution in the framework of linear temporary market impact [PDF]
arXiv, 2019 We define the concept of good trade execution and we construct explicit adapted good trade execution strategies in the framework of linear temporary market impact. Good trade execution strategies are dynamic, in the sense that they react to the actual realisation of the traded asset price path over the trading period; this is paramount in volatile ...
arxiv
Bidding strategy of virtual power plant considering carbon-electricity trading
CSEE Journal of Power and Energy Systems, 2019 Virtual power plant (VPP) aggregates large amounts of distributed energy and controllable loads. The comprehensive consideration of carbon emissions and electricity transactions has great significance in improving the VPP operation's economic efficiency.
Dechang Yang +4 more
semanticscholar +1 more source
Regulating Protein Immobilization During Cell‐Free Protein Synthesis in Hyaluronan Microgels
Advanced Biology, EarlyView.Bifunctional microgels carrying a linear DNA template and Ni2+‐activated NTA moieties are used as platform for cell‐free protein synthesis and in situ protein immobilization. By varying the concentration of NTA moieties in the microgels, the amount of GFP‐His immobilized inside the microgel and released to the microgel environment can be regulated ...
Anika Kaufmann +2 more
wiley +1 more source
Medidas alternativas de volatilidad en el mercado de valores peruano
Revista de Análisis Económico y Financiero, 2019 This document seeks to compare the main volatility calculation methodologies for the Peruvian stock market. Three volatility calculation methods are presented, the EWMA model, the GARCH model and the Stochastic Volatility (SV) model.
Rafael Nivin Valdiviezo
doaj +1 more source
Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time [PDF]
, 2000 Actual investment performance reflects the underlying strategy of the portfolio manager and the execution costs incurred in realizing those objectives.
Domowitz, Ian +2 more
core
Trading strategies for stock pairs regarding to the cross-impact cost [PDF]
arXiv, 2017 We extend the framework of trading strategies of Gatheral [2010] from single stocks to a pair of stocks. Our trading strategy with the executions of two round-trip trades can be described by the trading rates of the paired stocks and the ratio of their trading periods.
arxiv
Optimal Trade Execution with Uncertain Volume Target [PDF]
, 2018 In the seminal paper on optimal execution of portfolio transactions, Almgren and Chriss (2001) define the optimal trading strategy to liquidate a fixed volume of a single security under price uncertainty. Yet there exist situations, such as in the power market, in which the volume to be traded can only be estimated and becomes more accurate when ...
arxiv +1 more source
Toward Design Principles for Biomolecular Condensates for Metabolic Pathways
Advanced Biology, EarlyView.Biomolecular condensates are membrane‐less compartments found through‐out nature which can serve as reaction crucibles for biochemical processes. This review explores the design strategies underlying how condensates can be used in biotechnology to enhance multistep enzyme cascades including enhancement by mass action and substrate channeling, and ...
Alain A.M. André +3 more
wiley +1 more source
Equity Returns Around Extreme Loss: A Stochastic Event Approach
American Business ReviewWe define an extreme loss event as a daily return at the left tail of negative two standard deviations of all daily returns for a specific stock. Prior studies focus on the relationship between extreme losses and specific anticipated announcements.
Xiaomin Guo +2 more
doaj +1 more source
Practical Deep Reinforcement Learning Approach for Stock Trading
, 2018 Stock trading strategy plays a crucial role in investment companies. However, it is challenging to obtain optimal strategy in the complex and dynamic stock market. We explore the potential of deep reinforcement learning to optimize stock trading strategy
Liu, Xiao-Yang +4 more
core