Results 111 to 120 of about 7,740,955 (377)
Advanced Investment Strategy for Trading Major Currency Pairs
Littera Scripta, 2013 In this paper there is a description of one of the possible approaches to investing in the currency market, which is based on the statistical analysis of price movements of major currency pairs. It is the currency pairs EUR/USD, GBP/USD and USD/JPY which
Jan Budík, Lenka Smolíková
doaj
A Self-Rewarding Mechanism in Deep Reinforcement Learning for Trading Strategy Optimization
MathematicsReinforcement Learning (RL) is increasingly being applied to complex decision-making tasks such as financial trading. However, designing effective reward functions remains a significant challenge.
Yuling Huang +3 more
doaj +1 more source
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
doaj +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.
core +1 more source
Advanced Engineering Materials, EarlyView.A metallic implant's higher stiffness compared to the surrounding bone leads to stress shielding problems, causing bone density reduction and bone growth interference in pediatric patients. 3D‐printed triply periodic minimal surface structures present a promising engineering solution.
Ali Ebrahimzadeh Dehaghani +4 more
wiley +1 more source
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
core
Consortium Blockchain for Secure Energy Trading in Industrial Internet of Things
IEEE Transactions on Industrial Informatics, 2018 In industrial Internet of things (IIoT), peer-to-peer (P2P) energy trading ubiquitously takes place in various scenarios, e.g., microgrids, energy harvesting networks, and vehicle-to-grid networks.
Zhetao Li +5 more
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.Hydrostatic bearings excel in high‐precision applications, but their performance hinges on a continuous external supply. This study evaluates various material combinations for sliding surfaces to mitigate damage during supply failures or misalignment and to discover the most effective materials identified for enhancing the reliability and efficiency of
Michal Michalec +6 more
wiley +1 more source
Dynamic Pairs Trading Strategy For The Companies Listed In The Istanbul Stock Exchange [PDF]
In this research we performed pairs trading strategy based on a comparative mean reversion of asset prices with daily data over the period 2002 through 2008 in Istanbul Stock Exchange.
Bolgun, Evren +2 more
core +1 more source
Leakage of rank-dependent functionally generated trading strategies [PDF]
arXiv, 2019 This paper investigates the so-called leakage effect of trading strategies generated functionally from rank-dependent portfolio generating functions. This effect measures the loss in wealth of trading strategies due to renewing the portfolio constituent stocks.
arxiv