Results 131 to 140 of about 7,740,955 (377)
Beyond Order: Perspectives on Leveraging Machine Learning for Disordered Materials
Advanced Engineering Materials, EarlyView.This article explores how machine learning (ML) revolutionizes the study and design of disordered materials by uncovering hidden patterns, predicting properties, and optimizing multiscale structures. It highlights key advancements, including generative models, graph neural networks, and hybrid ML‐physics methods, addressing challenges like data ...
Hamidreza Yazdani Sarvestani +4 more
wiley +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.
core +1 more source
Efficient Computation of Optimal Trading Strategies [PDF]
arXiv, 2010 Given the return series for a set of instruments, a \emph{trading strategy} is a switching function that transfers wealth from one instrument to another at specified times. We present efficient algorithms for constructing (ex-post) trading strategies that are optimal with respect to the total return, the Sterling ratio and the Sharpe ratio.
arxiv
Hybrid Framework Materials: Next‐Generation Engineering Materials
Advanced Engineering Materials, EarlyView.Hybrid organic–inorganic materials merge the unique properties of organic and inorganic compounds, enabling applications in optoelectronics, gas storage, and catalysis. This review explores metal‐organic frameworks, hybrid organic–inorganic perovskites, and the emerging field of hybrid glasses, emphasizing their structures, functionalities, and ...
Jay McCarron +2 more
wiley +1 more source
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
Profitability of Pairs Trading Strategy In and Illiquid Market with Multiple Share Classes
, 2012 We investigate the practical issues of implementing the self-financing pairs portfolio trading strategy presented by Gatev et al. (2006). We also provide new evidence on the profitability of pairs trading under different weighting structures and trade ...
J. Broussard, M. Vaihekoski
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.This article presents the development of Fe‐Mn‐Zn nanocrystalline alloys (0–9 wt% Zn) by mechanical alloying and subsequently hot pressing. Their microstructure, density, hardness, wear resistance, corrosion behavior, and antibacterial properties are systematically examined.
Ilker Emin Dag +3 more
wiley +1 more source
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
Our trading strategy is inspired from the paper "implied volatility indices as leading indicators of stock index returns?", Giot (2002,[3]). It uses stylized facts observed in stock markets: the so called "leverage effect", the clustering and the mean ...
Ardia, David
core +1 more source
Constructing the Best Trading Strategy: A New General Framework [PDF]
arXiv, 2011 We introduce a new general framework for constructing the best trading strategy for a given historical indicator. We construct the unique trading strategy with the highest expected return. This optimal strategy may be implemented directly, or its expected return may be used as a benchmark to evaluate how far away from the optimal other proposed ...
arxiv