Results 11 to 20 of about 7,740,955 (377)
The price dynamics of common trading strategies
, 2000 A deterministic trading strategy can be regarded as a signal processing element that uses external information and past prices as inputs and incorporates them into future prices. This paper uses a market maker based method of price formation to study the
Farmer, J. Doyne, Joshi, Shareen
core +5 more sources
An LSTM-based optimization algorithm for enhancing quantitative arbitrage trading [PDF]
PeerJ Computer ScienceArbitrage trading is a common quantitative trading strategy that leverages the long-term cointegration relationships between multiple related assets to conduct spread trading for profit.
Guodong Han, Hecheng Li
doaj +3 more sources
Complexity, 2019 Many researchers have tried to optimize pairs trading as the numbers of opportunities for arbitrage profit have gradually decreased. Pairs trading is a market-neutral strategy; it profits if the given condition is satisfied within a given trading window,
Taewook Kim, Ha Young Kim
doaj +2 more sources
No arbitrage conditions for simple trading strategies [PDF]
Annals of Finance, 2009 Keywords: Simple trading strategies. Arbitrage. Sticky processes.
Erhan Bayraktar, Hasanjan Sayit
openalex +6 more sources
Using a Graph-based Method for Detecting the Optimal Turning Points of Financial Time Series [PDF]
تحقیقات مالی, 2022 Objective: One of the concerns of financial market investors is adopting a profitable trading strategy, which is based on profitable turning points (TPs). To achieve this target, it is necessary to predict TPs.
Fateme Yazdani +2 more
doaj +1 more source
Optimal Price-maker Trading Strategy of Wind Power Producer Using Virtual Bidding
Journal of Modern Power Systems and Clean Energy, 2021 This paper proposes a stochastic optimization model for generating the optimal price-maker trading strategy for awind power producer using virtual bidding, which is a kind of financial tool available in most electricity markets of the United States.
Dongliang Xiao +2 more
semanticscholar +1 more source
IEEE Transactions on Power Systems, 2021 Wind power producers participating in day-ahead electricity markets are compelled to pay imbalance costs if they do not generate the same amount of power as they had bid for. These imbalance costs comprise a significant proportion of their income.
M. Shamsi, P. Cuffe
semanticscholar +1 more source
Trade Ease With Machine Learning and AWS
IEEE Access, 2023 Global trading is undergoing significant changes, necessitating modifications to the trading strategies. This study presents a newly developed cloud-based trading strategy that uses Amazon Web Services (AWS), machine learning (ML), and data science to ...
Kamurthi Ravi Teja, Chuan-Ming Liu
doaj +1 more source
Journal of Applied Clinical Medical Physics, Volume 23, Issue 12, December 2022., 2022 Abstract Purpose A set of treatment planning strategies were designed and retrospectively implemented for locally advanced, non‐small cell lung cancer (NSCLC) patients in order to minimize cardiac dose without compromising target coverage goals. Methods Retrospective analysis was performed for 20 NSCLC patients prescribed to 60–66 Gy that received a ...
Joshua P. Kim +5 more
wiley +1 more source
News-based trading strategies [PDF]
Decision Support Systems, 2015 Decision Support Systems ...
Feuerriegel, Stefan, Prendinger, Helmut
openaire +6 more sources