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How do carbon trading platform participation and government subsidy motivate blue carbon trading of marine ranching? A study based on evolutionary equilibrium strategy method

Marine Policy, 2021
Amidst the efforts to develop a low-carbon economy, blue carbon sequestration provides new approaches and opportunities for economic growth. Not only will blue carbon sequestration trading increase the value added for marine ranching firms, but it will ...
Xiaole Wan   +3 more
semanticscholar   +3 more sources

Self-Evolving Trading Strategy Integrating Internet of Things and Big Data

IEEE Internet of Things Journal, 2018
In the era of Internet of Things (IoT) and big data, data has increased dramatically. Computers have been used in various fields. Algorithmic trading is beginning to develop rapidly in the trading market, more and more algorithms begin to be used in the ...
Shenyong Xiao   +4 more
semanticscholar   +3 more sources

Trading strategy of structured mutual fund based on deep learning network

Expert Systems With Applications, 2021
Jiao-Kai Chen   +3 more
semanticscholar   +3 more sources

Is a sentiment-based trading strategy profitable?

Investment Analysts Journal, 2022
We examine whether sentiment indices predict individual firms’ stock returns and evaluate the performances of sentiment-based trading strategies in the Korean equity market.
Karam Kim, Doojin Ryu, Jinyoung Yu
semanticscholar   +1 more source

Implied volatility forecast and option trading strategy

, 2021
We examine the implied volatility derived from an improved Artificial Bee Colony with Back Propagation (BP) neural network model that is Artificial Bee Colony-Back Propagation (ABC-BP) neural network model.
Dehong Liu   +4 more
semanticscholar   +1 more source

Optimal Convergence Trade Strategies

Review of Financial Studies, 2013
Convergence trades exploit temporary mispricing by simultaneously buying relatively underpriced assets and selling short relatively overpriced assets. This paper studies optimal convergence trades under both recurring and nonrecurring arbitrage opportunities represented by continuing and "stopped" cointegrated price processes and considers both fixed ...
Liu, J., Timmermann, A.
openaire   +3 more sources

Enhancing a Pairs Trading strategy with the application of Machine Learning

Expert systems with applications, 2020
Pairs Trading is one of the most valuable market-neutral strategies used by hedge funds. It is particularly interesting because it overcomes the arduous process of valuing securities by focusing on relative pricing.
Simão Moraes Sarmento, N. Horta
semanticscholar   +1 more source

A Novel Algorithmic Trading Strategy Using Data-Driven Innovation Volatility

IEEE Symposium Series on Computational Intelligence, 2020
The explosion of algorithmic trading has been one of the most prominent recent trends in the finance industry. Regularized estimating functions including Kalman filtering (KF) allow dynamic data scientists and algo traders to enhance the predictive power
You Liang   +2 more
semanticscholar   +1 more source

A Novel Dynamic Data-Driven Algorithmic Trading Strategy Using Joint Forecasts of Volatility and Stock Price

Annual International Computer Software and Applications Conference, 2020
Volatility forecasts and stock price forecasts play major roles in algorithmic trading. In this paper, joint forecasts of volatility and stock price are first obtained and then applied to algorithmic trading.
You Liang   +4 more
semanticscholar   +1 more source

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