Results 21 to 30 of about 37,671 (266)
Mathematics, 2023 With the development of internet technology, more two-sided market platforms, e.g., Tabao, Amazon and Lending Club, have emerged, and it is worth exploring the role that these two-sided market platforms can play in better serving users.
Yingxiu Zhao, Sitong Zhou
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Extending the Omega model with momentum and reversal strategies to intraday trading.
PLoS ONE, 2023 This study develops the Omega model integrated with momentum and reversal strategies using high-frequency data on the component stocks of the S&P 500 Index and the NASDAQ 100.
Jing-Rung Yu +3 more
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The Pricing of ESG: Evidence From Overnight Return and Intraday Return
Frontiers in Environmental Science, 2022 By featuring the link of investor heterogeneity to the persistence of the overnight and intraday components of returns, we examine the ESG–overnight (intraday) alpha relation in the Chinese stock market.
Xiaoqun Liu +2 more
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A Mean-VaR Based Deep Reinforcement Learning Framework for Practical Algorithmic Trading
IEEE Access, 2023 It is difficult to automatically produce trading signals based on previous transaction data and the financial status of assets because of the significant noise and unpredictability of capital markets.
Boyi Jin
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Intelligent Dynamic Backlash Agent: A Trading Strategy Based on the Directional Change Framework
Algorithms, 2018 The Directional Changes (DC) framework is an approach to summarize price movement in financial time series. Some studies have tried to develop trading strategies based on the DC framework.
Amer Bakhach +3 more
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A strategy for electricity buyers in futures markets [PDF]
E3S Web of Conferences, 2020 This paper presents an original trading strategy for electricity buyers in futures markets. The strategy applies a medium-term electricity price forecasting model to predict the monthly average spot price which is used to evaluate the Risk Premium for a ...
Monteiro Claudio +2 more
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Constructing Equity Investment Strategies Using Analyst Reports and Regime Switching Models
Frontiers in Artificial Intelligence, 2022 This study demonstrates whether analysts' sentiments toward individual stocks are useful for stock investment strategies. This is achieved by using natural language processing to create a polarity index from textual information in analyst reports.
Rei Taguchi +4 more
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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
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Limits of semistatic trading strategies
Mathematical Finance, 2022 AbstractWe show that pointwise limits of semistatic trading strategies in discrete time are again semistatic strategies. The analysis is carried out in full generality for a two‐period model, and under a probabilistic condition for multiperiod, multistock models.
Marcel Nutz, Johannes Wiesel, Long Zhao
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Mapping the evolution of mitochondrial complex I through structural variation
FEBS Letters, EarlyView.Respiratory complex I (CI) is crucial for bioenergetic metabolism in many prokaryotes and eukaryotes. It is composed of a conserved set of core subunits and additional accessory subunits that vary depending on the organism. Here, we categorize CI subunits from available structures to map the evolution of CI across eukaryotes. Respiratory complex I (CI)
Dong‐Woo Shin +2 more
wiley +1 more source