Results 21 to 30 of about 9,321,197 (330)
Frontiers in Energy Research, 2022 Energy-saving and emission reduction will become the focus of the energy industry in the future. The coordination of the carbon and electricity markets can help achieve the goals of carbon reduction.
Yuyan Yang +6 more
semanticscholar +1 more source
Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [PDF]
تحقیقات مالی, 2023 Objective: Pairs trading strategies have been around since the mid-1980s and have gained widespread acceptance in recent years. A pairs trading strategy is one of the forms of statistical arbitrage done to make a profit. It bases on the return related to
Mohammad Javad Nourahmadi +1 more
doaj +1 more source
Multiple game trading strategy of multiple virtual power plants considering carbon trading
Frontiers in Energy Research, 2023 The large-scale access of distributed energy resources has a certain impact on the power grid, so distributed energy resources cannot participate in the power market transactions alone. The concept of the virtual power plant (VPP) has thus emerged, which
Tianfeng Chu +5 more
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News-based trading strategies [PDF]
Decision Support Systems, 2015 Decision Support Systems ...
Feuerriegel, Stefan, Prendinger, Helmut
openaire +4 more sources
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
Additional Limit Conditions for Breakout Trading Strategies [PDF]
Informatică economică, 2019 One of the most popular trading methods used in financial markets is the Turtle strategy. Long time passed since the middle of 1983 when Richard Dennis and Bill Eckhardt disputed about whether great traders were born or made.
Cristian PAUNA
doaj +1 more source
The Features of Building a Portfolio of Trading Strategies Using the SAS OPTMODEL Procedure
Computation, 2021 The article describes the original information technology of the algorithmic trading, designed to solve the problem of forming the optimal portfolio of trade strategies.
Oleksandr Terentiev +4 more
doaj +1 more source
Effectiveness of Stop-Loss Trading Strategy VS Buy-And-Hold Strategy [PDF]
Iranian Journal of Accounting, Auditing & Finance, 2023 The current research investigates the top 30 companies of the Tehran Stock Exchange from 2009 to 2021, looking at each quarter. In this study, the traditional stop-loss (SL1) and trailing stop-loss (SL2) methods were used to calculate the stop-loss and ...
Mohammad Amin Teimoori-Boghsani +2 more
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Mathematics, 2023 Advancements in machine learning have led to an increased interest in applying deep reinforcement learning techniques to investment decision-making problems. Despite this, existing approaches often rely solely on single-scaling daily data, neglecting the
Yuling Huang +3 more
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Reinforcement Learning for Stock Prediction and High-Frequency Trading With T+1 Rules
IEEE Access, 2023 The high-frequency trading framework for the price trend prediction model and trading strategy has been a popular approach for T+0 trading in the stock market.
Weipeng Zhang +4 more
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