Results 51 to 60 of about 9,321,197 (330)
Financial Trading Strategy System Based on Machine Learning
, 2020 The long-term and short-term volatilities of financial market, combined with the complex influence of linear and nonlinear information, make the prediction of stock price extremely difficult. This paper breaks away from the traditional research framework
Yanjun Chen +3 more
semanticscholar +1 more source
On methods of building the trading strategies in the cryptocurrency markets
Discrete and Continuous Models and Applied Computational Science, 2022 The paper proposes a trading strategy for investing in the cryptocurrency market that uses instant market entries based on additional sources of information in the form of a developed dataset.
Eugeny Yu. Shchetinin
doaj +1 more source
An interval constraint-based trading strategy with social sentiment for the stock market
Financial InnovationDeveloping effective strategies to earn excess returns in the stock market is a cutting-edge topic in the field of economics. At the same time, stock price forecasting that supports trading strategies is considered one of the most challenging tasks ...
Mingchen Li +4 more
semanticscholar +1 more source
Predictive Trading Strategy for Physical Electricity Futures
Energies, 2020 This article presents an original predictive strategy, based on a new mid-term forecasting model, to be used for trading physical electricity futures.
C. Monteiro +2 more
semanticscholar +1 more source
Optimal Investment Strategy for DC Pension Schemes under Partial Information
Risks, 2022 We consider a defined-contribution (DC)-pension-fund-management problem under partial information. The fund manager is allowed to invest the wealth from the fund account into a financial market consisting of a risk-free account, a stock and a rolling ...
Manli Ban, Hua He, Xiaoqing Liang
doaj +1 more source
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 +2 more sources
Risks, 2022 The aim of this paper is to introduce a two-step trading algorithm, named TI-SiSS. In the first step, using some technical analysis indicators and the two NLP-based metrics (namely Sentiment and Popularity) provided by FinScience and based on relevant ...
Andrea Frattini +3 more
doaj +1 more source
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
openaire +3 more sources
Diversity and complexity in neural organoids
FEBS Letters, EarlyView.Neural organoid research aims to expand genetic diversity on one side and increase tissue complexity on the other. Chimeroids integrate multiple donor genomes within single organoids. Self‐organising multi‐identity organoids, exogenous cell seeding, or enforced assembly of region‐specific organoids contribute to tissue complexity.
Ilaria Chiaradia, Madeline A. Lancaster
wiley +1 more source
Complex, 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
semanticscholar +1 more source