Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
18 | Amit Upadhyay |
Pricing Anomalies and Arbitrage in Container Transport in India. ![Search on Bibsonomy](Pics/bibsonomy.png) |
INFORMS J. Appl. Anal. ![In: INFORMS J. Appl. Anal. 51(6), pp. 422-434, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Xi-Ning Zhuang, Zhao-Yun Chen, Yu-Chun Wu, Guo-Ping Guo |
Quantum Quantitative Trading: High-Frequency Statistical Arbitrage Algorithm. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2104.14214, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
18 | Shuyuan Zheng, Yang Cao 0011, Masatoshi Yoshikawa |
Trading Data with Personalized Differential Privacy and Partial Arbitrage Freeness. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2105.01651, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
18 | Ye Wang, Yan Chen, Shuiguang Deng, Roger Wattenhofer |
Cyclic Arbitrage in Decentralized Exchange Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2105.02784, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
18 | Daniel J. B. Harrold, Jun Cao, Zhong Fan |
Data-driven battery operation for energy arbitrage using rainbow deep reinforcement learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2106.06061, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
18 | Gaspard Peduzzi, Jason James, Jiahua Xu |
Jack The Rippler: Arbitrage on the Decentralized Exchange of the XRP Ledger. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2106.16158, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
18 | Jorge Guijarro-Ordonez, Markus Pelger, Greg Zanotti |
Deep Learning Statistical Arbitrage. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2106.04028, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
18 | Brian Ning, Sebastian Jaimungal, Xiaorong Zhang, Maxime Bergeron |
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2108.04941, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
18 | Eric Neyman, Tim Roughgarden |
Strictly Proper Contract Functions Can Be Arbitrage-Free. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2109.01308, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
18 | S. N. Smirnov |
A Guaranteed Deterministic Approach to Superhedging: No Arbitrage Properties of the Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Autom. Remote. Control. ![In: Autom. Remote. Control. 82(1), pp. 172-187, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Yi Cao 0001, Xiaoquan Liu, Jia Zhai |
Option valuation under no-arbitrage constraints with neural networks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 293(1), pp. 361-374, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Derek Singh, Shuzhong Zhang |
Robust Arbitrage Conditions for Financial Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Forum ![In: Oper. Res. Forum 2(3), 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Derek Singh, Shuzhong Zhang |
Correction to: Robust Arbitrage Conditions for Financial Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Forum ![In: Oper. Res. Forum 2(3), 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Audrius Kabasinskas, Kristina Sutiene |
Key Roles of Crypto-Exchanges in Generating Arbitrage Opportunities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Entropy ![In: Entropy 23(4), pp. 455, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Ingolf Gunnar Anton Pernice |
On Stablecoin Price Processes and Arbitrage. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Financial Cryptography Workshops ![In: Financial Cryptography and Data Security. FC 2021 International Workshops - CoDecFin, DeFi, VOTING, and WTSC, Virtual Event, March 5, 2021, Revised Selected Papers, pp. 124-135, 2021, Springer, 978-3-662-63957-3. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Farhad Angizeh, Ali Ghofrani, Esmat Zaidan, Mohsen A. Jafari |
On Evaluation of Onsite Energy Storage for Various End-Use Facilities with Utility Bill Management, Arbitrage, and Frequency Regulation Opportunities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISGT ![In: IEEE Power & Energy Society Innovative Smart Grid Technologies Conference, ISGT 2021, Washington, DC, USA, February 16-18, 2021, pp. 1-5, 2021, IEEE, 978-1-7281-8897-3. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Samuel Grone, Weitian Tong, Hayden Wimmer, Yao Xu |
Arbitrage Behavior amongst Multiple Cryptocurrency Exchange Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CSCI ![In: International Conference on Computational Science and Computational Intelligence, CSCI 2021, Las Vegas, NV, USA, December 15-17, 2021, pp. 527-532, 2021, IEEE, 978-1-6654-5841-2. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Pedro Luis Camuñas García, Jesús López Merino, Andrés Peña Asensio, Manuel García-Plaza, Santiago Arnaltes Gómez |
Analysis of methods to improve energy storage arbitrage benefit considering capacity degradation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICIT ![In: 22nd IEEE International Conference on Industrial Technology, ICIT 2021, Valencia, Spain, March 10-12, 2021, pp. 573-578, 2021, IEEE, 978-1-7281-5730-6. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Mahmoud Amin, Ildi Telegrafi |
Consumption-Focused Arbitrage on Electrical Power Markets using Energy Storage System. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IAS ![In: IEEE Industry Applications Society Annual Meeting, IAS 2021, Vancouver, BC, Canada, October 10-14, 2021, pp. 1-8, 2021, IEEE, 978-1-7281-6401-4. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Megan Shearer, David Byrd, Tucker Hybinette Balch, Michael P. Wellman |
Stability effects of arbitrage in exchange traded funds: an agent-based model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICAIF ![In: ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3 - 5, 2021, pp. 49:1-49:9, 2021, ACM, 978-1-4503-9148-1. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Roman Levus, Andrii Berko, Lyubomyr Chyrun, Valentyna Panasyuk, Mykhailo Hrubel |
Intelligent System for Arbitrage Situations Searching in the Cryptocurrency Market. ![Search on Bibsonomy](Pics/bibsonomy.png) |
MoMLeT+DS ![In: Modern Machine Learning Technologies and Data Science Workshop. Proc. 3rd International Workshop (MoMLeT&DS 2021). Volume I: Main Conference, Lviv-Shatsk, Ukraine, June 5-6, 2021., pp. 407-440, 2021, CEUR-WS.org. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
18 | Chen Lin, Yuntian Bao, Yunzhuang He |
Non-arbitrage Pricing and Hedging Strategy for European Put Option Based on Trinomial Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICSEB ![In: ICSEB 2021: 5th International Conference on Software and e-Business, Osaka, Japan, December 3 - 5, 2021, pp. 81-85, 2021, ACM, 978-1-4503-8583-1. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Gaspard Peduzzi, Jason James, Jiahua Xu |
Jack the Rippler: Arbitrage on the Decentralized Exchange of the XRP Ledger. ![Search on Bibsonomy](Pics/bibsonomy.png) |
BRAINS ![In: 3rd Conference on Blockchain Research & Applications for Innovative Networks and Services, BRAINS 2021, Paris, France, September 27-30, 2021, pp. 1-2, 2021, IEEE, 978-1-6654-3924-4. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Yinglun Li, Nanpeng Yu |
Learning to Arbitrage Congestion in Electricity Market with Virtual Bids. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISGT-Europe ![In: IEEE PES Innovative Smart Grid Technologies Europe, ISGT Europe 2021, Espoo, Finland, October 18-21, 2021, pp. 1-6, 2021, IEEE, 978-1-6654-4875-8. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
18 | Mehmet Bayram, Muzaffer Akat, Serol Bulkan |
Algorithmic pairs trading with expert inputs, a fuzzy statistical arbitrage framework. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Intell. Fuzzy Syst. ![In: J. Intell. Fuzzy Syst. 38(1), pp. 697-707, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Julian Knoll, Johannes Stübinger |
Machine-Learning-Based Statistical Arbitrage Football Betting. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Künstliche Intell. ![In: Künstliche Intell. 34(1), pp. 69-80, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Yunjun Yu, Zhenfen Cai, Yushui Huang |
Energy Storage Arbitrage in Grid-Connected Micro-Grids Under Real-Time Market Price Uncertainty: A Double-Q Learning Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 8, pp. 54456-54464, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Volkan Kumtepeli, Holger C. Hesse, Michael Schimpe, Anshuman Tripathi, Youyi Wang, Andreas Jossen |
Energy Arbitrage Optimization With Battery Storage: 3D-MILP for Electro-Thermal Performance and Semi-Empirical Aging Models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Access ![In: IEEE Access 8, pp. 204325-204341, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Jun Cao, Dan Harrold, Zhong Fan, Thomas Morstyn, David Healey, Kang Li 0002 |
Deep Reinforcement Learning-Based Energy Storage Arbitrage With Accurate Lithium-Ion Battery Degradation Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Smart Grid ![In: IEEE Trans. Smart Grid 11(5), pp. 4513-4521, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Monique Mann, Angela Daly, Adam Molnar |
Regulatory arbitrage and transnational surveillance: Australia's extraterritorial assistance to access encrypted communications. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Internet Policy Rev. ![In: Internet Policy Rev. 9(3), 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Lawrence J. Smolinsky |
Arbitrage opportunities in publication and ghost authors. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Informetrics ![In: J. Informetrics 14(2), pp. 101016, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Julie Yujie Chen, Ping Sun |
Temporal arbitrage, fragmented rush, and opportunistic behaviors: The labor politics of time in the platform economy. ![Search on Bibsonomy](Pics/bibsonomy.png) |
New Media Soc. ![In: New Media Soc. 22(9), 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Laurence Carassus, Miklós Rásonyi |
Risk-Neutral Pricing for Arbitrage Pricing Theory. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Optim. Theory Appl. ![In: J. Optim. Theory Appl. 186(1), pp. 248-263, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Jan Dhaene, Alexander Kukush, Daniël Linders |
Comonotonic asset prices in arbitrage-free markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 364, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Isaías L. R. Gomes, Rui Melício, Victor M. F. Mendes, Hugo M. I. Pousinho |
Wind Power with Energy Storage Arbitrage in Day-ahead Market by a Stochastic MILP Approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Log. J. IGPL ![In: Log. J. IGPL 28(4), pp. 570-582, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Salvatore Carta, Diego Reforgiato Recupero, Roberto Saia, Maria Madalina Stanciu |
A General Approach for Risk Controlled Trading Based on Machine Learning and Statistical Arbitrage. ![Search on Bibsonomy](Pics/bibsonomy.png) |
LOD (1) ![In: Machine Learning, Optimization, and Data Science - 6th International Conference, LOD 2020, Siena, Italy, July 19-23, 2020, Revised Selected Papers, Part I, pp. 489-503, 2020, Springer, 978-3-030-64582-3. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Carl R. Shapiro, Chengda Ji, Dennice F. Gayme |
Real-time energy market arbitrage via aerodynamic energy storage in wind farms. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ACC ![In: 2020 American Control Conference, ACC 2020, Denver, CO, USA, July 1-3, 2020, pp. 4830-4835, 2020, IEEE, 978-1-5386-8266-1. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Rupert Freeman, David M. Pennock, Dominik Peters, Bo Waggoner |
Preventing Arbitrage from Collusion When Eliciting Probabilities. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AAAI ![In: The Thirty-Fourth AAAI Conference on Artificial Intelligence, AAAI 2020, The Thirty-Second Innovative Applications of Artificial Intelligence Conference, IAAI 2020, The Tenth AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2020, New York, NY, USA, February 7-12, 2020., pp. 1958-1965, 2020, AAAI Press, 978-1-57735-823-7. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Alireza Akbari-Dibavar, Behnam Mohammadi-Ivatloo, Amjad Anvari-Moghaddam, Sayyad Nojavan, Morteza Vahid-Ghavidel, Miadreza Shafie-khah, João P. S. Catalão |
Optimal Battery Storage Arbitrage Considering Degradation Cost in Energy Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISIE ![In: 29th IEEE International Symposium on Industrial Electronics, ISIE 2020, Delft, The Netherlands, June 17-19, 2020, pp. 929-934, 2020, IEEE, 978-1-7281-5635-4. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Masaya Yamasaki, Ryo Hidaka, Yoshisato Sakai, Jun Yamaguchi, Yasuhito Nakamura, Hayato Goto, Kosuke Tatsumura |
Live Demonstration: Capturing Short-Lived Currency Arbitrage Opportunities with a Simulated Bifurcation Algorithm-Based Trading System. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISCAS ![In: IEEE International Symposium on Circuits and Systems, ISCAS 2020, Sevilla, Spain, October 10-21, 2020, pp. 1, 2020, IEEE, 978-1-7281-3320-1. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Kosuke Tatsumura, Ryo Hidaka, Masaya Yamasaki, Yoshisato Sakai, Hayato Goto |
A Currency Arbitrage Machine Based on the Simulated Bifurcation Algorithm for Ultrafast Detection of Optimal Opportunity. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISCAS ![In: IEEE International Symposium on Circuits and Systems, ISCAS 2020, Sevilla, Spain, October 10-21, 2020, pp. 1-5, 2020, IEEE, 978-1-7281-3320-1. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Heping Pan, Xingyang Liu |
Intelligent Portfolio Theory and Arbitrage in Commodity Futures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
INDIN ![In: 18th IEEE International Conference on Industrial Informatics, INDIN 2020, Warwick, United Kingdom, July 20-23, 2020, pp. 411-416, 2020, IEEE, 978-1-7281-4964-6. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
18 | Byoung-Hyoun Hwang, Baixiao Liu, Wei Xu |
Arbitrage Involvement and Security Prices. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 65(6), pp. 2858-2875, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Francisco Barillas, Kristoffer P. Nimark |
Speculation and the Bond Market: An Empirical No-Arbitrage Framework. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 65(9), pp. 4179-4203, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Akihiro Tanaka |
Remarks on an arbitrage-free condition for XVA. ![Search on Bibsonomy](Pics/bibsonomy.png) |
JSIAM Lett. ![In: JSIAM Lett. 11, pp. 57-60, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Tesfamariam Tadesse Welemical, Jane Akinyi Aduda, Martin Le Doux Mbele Bidima |
Asymptotic Exponential Arbitrage in the Schwartz Commodity Futures Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Math. Math. Sci. ![In: Int. J. Math. Math. Sci. 2019, pp. 9450435:1-9450435:8, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Rogelio Ladrón de Guevara Cortés, Salvador Torra Porras, Enric Monte-Moreno |
Neural Networks Principal Component Analysis for estimating the generative multifactor model of returns under a statistical approach to the Arbitrage Pricing Theory. Evidence from the Mexican Stock Exchange. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Computación y Sistemas ![In: Computación y Sistemas 23(2), pp. 281-298, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Vítor Cerqueira, Luís Torgo, Fábio Pinto, Carlos Soares |
Arbitrage of forecasting experts. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Mach. Learn. ![In: Mach. Learn. 108(6), pp. 913-944, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Raimund M. Kovacevic |
Arbitrage conditions for electricity markets with production and storage. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Manag. Sci. ![In: Comput. Manag. Sci. 16(4), pp. 671-696, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Md Umar Hashmi, Lucas Pereira, Ana Busic |
Energy Storage in Madeira, Portugal: Co-optimizing for Arbitrage, Self-Sufficiency, Peak Shaving and Energy Backup. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1904.00463, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
18 | Md Umar Hashmi, Arpan Mukhopadhyay, Ana Busic, Jocelyne Elias |
Optimal Storage Arbitrage under Net Metering using Linear Programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1905.00418, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
18 | Hanchen Xu, Xiao Li, Xiangyu Zhang 0010, Junbo Zhang |
Arbitrage of Energy Storage in Electricity Markets with Deep Reinforcement Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1904.12232, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
18 | Robert Gebarowski, Pawel Oswiecimka, Marcin Watorek, Stanislaw Drozdz |
Multiscale cross-correlations and triangular arbitrage opportunities in the Forex. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1906.07491, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
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18 | Andrew Stanton, Akhila Ananthram, Congzhe Su, Liangjie Hong |
Revenue, Relevance, Arbitrage and More: Joint Optimization Framework for Search Experiences in Two-Sided Marketplaces. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1905.06452, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
18 | Md Umar Hashmi, Deepjyoti Deka, Ana Busic, Lucas Pereira, Scott Backhaus |
Arbitrage with Power Factor Correction using Energy Storage. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1903.06132, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
18 | Lawrence J. Smolinsky |
Arbitrage opportunities in publication and ghost authors. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1911.05197, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
|
18 | Erhan Bayraktar, Zhou Zhou 0004 |
No-Arbitrage and Hedging with Liquid American Options. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Oper. Res. ![In: Math. Oper. Res. 44(2), pp. 468-486, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój |
Pointwise Arbitrage Pricing Theory in Discrete Time. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Oper. Res. ![In: Math. Oper. Res. 44(3), pp. 1034-1057, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Nicolas Huck |
Large data sets and machine learning: Applications to statistical arbitrage. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 278(1), pp. 330-342, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Ziping Zhao 0002, Rui Zhou, Daniel P. Palomar |
Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Signal Process. ![In: IEEE Trans. Signal Process. 67(7), pp. 1681-1695, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Delia Coculescu, Monique Jeanblanc |
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 23(2), pp. 397-421, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Jie Fang 0002, Jianwu Lin |
Better predictability of arbitrage strategies trained among less attentionstocks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICPS ![In: IEEE International Conference on Industrial Cyber Physical Systems, ICPS 2019, Taipei, Taiwan, May 6-9, 2019, pp. 611-616, 2019, IEEE, 978-1-5386-8500-6. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Takanobu Mizuta |
Agent-Based Model of Liquidity and Arbitrage Cost Between ETF and Stocks. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IIAI-AAI ![In: 8th International Congress on Advanced Applied Informatics, IIAI-AAI 2019, Toyama, Japan, July 7-11, 2019, pp. 685-688, 2019, IEEE, 978-1-7281-2627-2. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
18 | Abdeslem Kadri, Kaamran Raahemifar |
Optimal Sizing and Scheduling of Battery Storage System Incorporated with PV for Energy Arbitrage in Three Different Electricity Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CCECE ![In: 2019 IEEE Canadian Conference of Electrical and Computer Engineering, CCECE 2019, Edmonton, AB, Canada, May 5-8, 2019, pp. 1-6, 2019, IEEE, 978-1-7281-0319-8. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
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18 | Md Umar Hashmi, Arpan Mukhopadhyay, Ana Busic, Jocelyne Elias, Diego Kiedanski |
Optimal Storage Arbitrage under Net Metering using Linear Programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SmartGridComm ![In: 2019 IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids, SmartGridComm 2019, Beijing, China, October 21-23, 2019, pp. 1-7, 2019, IEEE, 978-1-5386-8099-5. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
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18 | Diego Kiedanski, Md Umar Hashmi, Ana Busic, Daniel Kofman |
Sensitivity to Forecast Errors in Energy Storage Arbitrage for Residential Consumers. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SmartGridComm ![In: 2019 IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids, SmartGridComm 2019, Beijing, China, October 21-23, 2019, pp. 1-7, 2019, IEEE, 978-1-5386-8099-5. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
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18 | Farouk Hebbache |
Work-conserving dynamic TDM-based memory arbitration for multi-criticality real-time systems. (Arbitrage mémoire dynamique non-oisif basé sur TDM pour des systèmes multi-criticité temps réel). ![Search on Bibsonomy](Pics/bibsonomy.png) |
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2019 |
RDF |
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18 | Peter Jaeger |
Introduction to Stochastic Finance: Random Variables and Arbitrage Theory. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Formaliz. Math. ![In: Formaliz. Math. 26(1), pp. 1-9, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Rodica Cimpoiasu |
New candidates for arbitrage-free stock price models via generalized conditional symmetry method. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 333, pp. 460-466, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Wanxiao Tang, Fanchao Zhou, Peibiao Zhao |
Harnack Inequality and No-Arbitrage Analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Symmetry ![In: Symmetry 10(10), pp. 517, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Bolong Cheng, Warren B. Powell |
Co-Optimizing Battery Storage for the Frequency Regulation and Energy Arbitrage Using Multi-Scale Dynamic Programming. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Smart Grid ![In: IEEE Trans. Smart Grid 9(3), pp. 1997-2005, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Raymond H. Chan, Kelvin K. Kan, Alfred K. Ma |
An integer programming based strategy for Asian-style futures arbitrage over the settlement period. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 7(1-2), pp. 31-42, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Romain Blanchard, Laurence Carassus, Miklós Rásonyi |
No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Methods Oper. Res. ![In: Math. Methods Oper. Res. 88(2), pp. 241-281, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Aaron Shapiro |
Between autonomy and control: Strategies of arbitrage in the "on-demand" economy. ![Search on Bibsonomy](Pics/bibsonomy.png) |
New Media Soc. ![In: New Media Soc. 20(8), pp. 2954-2971, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Guannan He, Da Zhang, Xidong Pi, Qixin Chen, Soummya Kar, Jay F. Whitacre |
Spatiotemporal Arbitrage of Large-Scale Portable Energy Storage for Grid Congestion Relief. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1811.09924, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP BibTeX RDF |
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18 | Christopher Mohri |
Online Learning Algorithms for Statistical Arbitrage. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1811.00200, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP BibTeX RDF |
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18 | Silvia Romagnoli |
Measure-invariance of copula functions as tool for testing no-arbitrage assumption. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 338, pp. 80-90, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Fred Espen Benth, Paul Krühner |
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 22(2), pp. 327-366, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Massimo Marinacci, Federico Severino |
Weak time-derivatives and no-arbitrage pricing. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 22(4), pp. 1007-1036, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc |
No-arbitrage under a class of honest times. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 22(1), pp. 127-159, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Abdeslem Kadri, Kaamran Raahemifar |
Is Economic Feasibility of BESS Energy Price Arbitrage Jurisdiction Dependent. ![Search on Bibsonomy](Pics/bibsonomy.png) |
MWSCAS ![In: IEEE 61st International Midwest Symposium on Circuits and Systems, MWSCAS 2018, Windsor, ON, Canada, August 5-8, 2018, pp. 1-4, 2018, IEEE, 978-1-5386-7392-8. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Antonio de Paola, Xuan Gong, David Angeli, Goran Strbac |
Coordination of Micro-Storage Devices in Power Grids: A Multi-Agent System Approach for Energy Arbitrage. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CCTA ![In: IEEE Conference on Control Technology and Applications, CCTA 2018, Copenhagen, Denmark, August 21-24, 2018, pp. 871-878, 2018, IEEE, 978-1-5386-7698-1. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Ruediger Schulze |
Cloud Service Brokerage and Service Arbitrage for Container-Based Cloud Services. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CLOUD ![In: Cloud Computing - CLOUD 2018 - 11th International Conference, Held as Part of the Services Conference Federation, SCF 2018, Seattle, WA, USA, June 25-30, 2018, Proceedings, pp. 97-111, 2018, Springer, 978-3-319-94294-0. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Xianda Shang, Yi Zhou, Jie Fang 0002, Jianwu Lin |
Life-cycle Research of A-H Share Arbitrage Performance Based on Discrete-event Simulation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CSAE ![In: The 2nd International Conference on Computer Science and Application Engineering, CSAE 2018, Hohhot, China, October 22-24, 2018, pp. 74:1-74:5, 2018, ACM, 978-1-4503-6512-3. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Yu-Ying Chen, Wei-Lun Chen, Szu-Hao Huang |
Developing Arbitrage Strategy in High-frequency Pairs Trading with Filterbank CNN Algorithm. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICA ![In: IEEE International Conference on Agents, ICA 2018, Singapore, July 28-31, 2018, pp. 113-116, 2018, IEEE, 978-1-5386-8180-0. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Ziping Zhao 0002, Rui Zhou, Zhongju Wang 0001, Daniel P. Palomar |
Optimal Portfolio Design for Statistical Arbitrage in Finance. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SSP ![In: 2018 IEEE Statistical Signal Processing Workshop, SSP 2018, Freiburg im Breisgau, Germany, June 10-13, 2018, pp. 801-805, 2018, IEEE, 978-1-5386-1571-3. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Md Umar Hashmi, Wael Labidi, Ana Busic, Salah-Eddine Elayoubi, Tijani Chahed |
Long-Term Revenue Estimation for Battery Performing Arbitrage and Ancillary Services. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SmartGridComm ![In: 2018 IEEE International Conference on Communications, Control, and Computing Technologies for Smart Grids, SmartGridComm 2018, Aalborg, Denmark, October 29-31, 2018, pp. 1-7, 2018, IEEE, 978-1-5386-7954-8. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Stefano Bistarelli, Alessandra Cretarola, Gianna Figà-Talamanca, Ivan Mercanti, Marco Patacca |
Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper). ![Search on Bibsonomy](Pics/bibsonomy.png) |
GECON ![In: Economics of Grids, Clouds, Systems, and Services - 15th International Conference, GECON 2018, Pisa, Italy, September 18-20, 2018, Proceedings, pp. 243-251, 2018, Springer, 978-3-030-13341-2. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Matthew Duffin, John Cartlidge |
Agent-Based Model Exploration of Latency Arbitrage in Fragmented Financial Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SSCI ![In: IEEE Symposium Series on Computational Intelligence, SSCI 2018, Bangalore, India, November 18-21, 2018, pp. 2312-2320, 2018, IEEE, 978-1-5386-9276-9. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
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18 | Chaolun Xia, S. Muthukrishnan 0001 |
Arbitrage-free Pricing in User-based Markets. ![Search on Bibsonomy](Pics/bibsonomy.png) |
AAMAS ![In: Proceedings of the 17th International Conference on Autonomous Agents and MultiAgent Systems, AAMAS 2018, Stockholm, Sweden, July 10-15, 2018, pp. 327-335, 2018, International Foundation for Autonomous Agents and Multiagent Systems Richland, SC, USA / ACM. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP BibTeX RDF |
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18 | Suman Banerjee, Thomas H. Noe |
Legal-System Arbitrage and Parent-Subsidiary Capital Structures. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Manag. Sci. ![In: Manag. Sci. 63(11), pp. 3809-3828, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
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18 | Joongyeub Yeo, George Papanicolaou |
Risk control of mean-reversion time in statistical arbitrage. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Risk Decis. Anal. ![In: Risk Decis. Anal. 6(4), pp. 263-290, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
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18 | Mushfiqur R. Sarker, Daniel Julius Olsen, Miguel A. Ortega-Vazquez |
Co-Optimization of Distribution Transformer Aging and Energy Arbitrage Using Electric Vehicles. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Smart Grid ![In: IEEE Trans. Smart Grid 8(6), pp. 2712-2722, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
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18 | Milos Kopa, Sebastiano Vitali, Tomás Tichý, Radek Hendrych |
Implied volatility and state price density estimation: arbitrage analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Manag. Sci. ![In: Comput. Manag. Sci. 14(4), pp. 559-583, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
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18 | Hemang Subramanian, Eric Overby |
Electronic Commerce, Spatial Arbitrage, and Market Efficiency. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Inf. Syst. Res. ![In: Inf. Syst. Res. 28(1), pp. 97-116, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
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18 | Hao Wang 0016, Baosen Zhang |
Energy Storage Arbitrage in Real-Time Markets Via Reinforcement Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1711.03127, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP BibTeX RDF |
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18 | Pin Ng, Wing-Keung Wong, Zhijie Xiao |
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 261(2), pp. 666-678, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
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18 | Christopher Krauss, Xuan Anh Do, Nicolas Huck |
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 259(2), pp. 689-702, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
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18 | Liwen Wang |
基于泛化的套利交易系统的设计与实现 (Design and Implementation of Arbitrage Trading System Based on Generalization). ![Search on Bibsonomy](Pics/bibsonomy.png) |
计算机科学 ![In: 计算机科学 44(Z6), pp. 529-533, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
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18 | Ivan Guo, Marek Rutkowski |
Arbitrage-free pricing of multi-person game claims in discrete time. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Finance Stochastics ![In: Finance Stochastics 21(1), pp. 111-155, 2017. The full citation details ...](Pics/full.jpeg) |
2017 |
DBLP DOI BibTeX RDF |
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