Search results for "arbitrage"

Hits ?▲	Authors	Title	Venue	Year	Link
18	Amit Upadhyay	Pricing Anomalies and Arbitrage in Container Transport in India.	INFORMS J. Appl. Anal.	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.	CoRR	2021	DBLP BibTeX RDF
18	Shuyuan Zheng, Yang Cao 0011, Masatoshi Yoshikawa	Trading Data with Personalized Differential Privacy and Partial Arbitrage Freeness.	CoRR	2021	DBLP BibTeX RDF
18	Ye Wang, Yan Chen, Shuiguang Deng, Roger Wattenhofer	Cyclic Arbitrage in Decentralized Exchange Markets.	CoRR	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.	CoRR	2021	DBLP BibTeX RDF
18	Gaspard Peduzzi, Jason James, Jiahua Xu	Jack The Rippler: Arbitrage on the Decentralized Exchange of the XRP Ledger.	CoRR	2021	DBLP BibTeX RDF
18	Jorge Guijarro-Ordonez, Markus Pelger, Greg Zanotti	Deep Learning Statistical Arbitrage.	CoRR	2021	DBLP BibTeX RDF
18	Brian Ning, Sebastian Jaimungal, Xiaorong Zhang, Maxime Bergeron	Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders.	CoRR	2021	DBLP BibTeX RDF
18	Eric Neyman, Tim Roughgarden	Strictly Proper Contract Functions Can Be Arbitrage-Free.	CoRR	2021	DBLP BibTeX RDF
18	S. N. Smirnov	A Guaranteed Deterministic Approach to Superhedging: No Arbitrage Properties of the Market.	Autom. Remote. Control.	2021	DBLP DOI BibTeX RDF
18	Yi Cao 0001, Xiaoquan Liu, Jia Zhai	Option valuation under no-arbitrage constraints with neural networks.	Eur. J. Oper. Res.	2021	DBLP DOI BibTeX RDF
18	Derek Singh, Shuzhong Zhang	Robust Arbitrage Conditions for Financial Markets.	Oper. Res. Forum	2021	DBLP DOI BibTeX RDF
18	Derek Singh, Shuzhong Zhang	Correction to: Robust Arbitrage Conditions for Financial Markets.	Oper. Res. Forum	2021	DBLP DOI BibTeX RDF
18	Audrius Kabasinskas, Kristina Sutiene	Key Roles of Crypto-Exchanges in Generating Arbitrage Opportunities.	Entropy	2021	DBLP DOI BibTeX RDF
18	Ingolf Gunnar Anton Pernice	On Stablecoin Price Processes and Arbitrage.	Financial Cryptography Workshops	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.	ISGT	2021	DBLP DOI BibTeX RDF
18	Samuel Grone, Weitian Tong, Hayden Wimmer, Yao Xu	Arbitrage Behavior amongst Multiple Cryptocurrency Exchange Markets.	CSCI	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.	ICIT	2021	DBLP DOI BibTeX RDF
18	Mahmoud Amin, Ildi Telegrafi	Consumption-Focused Arbitrage on Electrical Power Markets using Energy Storage System.	IAS	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.	ICAIF	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.	MoMLeT+DS	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.	ICSEB	2021	DBLP DOI BibTeX RDF
18	Gaspard Peduzzi, Jason James, Jiahua Xu	Jack the Rippler: Arbitrage on the Decentralized Exchange of the XRP Ledger.	BRAINS	2021	DBLP DOI BibTeX RDF
18	Yinglun Li, Nanpeng Yu	Learning to Arbitrage Congestion in Electricity Market with Virtual Bids.	ISGT-Europe	2021	DBLP DOI BibTeX RDF
18	Mehmet Bayram, Muzaffer Akat, Serol Bulkan	Algorithmic pairs trading with expert inputs, a fuzzy statistical arbitrage framework.	J. Intell. Fuzzy Syst.	2020	DBLP DOI BibTeX RDF
18	Julian Knoll, Johannes Stübinger	Machine-Learning-Based Statistical Arbitrage Football Betting.	Künstliche Intell.	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.	IEEE Access	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.	IEEE Access	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.	IEEE Trans. Smart Grid	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.	Internet Policy Rev.	2020	DBLP DOI BibTeX RDF
18	Lawrence J. Smolinsky	Arbitrage opportunities in publication and ghost authors.	J. Informetrics	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.	New Media Soc.	2020	DBLP DOI BibTeX RDF
18	Laurence Carassus, Miklós Rásonyi	Risk-Neutral Pricing for Arbitrage Pricing Theory.	J. Optim. Theory Appl.	2020	DBLP DOI BibTeX RDF
18	Jan Dhaene, Alexander Kukush, Daniël Linders	Comonotonic asset prices in arbitrage-free markets.	J. Comput. Appl. Math.	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.	Log. J. IGPL	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.	LOD (1)	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.	ACC	2020	DBLP DOI BibTeX RDF
18	Rupert Freeman, David M. Pennock, Dominik Peters, Bo Waggoner	Preventing Arbitrage from Collusion When Eliciting Probabilities.	AAAI	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.	ISIE	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.	ISCAS	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.	ISCAS	2020	DBLP DOI BibTeX RDF
18	Heping Pan, Xingyang Liu	Intelligent Portfolio Theory and Arbitrage in Commodity Futures.	INDIN	2020	DBLP DOI BibTeX RDF
18	Byoung-Hyoun Hwang, Baixiao Liu, Wei Xu	Arbitrage Involvement and Security Prices.	Manag. Sci.	2019	DBLP DOI BibTeX RDF
18	Francisco Barillas, Kristoffer P. Nimark	Speculation and the Bond Market: An Empirical No-Arbitrage Framework.	Manag. Sci.	2019	DBLP DOI BibTeX RDF
18	Akihiro Tanaka	Remarks on an arbitrage-free condition for XVA.	JSIAM Lett.	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.	Int. J. Math. Math. Sci.	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.	Computación y Sistemas	2019	DBLP DOI BibTeX RDF
18	Vítor Cerqueira, Luís Torgo, Fábio Pinto, Carlos Soares	Arbitrage of forecasting experts.	Mach. Learn.	2019	DBLP DOI BibTeX RDF
18	Raimund M. Kovacevic	Arbitrage conditions for electricity markets with production and storage.	Comput. Manag. Sci.	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.	CoRR	2019	DBLP BibTeX RDF
18	Md Umar Hashmi, Arpan Mukhopadhyay, Ana Busic, Jocelyne Elias	Optimal Storage Arbitrage under Net Metering using Linear Programming.	CoRR	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.	CoRR	2019	DBLP BibTeX RDF
18	Robert Gebarowski, Pawel Oswiecimka, Marcin Watorek, Stanislaw Drozdz	Multiscale cross-correlations and triangular arbitrage opportunities in the Forex.	CoRR	2019	DBLP BibTeX RDF
18	Andrew Stanton, Akhila Ananthram, Congzhe Su, Liangjie Hong	Revenue, Relevance, Arbitrage and More: Joint Optimization Framework for Search Experiences in Two-Sided Marketplaces.	CoRR	2019	DBLP BibTeX RDF
18	Md Umar Hashmi, Deepjyoti Deka, Ana Busic, Lucas Pereira, Scott Backhaus	Arbitrage with Power Factor Correction using Energy Storage.	CoRR	2019	DBLP BibTeX RDF
18	Lawrence J. Smolinsky	Arbitrage opportunities in publication and ghost authors.	CoRR	2019	DBLP BibTeX RDF
18	Erhan Bayraktar, Zhou Zhou 0004	No-Arbitrage and Hedging with Liquid American Options.	Math. Oper. Res.	2019	DBLP DOI BibTeX RDF
18	Matteo Burzoni, Marco Frittelli, Zhaoxu Hou, Marco Maggis, Jan Oblój	Pointwise Arbitrage Pricing Theory in Discrete Time.	Math. Oper. Res.	2019	DBLP DOI BibTeX RDF
18	Nicolas Huck	Large data sets and machine learning: Applications to statistical arbitrage.	Eur. J. Oper. Res.	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.	IEEE Trans. Signal Process.	2019	DBLP DOI BibTeX RDF
18	Delia Coculescu, Monique Jeanblanc	Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices.	Finance Stochastics	2019	DBLP DOI BibTeX RDF
18	Jie Fang 0002, Jianwu Lin	Better predictability of arbitrage strategies trained among less attentionstocks.	ICPS	2019	DBLP DOI BibTeX RDF
18	Takanobu Mizuta	Agent-Based Model of Liquidity and Arbitrage Cost Between ETF and Stocks.	IIAI-AAI	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.	CCECE	2019	DBLP DOI BibTeX RDF
18	Md Umar Hashmi, Arpan Mukhopadhyay, Ana Busic, Jocelyne Elias, Diego Kiedanski	Optimal Storage Arbitrage under Net Metering using Linear Programming.	SmartGridComm	2019	DBLP DOI BibTeX RDF
18	Diego Kiedanski, Md Umar Hashmi, Ana Busic, Daniel Kofman	Sensitivity to Forecast Errors in Energy Storage Arbitrage for Residential Consumers.	SmartGridComm	2019	DBLP DOI BibTeX RDF
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).		2019	RDF
18	Peter Jaeger	Introduction to Stochastic Finance: Random Variables and Arbitrage Theory.	Formaliz. Math.	2018	DBLP DOI BibTeX RDF
18	Rodica Cimpoiasu	New candidates for arbitrage-free stock price models via generalized conditional symmetry method.	Appl. Math. Comput.	2018	DBLP DOI BibTeX RDF
18	Wanxiao Tang, Fanchao Zhou, Peibiao Zhao	Harnack Inequality and No-Arbitrage Analysis.	Symmetry	2018	DBLP DOI BibTeX RDF
18	Bolong Cheng, Warren B. Powell	Co-Optimizing Battery Storage for the Frequency Regulation and Energy Arbitrage Using Multi-Scale Dynamic Programming.	IEEE Trans. Smart Grid	2018	DBLP DOI BibTeX RDF
18	Raymond H. Chan, Kelvin K. Kan, Alfred K. Ma	An integer programming based strategy for Asian-style futures arbitrage over the settlement period.	Algorithmic Finance	2018	DBLP DOI BibTeX RDF
18	Romain Blanchard, Laurence Carassus, Miklós Rásonyi	No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach.	Math. Methods Oper. Res.	2018	DBLP DOI BibTeX RDF
18	Aaron Shapiro	Between autonomy and control: Strategies of arbitrage in the "on-demand" economy.	New Media Soc.	2018	DBLP DOI BibTeX RDF
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.	CoRR	2018	DBLP BibTeX RDF
18	Christopher Mohri	Online Learning Algorithms for Statistical Arbitrage.	CoRR	2018	DBLP BibTeX RDF
18	Silvia Romagnoli	Measure-invariance of copula functions as tool for testing no-arbitrage assumption.	J. Comput. Appl. Math.	2018	DBLP DOI BibTeX RDF
18	Fred Espen Benth, Paul Krühner	Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
18	Massimo Marinacci, Federico Severino	Weak time-derivatives and no-arbitrage pricing.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
18	Anna Aksamit, Tahir Choulli, Jun Deng, Monique Jeanblanc	No-arbitrage under a class of honest times.	Finance Stochastics	2018	DBLP DOI BibTeX RDF
18	Abdeslem Kadri, Kaamran Raahemifar	Is Economic Feasibility of BESS Energy Price Arbitrage Jurisdiction Dependent.	MWSCAS	2018	DBLP DOI BibTeX RDF
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.	CCTA	2018	DBLP DOI BibTeX RDF
18	Ruediger Schulze	Cloud Service Brokerage and Service Arbitrage for Container-Based Cloud Services.	CLOUD	2018	DBLP DOI BibTeX RDF
18	Xianda Shang, Yi Zhou, Jie Fang 0002, Jianwu Lin	Life-cycle Research of A-H Share Arbitrage Performance Based on Discrete-event Simulation.	CSAE	2018	DBLP DOI BibTeX RDF
18	Yu-Ying Chen, Wei-Lun Chen, Szu-Hao Huang	Developing Arbitrage Strategy in High-frequency Pairs Trading with Filterbank CNN Algorithm.	ICA	2018	DBLP DOI BibTeX RDF
18	Ziping Zhao 0002, Rui Zhou, Zhongju Wang 0001, Daniel P. Palomar	Optimal Portfolio Design for Statistical Arbitrage in Finance.	SSP	2018	DBLP DOI BibTeX RDF
18	Md Umar Hashmi, Wael Labidi, Ana Busic, Salah-Eddine Elayoubi, Tijani Chahed	Long-Term Revenue Estimation for Battery Performing Arbitrage and Ancillary Services.	SmartGridComm	2018	DBLP DOI BibTeX RDF
18	Stefano Bistarelli, Alessandra Cretarola, Gianna Figà-Talamanca, Ivan Mercanti, Marco Patacca	Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper).	GECON	2018	DBLP DOI BibTeX RDF
18	Matthew Duffin, John Cartlidge	Agent-Based Model Exploration of Latency Arbitrage in Fragmented Financial Markets.	SSCI	2018	DBLP DOI BibTeX RDF
18	Chaolun Xia, S. Muthukrishnan 0001	Arbitrage-free Pricing in User-based Markets.	AAMAS	2018	DBLP BibTeX RDF
18	Suman Banerjee, Thomas H. Noe	Legal-System Arbitrage and Parent-Subsidiary Capital Structures.	Manag. Sci.	2017	DBLP DOI BibTeX RDF
18	Joongyeub Yeo, George Papanicolaou	Risk control of mean-reversion time in statistical arbitrage.	Risk Decis. Anal.	2017	DBLP DOI BibTeX RDF
18	Mushfiqur R. Sarker, Daniel Julius Olsen, Miguel A. Ortega-Vazquez	Co-Optimization of Distribution Transformer Aging and Energy Arbitrage Using Electric Vehicles.	IEEE Trans. Smart Grid	2017	DBLP DOI BibTeX RDF
18	Milos Kopa, Sebastiano Vitali, Tomás Tichý, Radek Hendrych	Implied volatility and state price density estimation: arbitrage analysis.	Comput. Manag. Sci.	2017	DBLP DOI BibTeX RDF
18	Hemang Subramanian, Eric Overby	Electronic Commerce, Spatial Arbitrage, and Market Efficiency.	Inf. Syst. Res.	2017	DBLP DOI BibTeX RDF
18	Hao Wang 0016, Baosen Zhang	Energy Storage Arbitrage in Real-Time Markets Via Reinforcement Learning.	CoRR	2017	DBLP BibTeX RDF
18	Pin Ng, Wing-Keung Wong, Zhijie Xiao	Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency.	Eur. J. Oper. Res.	2017	DBLP DOI BibTeX RDF
18	Christopher Krauss, Xuan Anh Do, Nicolas Huck	Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500.	Eur. J. Oper. Res.	2017	DBLP DOI BibTeX RDF
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).	计算机科学	2017	DBLP DOI BibTeX RDF
18	Ivan Guo, Marek Rutkowski	Arbitrage-free pricing of multi-person game claims in discrete time.	Finance Stochastics	2017	DBLP DOI BibTeX RDF