The Fractal Model provides investment grade analysis to optimize the design and economics of your energy storage projects Learn More Fractal Bid Optimization and Trading Service generates optimized market schedules to trade your operational assets in the wholesale markets. ...
The Black–Scholes equation is one of the most important partial differential equations governing the value of financial derivatives in financial markets. The Black–Scholes model for pricing stock options has been applied to various payoff structures, and options trading is based on Black and Scholes...
Does trading volume really explain stock returns volatility? Assuming that the variance of daily price changes and trading volume are both driven by the same latent variable measuring the number of price-relevant inf... T Ané,L Ureche-Rangau - 《Journal of International Financial Markets Instituti...
Bikhchandani and Sharma (2000) argue that LSV does not account for trading volume, and therefore, does not lessen the strength of herding. The herding measure proposed by Christie & Huang (1995) looks for only one form of herding and avoids other situations. In their approach, Christie and ...
This paper presents an integrated robotic trading strategy developed for the day-ahead energy market that includes different methods for time series analysis and forecasting, such as Detrended Fluctuation Analysis (DFA), Rescaled Range Analysis (R/S analysis), fractional derivatives, Long Short-Term ...
Rational agents usually use their own knowledge base, but some of them utilize their public (common) knowledge base to improve trading decisions. By assuming that agents with random behavior are excluded and each agent uses the forecast model or production rule with most highest fitness, those ...
2023, Energy Citation Excerpt : There is a good deal of research on the volatility of crude oil prices and how they affect finance and economic activity in both energy-importing and energy-exporting nations (Wei et al. [11]). In this regard, a lot of authors have concentrated on the con...
the joint dynamics of equity trading volume and volatility. Their results indicated that volume and volatility both display long memory, and a strong correlation between the innovations to volume and volatility, which suggested that trading volume can be used to obtain more precise estimates ...
Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique. Appl. Energy 2019, 251, 113333. [Google Scholar] [CrossRef] Rejichi, I.Z.; Aloui, C. Hurst exponent behavior and assessment of the MENA stock markets ...
I’m especially excited about the trading aspects of the game, and I’m hoping to see some interesting cargo specific ship designs coming out soon. While combat is awesome and I love the engine that this game is running on currently, I love a game that has really good trade mechanics ...