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An optimal control strategy for execution of large stock orders using long short-term memory networks

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Optimization of multi-type traffic sensor locations for estimation of multi-period origin-destination demands with covariance effects

Fu, Hao; Lam, William H. K.; Shao, Hu; Kattan, Lina; … - In: Transportation research / E : an international journal 157 (2022), pp. 1-28

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Statistics of VIX futures and their applications to trading volatility exchange-traded products

Avellaneda, Marco; Papanicolaou, Andrew - In: The journal of investment strategies 7 (2018) 2, pp. 1-32

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Pairs trading of two assets with uncertainty in co-integration's level of mean reversion

Lee, Sangmin; Papanicolaou, Andrew - In: International journal of theoretical and applied finance 19 (2016) 8, pp. 1-36

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Singular perturbation expansion for utility maximization with order-ϵ quadratic transaction costs

Chandra, Shiva; Papanicolaou, Andrew - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-18

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A functional analysis approach to the static replication of European options

Bossu, Sébastien; Carr, Peter; Papanicolaou, Andrew - In: Quantitative finance 21 (2021) 4, pp. 637-655

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Static replication of European standard dispersion options

Bossu, Sébastien; Carr, Peter; Papanicolaou, Andrew - In: Quantitative finance 22 (2022) 5, pp. 799-811

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Trading signals in VIX futures

Avellaneda, Marco; Li, Thomas Nanfeng; Papanicolaou, Andrew - In: Applied mathematical finance 28 (2021) 3, pp. 275-298

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Analysis of VIX Markets with a time-spread portfolio

Papanicolaou, A. - In: Applied mathematical finance 23 (2016) 5/6, pp. 374-408

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Effect of flow-field dimensions on the formability of Fe–Ni–Cr alloy as bipolar plate for PEM (proton exchange membrane) fuel cell

Hu, Qinghui; Zhang, Dongming; Fu, Hao - In: Energy 83 (2015) C, pp. 156-163

The Fe–Ni–Cr alloy is a potential material as bipolar plate for PEMFC (proton exchange membrane fuel cell), and the stamped metallic bipolar plate is a promising candidate instead of traditional graphite due to the advantages of mass production, low cost and excellent performance. The...

Persistent link: https://www.econbiz.de/10011264403