We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility. Its implementation, a fully automated momentum equity trading system, is systematically discussed in this paper. It proved to be successful in extensive...

Recently, magnetic resonance imaging has moved away from merely depicting the morphology of objects or disease states and is now concerned with creating spatially localized representations of dynamics and function. Dynamical measurements of blood flow, is one example of this trend. Improving...

By using a representation of powers of the area of a triangle as integral of Bessel functions involving its sides, we present some results on the distribution of the area of triangles possibly formed by given three positive independent and identically distributed random variables, taken to be as...

We propose a mathematical model of momentum risk-taking, which is essentially real-time risk management focused on short-term volatility. Its implementation, a fully automated momentum equity trading system, is systematically discussed in this paper. It proved to be successful in extensive...