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Related papers: Statistical Arbitrage in Rank Space

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We develop a location analysis spatial model of firms' competition in multi-characteristics space, where consumers' opinions about the firms' products are distributed on multilayered networks. Firms do not compete on price but only on…

Physics and Society · Physics 2017-08-03 Antonios Garas , Athanasios Lapatinas

We study the dynamics of the Naming Game [Baronchelli et al., (2006) J. Stat. Mech.: Theory Exp. P06014] in empirical social networks. This stylized agent-based model captures essential features of agreement dynamics in a network of…

Physics and Society · Physics 2010-08-09 Qiming Lu , G. Korniss , B. K. Szymanski

The agent-based model of stock price dynamics on a directed evolving complex network is suggested and studied by direct simulation. The stationary regime is maintained as a result of the balance between the extremal dynamics, adaptivity of…

Physics and Society · Physics 2009-11-13 D. Horvath , Z. Kuscsik

With the development of artificial intelligence technology, quantitative trading systems represented by reinforcement learning have emerged in the stock trading market. The authors combined the deep Q network in reinforcement learning with…

Statistical Finance · Quantitative Finance 2021-12-01 Yizhuo Li , Peng Zhou , Fangyi Li , Xiao Yang

Geometric arbitrage theory reformulates a generic asset model possibly allowing for arbitrage by packaging all asset and their forward dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes…

Risk Management · Quantitative Finance 2021-01-05 Simone Farinelli , Hideyuki Takada

Neural architecture search has recently attracted lots of research efforts as it promises to automate the manual design of neural networks. However, it requires a large amount of computing resources and in order to alleviate this, a…

Machine Learning · Computer Science 2019-11-27 Alina Dubatovka , Efi Kokiopoulou , Luciano Sbaiz , Andrea Gesmundo , Gabor Bartok , Jesse Berent

We uncover a large and significant low-minus-high rank effect for commodities across two centuries. There is nothing anomalous about this anomaly, nor is it clear how it can be arbitraged away. Using nonparametric econometric methods, we…

General Finance · Quantitative Finance 2016-07-27 Ricardo T. Fernholz , Christoffer Koch

Algorithmic trading or Financial robots have been conquering the stock markets with their ability to fathom complex statistical trading strategies. But with the recent development of deep learning technologies, these strategies are becoming…

Portfolio Management · Quantitative Finance 2024-05-06 Ashish Anil Pawar , Vishnureddy Prashant Muskawar , Ritesh Tiku

We use multi-class machine learning classifiers to identify the stocks that outperform or underperform other stocks. The resulting long-short portfolios achieve annual Sharpe ratios of 1.67 (value-weighted) and 3.35 (equal-weighted), with…

General Finance · Quantitative Finance 2025-07-24 Yang Bai , Kuntara Pukthuanthong

The main application of name searching has been name matching in a database of names. This paper discusses a different application: improving information retrieval through name recognition. It investigates name recognition accuracy, and the…

cmp-lg · Computer Science 2008-02-03 Paul Thompson , Christopher C. Dozier

Economies and societal structures in general are complex stochastic systems which may not lend themselves well to algebraic analysis. An addition of subjective value criteria to the mechanics of interacting agents will further complicate…

General Finance · Quantitative Finance 2018-12-07 Dmitriy Volinskiy , Lana Cuthbertson , Omid Ardakanian

We extend the empirical results published in article "Empirical Evidence on Arbitrage by Changing the Stock Exchange" by means of machine learning and advanced econometric methodologies based on Smooth Transition Regression models and…

Computational Finance · Quantitative Finance 2018-06-05 José Igor Morlanes

We propose RoBiRank, a ranking algorithm that is motivated by observing a close connection between evaluation metrics for learning to rank and loss functions for robust classification. The algorithm shows a very competitive performance on…

Machine Learning · Statistics 2014-08-22 Hyokun Yun , Parameswaran Raman , S. V. N. Vishwanathan

While reasoning rerankers, such as Rank1, have demonstrated strong abilities in improving ranking relevance, it is unclear how they perform on other retrieval qualities such as fairness. We conduct the first systematic comparison of…

Information Retrieval · Computer Science 2026-03-12 Saron Samuel , Benjamin Van Durme , Eugene Yang

This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to…

Portfolio Management · Quantitative Finance 2018-08-09 XingYu Fu , JinHong Du , YiFeng Guo , MingWen Liu , Tao Dong , XiuWen Duan

The internet has changed the way we live, work and take decisions. As it is the major modern resource for research, detailed data on internet usage exhibits vast amounts of behavioral information. This paper aims to answer the question…

Econometrics · Economics 2022-06-02 Christopher Bockel-Rickermann

Many existing data mining algorithms use feature values directly in their model, making them sensitive to units/scales used to measure/represent data. Pre-processing of data based on rank transformation has been suggested as a potential…

Machine Learning · Computer Science 2021-11-09 Arbind Agrahari Baniya , Sunil Aryal , Santosh KC

This paper studies algorithmic fairness when the protected attribute is location. To handle protected attributes that are continuous, such as age or income, the standard approach is to discretize the domain into predefined groups, and…

Machine Learning · Computer Science 2023-02-27 Dimitris Sacharidis , Giorgos Giannopoulos , George Papastefanatos , Kostas Stefanidis

Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…

Artificial Intelligence · Computer Science 2020-01-28 Abhishek Nan , Anandh Perumal , Osmar R. Zaiane

The well-studied problem of statistical rank aggregation has been applied to comparing sports teams, information retrieval, and most recently to data generated by human judgment. Such human-generated rankings may be substantially different…

Information Retrieval · Computer Science 2014-11-05 Andrew Mao , Hossein Azari Soufiani , Yiling Chen , David C. Parkes
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