scholarly journals Profitability of technical trading strategies under market manipulation

2022 ◽  
Vol 8 (1) ◽  
Author(s):  
Alfred Ma

AbstractMost technical trading strategies use the official closing price for analysis. But what is the effect when the official closing price is subject to market manipulation? This paper answers this question by testing the difference of profitabilities between using the official closing price and the last tick price. The results show a significant improvement of profitability by using the last tick price over the official closing price based on a data set in Hong Kong from 2011 to 2018.

Author(s):  
Jules S. Jaffe ◽  
Robert M. Glaeser

Although difference Fourier techniques are standard in X-ray crystallography it has only been very recently that electron crystallographers have been able to take advantage of this method. We have combined a high resolution data set for frozen glucose embedded Purple Membrane (PM) with a data set collected from PM prepared in the frozen hydrated state in order to visualize any differences in structure due to the different methods of preparation. The increased contrast between protein-ice versus protein-glucose may prove to be an advantage of the frozen hydrated technique for visualizing those parts of bacteriorhodopsin that are embedded in glucose. In addition, surface groups of the protein may be disordered in glucose and ordered in the frozen state. The sensitivity of the difference Fourier technique to small changes in structure provides an ideal method for testing this hypothesis.


2021 ◽  
pp. 1-11
Author(s):  
Yanan Huang ◽  
Yuji Miao ◽  
Zhenjing Da

The methods of multi-modal English event detection under a single data source and isomorphic event detection of different English data sources based on transfer learning still need to be improved. In order to improve the efficiency of English and data source time detection, based on the transfer learning algorithm, this paper proposes multi-modal event detection under a single data source and isomorphic event detection based on transfer learning for different data sources. Moreover, by stacking multiple classification models, this paper makes each feature merge with each other, and conducts confrontation training through the difference between the two classifiers to further make the distribution of different source data similar. In addition, in order to verify the algorithm proposed in this paper, a multi-source English event detection data set is collected through a data collection method. Finally, this paper uses the data set to verify the method proposed in this paper and compare it with the current most mainstream transfer learning methods. Through experimental analysis, convergence analysis, visual analysis and parameter evaluation, the effectiveness of the algorithm proposed in this paper is demonstrated.


Geophysics ◽  
2007 ◽  
Vol 72 (1) ◽  
pp. F25-F34 ◽  
Author(s):  
Benoit Tournerie ◽  
Michel Chouteau ◽  
Denis Marcotte

We present and test a new method to correct for the static shift affecting magnetotelluric (MT) apparent resistivity sounding curves. We use geostatistical analysis of apparent resistivity and phase data for selected periods. For each period, we first estimate and model the experimental variograms and cross variogram between phase and apparent resistivity. We then use the geostatistical model to estimate, by cokriging, the corrected apparent resistivities using the measured phases and apparent resistivities. The static shift factor is obtained as the difference between the logarithm of the corrected and measured apparent resistivities. We retain as final static shift estimates the ones for the period displaying the best correlation with the estimates at all periods. We present a 3D synthetic case study showing that the static shift is retrieved quite precisely when the static shift factors are uniformly distributed around zero. If the static shift distribution has a nonzero mean, we obtained best results when an apparent resistivity data subset can be identified a priori as unaffected by static shift and cokriging is done using only this subset. The method has been successfully tested on the synthetic COPROD-2S2 2D MT data set and on a 3D-survey data set from Las Cañadas Caldera (Tenerife, Canary Islands) severely affected by static shift.


Author(s):  
Alexander Baturo ◽  
Johan A. Elkink

Abstract How can one assess which countries select more experienced leaders for the highest office? There is wide variation in prior career paths of national leaders within, and even more so between, regime types. It is therefore challenging to obtain a truly comparative measure of political experience; empirical studies have to rely on proxies instead. This article proposes PolEx, a measure of political experience that abstracts away from the details of career paths and generalizes based on the duration, quality and breadth of an individual's experience in politics. The analysis draws on a novel data set of around 2,000 leaders from 1950 to 2017 and uses a Bayesian latent variable model to estimate PolEx. The article illustrates how the new measure can be used comparatively to assess whether democracies select more experienced leaders. The authors find that while on average they do, the difference with non-democracies has declined dramatically since the early 2000s. Future research may leverage PolEx to investigate the role of prior political experience in, for example, policy making and crisis management.


2021 ◽  
pp. 014544552110540
Author(s):  
Nihal Sen

The purpose of this study is to provide a brief introduction to effect size calculation in single-subject design studies, including a description of nonparametric and regression-based effect sizes. We then focus the rest of the tutorial on common regression-based methods used to calculate effect size in single-subject experimental studies. We start by first describing the difference between five regression-based methods (Gorsuch, White et al., Center et al., Allison and Gorman, Huitema and McKean). This is followed by an example using the five regression-based effect size methods and a demonstration how these methods can be applied using a sample data set. In this way, the question of how the values obtained from different effect size methods differ was answered. The specific regression models used in these five regression-based methods and how these models can be obtained from the SPSS program were shown. R2 values obtained from these five methods were converted to Cohen’s d value and compared in this study. The d values obtained from the same data set were estimated as 0.003, 0.357, 2.180, 3.470, and 2.108 for the Allison and Gorman, Gorsuch, White et al., Center et al., as well as for Huitema and McKean methods, respectively. A brief description of selected statistical programs available to conduct regression-based methods was given.


AERA Open ◽  
2019 ◽  
Vol 5 (3) ◽  
pp. 233285841986729 ◽  
Author(s):  
Eunice S. Han

This article examines how teachers unions affect teachers’ well-being under various legal institutions. Using a district–teacher matched data set, this study identifies the union effects by three approaches. First, I contrast teacher outcomes across different state laws toward unions. Second, I compare the union–nonunion differentials within the same legal environment, using multilevel models and propensity score matching. Finally, unexpected legal changes restricting the collective bargaining of teachers in four states form a natural experiment, allowing me to use the difference-in-difference estimation to identify the causal effect of weakening unionism on teacher outcomes. I find that (a) many teachers join unions even when bargaining is rarely or never available, and meet-and-confer or union membership rate affects teachers’ lives in the absence of a bargaining contract; (b) how unions influence teacher outcomes vary greatly by different legal environment; and (c) the changes in public policy limiting teachers’ bargaining rights significantly decrease teacher compensation.


Sign in / Sign up

Export Citation Format

Share Document