4 Result(s)
within
Economics
Behavioral/Experimental Economics
Math Applications in Computer Science
Operations Research/Decision Theory
**mo Wang
Article
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Article
Open AccessImproving Cointegration-Based Pairs Trading Strategy with Asymptotic Analyses and Convergence Rate Filters
A pairs trading strategy (PTS) constructs a mean-reverting portfolio whose logarithmic value moves back and forth around a mean price level. It makes profits by longing (or shorting) the portfolio when it is u...
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Article
Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis
Despite the upgrading of the attention and investment of new energy in Chinese public, its market efficiency and associations with other assets are relatively rarely explored. This paper, firstly, explores the...
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Article
Open AccessCollaborative Innovation Strategy of Supply Chain in the Context of MCU Domestic Substitution : A Differential Game Analysis
The domestic substitution of the IC (the Integrated Circuit) industry improves economic efficiency and is significant in ensuring national security, which has gradually become an essential strategy for countri...
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Article
GPS data Mining at Signalized Intersections for Congestion Charging
Nowadays more private car trips have caused worse congestion due to the Covid-19 pandemic in many cities. Congestion charging is one of the taxes that is levied on vehicle owners to reduce urban traffic congestio...
