Results 1 - 10 of 2,903

A New Statistical Parser Based on Bigram Lexical Dependencies

by Michael John Collins , 1996
"... This paper describes a new statistical parser which is based on probabilities of dependencies between head-words in the parse tree. Standard bigram probability estimation techniques are extended to calculate probabilities of dependencies between pairs of words. Tests using Wall Street Journal ..."
Abstract - Cited by 490 (4 self) - Add to MetaCart
This paper describes a new statistical parser which is based on probabilities of dependencies between head-words in the parse tree. Standard bigram probability estimation techniques are extended to calculate probabilities of dependencies between pairs of words. Tests using Wall Street

Pairs Trading with Copulas

by Wenjun Xie, Rong Qi Liew, Yuan Wu, Xi Zou , 2014
"... Pairs trading is a well-acknowledged speculative investment strategy, with the distance method the most commonly implemented such strategy. However, this approach, is able to fully describe the dependency structure between stocks only under the assumption of multivariate normal returns. In this rese ..."
Abstract - Add to MetaCart
. In this research, we propose a new pairs trading strategy to generalize the conventional pairs trading strategy by using the copula modeling technique. Copulas allow separate estimation of the marginal distributions of stock returns and their joint dependency structure, and thus can provide sound estimation

Trade, FDI, and the Organization of Firms

by Elhanan Helpman - JOURNAL OF ECONOMIC LITERATURE , 2006
"... New developments in the world economy have triggered research designed to better understand the changes in trade and investment patterns, and the reorganization of production across national borders. Although traditional trade theory has much to offer in explaining parts of this puzzle, other parts ..."
Abstract - Cited by 269 (6 self) - Add to MetaCart
, such as sourcing strategies. But the theory has gone beyond the individual firm, studying the implications of firm behavior for the structure of industries. It provides new explana-tions for trade structure and patterns of foreign direct investment, both within and across industries, and has identified new sources

Overcoming the Liability of Foreignness

by Srilata Zaheer - Academy of Management Journal , 1995
"... This study addressed the question of whether firms in a competitive, globally integrated environment face a "liability of foreignness " and to what extent either importing home-country organizational capabilities or copying the practices of successful local firms can help them over-come th ..."
Abstract - Cited by 248 (2 self) - Add to MetaCart
-come this liability. Predictions were tested with a paired sample of 24 foreign exchange trading rooms of major Western and Japanese banks in New York and Tokyo. Results support the existence of a liability of foreignness and tbe role of a firm's administrative beritage in providing competitive advantage to its

A new approach to modeling and estimation for pairs trading

by Binh Do, Robert Faff, Kais Hamza , 2006
"... Pairs trading is an speculative investment strategy based on relative mispricing between a pair of stocks. Essentially, the strategy involves choosing a pair of stocks that historically move together. By taking a long-short position on this pair when they diverge, a profit will be made when they nex ..."
Abstract - Cited by 8 (0 self) - Add to MetaCart
Pairs trading is an speculative investment strategy based on relative mispricing between a pair of stocks. Essentially, the strategy involves choosing a pair of stocks that historically move together. By taking a long-short position on this pair when they diverge, a profit will be made when

The Empirics of Agglomeration and Trade

by Keith Head, Thierry Mayer - HANDBOOK OF REGIONAL AND URBAN ECONOMICS VOLUME 4 , 2003
"... This chapter examines empirical strategies that have been or could be used to evaluate the importance of agglomeration and trade models. This theoretical approach, widely known as “New Economic Geography” (NEG), emphasizes the interaction between transport costs and firm-level scale economies as a s ..."
Abstract - Cited by 141 (6 self) - Add to MetaCart
This chapter examines empirical strategies that have been or could be used to evaluate the importance of agglomeration and trade models. This theoretical approach, widely known as “New Economic Geography” (NEG), emphasizes the interaction between transport costs and firm-level scale economies as a

Pairs trading

by Robert J. Elliotty, John Van, William P. Malcolm , 2005
"... ‘Pairs Trading ’ is an investment strategy used by many Hedge Funds. Consider two similar stocks which trade at some spread. If the spread widens short the high stock and buy the low stock. As the spread narrows again to some equilibrium value, a profit results. This paper provides an analytical fra ..."
Abstract - Add to MetaCart
‘Pairs Trading ’ is an investment strategy used by many Hedge Funds. Consider two similar stocks which trade at some spread. If the spread widens short the high stock and buy the low stock. As the spread narrows again to some equilibrium value, a profit results. This paper provides an analytical

Bottom-up computation of sparse and Iceberg CUBE

by Kevin Beyer, Raghu Ramakrishnan - In Proceedings of the 5th ACM international workshop on Data Warehousing and OLAP, DOLAP ’02 , 1999
"... We introduce the Iceberg-CUBE problem as a reformulation of the datacube (CUBE) problem. The Iceberg-CUBE problem is to compute only those group-by partitions with an aggregate value (e.g., count) above some minimum support threshold. The result of Iceberg-CUBE can be used (1) to answer group-by que ..."
Abstract - Cited by 187 (4 self) - Add to MetaCart
-by queries with a clause such as HAVING COUNT(*)> = X, where X is greater than the threshold, (2) for mining multidimensional association rules, and (3) to complement existing strategies for identifying interesting subsets of the CUBE for precomputation. We present a new algorithm (BUC) for Iceberg

Machine Learning in Pairs Trading Strategies

by Yuxing Chen (joseph, Weiluo Ren (david, Xiaoxiong Lu
"... Pairs trading consists of long position in one financial product and short position in another product and we focus the form of statistical arbitrage instead of trend following; these strategies are market neutral and have low risk. ..."
Abstract - Add to MetaCart
Pairs trading consists of long position in one financial product and short position in another product and we focus the form of statistical arbitrage instead of trend following; these strategies are market neutral and have low risk.

Trading model with pair pattern strategies

by F. Rena, Y. C. Zhang C
"... A simple trading model based on pair pattern strategy space with holding periods is proposed. Power-law behavior is observed for the return variance σ 2, the price impact H and the predictability K for both models, with linear and square root impact functions. The sum of the traders ’ wealth display ..."
Abstract - Add to MetaCart
A simple trading model based on pair pattern strategy space with holding periods is proposed. Power-law behavior is observed for the return variance σ 2, the price impact H and the predictability K for both models, with linear and square root impact functions. The sum of the traders ’ wealth
Results 1 - 10 of 2,903