An Algorithm for Testing the Efficient Market Hypothesis
Graph Chatbot
Chattez avec Graph Search
Posez n’importe quelle question sur les cours, conférences, exercices, recherches, actualités, etc. de l’EPFL ou essayez les exemples de questions ci-dessous.
AVERTISSEMENT : Le chatbot Graph n'est pas programmé pour fournir des réponses explicites ou catégoriques à vos questions. Il transforme plutôt vos questions en demandes API qui sont distribuées aux différents services informatiques officiellement administrés par l'EPFL. Son but est uniquement de collecter et de recommander des références pertinentes à des contenus que vous pouvez explorer pour vous aider à répondre à vos questions.
Experimental evidence has consistently confirmed the ability of uninformed traders, even novices, to infer information from the trading process. After contrasting brain activation in subjects watching markets with and without insiders, we hypothesize that ...
System-level design decisions such as HW/SW partitioning, target architecture selection and scheduler selection are some of the main concerns of current complex system-on-chip (SOC) designs. In this paper, a novel window-based heuristic is proposed that ad ...
Energy-efficient design of multimedia embedded systems demands optimizations in both hardware and software. Software optimization has no received much attention, although modern multimedia applications exhibit high resource utilization. In order to efficie ...
This paper presents a method to optimize two linear actuator configurations. The method is stochastic and combines a genetic algorithm (GA) and FEM (finite element method) model generated with the commercial software FEMM. The optimization is performed in ...
New multimedia embedded applications are increasingly dynamic, and rely on dynamically-allocated data types (DDTs) to store their data. The optimization of DDTs for each target embedded system is a time-consuming process due to the large searching space of ...
We design and deploy a trading strategy that mirrors the Exchange Traded Fund (ETF) arbitrage technique for sector trading. Artificial Neural Networks (ANNs) are used to capture pricing relationships within a sector using intra-day trade data. The fair pric ...
The response of a steel structure is closely related to the behavior of its joints. This means that it is necessary to take explicit account of joint properties in order to ensure a consistent approach to design optimization of steel frames. Semi-rigid des ...
This paper describes new optimization strategies that offer significant improvements in performance over existing methods for bridge-truss design. In this study, a real-world cost function that consists of costs on the weight of the truss and the number of ...
Recent neurophysiological studies reveal that risk and reward are separately encoded in the human brain, and that the encodings display different timing patterns. Therefore, we hypothesized that sensitivity of trading decisions to risk and reward parameter ...
Discrete optimization is a difficult task common to many different areas in modern research. This type of optimization refers to problems where solution elements can assume one of several discrete values. The most basic form of discrete optimization is bin ...