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Dual-market quantitative trading:the dynamics of liquidity and turnover in financial markets

Data Science and Management 2025年第1期8卷 48-58页

作者： Qing Zhu Chenyu Han Yuze Li International Business School Shaanxi Normal UniversityXi’an710061China Shaanxi Logistics Group Logistics Science and Technology Innovation Integrated Development Research Center of Xi’an Jiaotong University Xi’an710049China Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijing100190China Questrom School of Business Boston UniversityBoston02215United States

Financial market liquidity is a popular research ***-driven research uses the turnover rate to measure liquidity and generally finds that the higher the stock turnover rate,the lower the ***,the traditional financial liquidity theory has been impacted by new machine-driven quantitative trading *** explore high machine-driven liquidity and the impact of high turnover rates on returns,this study establishes a dual-market quantitative trading system,introduces a variational modal decomposition(VMD)-bidirectional gated recurrent unit(BiGRU)model for data prediction,and uses the back-end Hong Kong foreign exchange market to develop a quantitative trading strategy using the same rotating funds in the *** Chinese stock *** experimental results show that given a principal amount of 210,000.00 CNY,the final predicted net return is 226,538.30 CNY,a net return of 107.86%,which is 40.6%higher than the net return of a single Chinese *** conclude that,under machine-driven trading,increasing liquidity and turnover increase *** study provides a new perspective on liquidity theory that is useful for future financial market research and quantitative trading practices.

关键词： Liquidity Machine learning Dual-market algorithmic trading Return

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Seamless Functional Design for an Autonomous Vehicle using a Low-Cost RCP Platform 10

Seamless Functional Design for an Autonomous Vehicle using a...

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10th IEEE International Symposium on systems Engineering, ISSE 2024

作者： Jacobitz, Sven Liu-Henke, Xiaobo Becker, Uwe Ostfalia University of Applied Sciences Research Group for Control Engineering and Vehicle Mechatronics Wolfenbüttel Germany Technical University of Braunschweig Institute for Intermodal Transport and Logistics Systems Braunschweig Germany

ISBN: (纸本)9798350353723

The advancement of cooperative autonomous vehicles has seen significant progress, often necessitating the use of high-cost tools. This paper investigates the utilization of a low-cost Rapid Control Prototyping (RCP) platform, LoRra, for the development of autonomous vehicle functionalities. A modular prototyping vehicle equipped with Mecanum wheels was designed to operate within a cyber-physical laboratory test field, enabling the exploration of intelligent driving functions. The LoRra platform facilitates seamless model-based development, encompassing modeling, function design, automatic code generation, and real-time implementation. The effectiveness of the LoRra platform in developing and validating autonomous driving functions is demonstrated through extensive simulations and real-time experiments. This study highlights the successful application of LoRra in the speed control of traction motors and trajectory-following control, underscoring its potential as a cost-effective and versatile tool for research and development in intelligent mobility. © 2024 IEEE.

关键词： Speed control

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A Monte Carlo Simulation Approach for Estimating the Economic Impact of Sustainable Plantation Scenarios 11

A Monte Carlo Simulation Approach for Estimating the Economi...

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11th International Conference on ICT for Smart Society, ICISS 2024

作者： Yaqin, Alvin Muhammad'ainul Huzaymah, Muhammad Yudistira Rahmatullah Rizalmi, Sigit Rahmat Wantira, Amanda Dwi Jamil, Ahmad Institut Teknologi Kalimantan Systems Modeling and Optimization Research Group Department of Industrial Engineering Balikpapan Indonesia Institut Teknologi Kalimantan Department of Industrial Engineering Balikpapan Indonesia Institut Teknologi Kalimantan Department of Logistics Engineering Balikpapan Indonesia

ISBN: (纸本)9798350389654

This paper investigates the economic impact of sustainable plantation scenarios for oil palm, rubber, cocoa, and coffee in East Kalimantan Province, Indonesia, using a Monte Carlo simulation approach. Currently dominated by oil palm, the region faces challenges regarding environmental sustainability and economic resilience. We propose a Monte Carlo simulation approach with a model to estimate the best scenarios of sustainable estate crop plantations based on net value over a year. Results indicate that Scenario 1, representing the existing plantation, has a high probability of incurring losses (17.3 %) and the lowest likelihood of achieving huge profits (32.8%). Scenario 3, which involves diversifying from oil palm and rubber into cocoa and coffee, offers moderate improvements over existing conditions. It shows a better outcome probability (35.5% huge profit and 12.4% loss) and has potential for significant maximum profits (325 trillion IDR). Scenario 3 is a viable option for short-term improvements. On the other hand, Scenario 2, which balances land distribution approximately equally for all commodities, demonstrates the highest probability of achieving huge profits (61.1 %) with minimal risk (0.01 % probability of loss) and also the highest average outcome in the simulation (113 trillion IDR), making it the most advantageous option. This study underscores the importance of diversifying plantation portfolios to enhance economic resilience and sustainability. Decision-makers can utilize these findings to optimize future plantation strategies, balancing economic growth with environmental stewardship. © 2024 IEEE.

关键词： Crops

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A system dynamic-based method for measuring the operational resilience of container ports 7

A system dynamic-based method for measuring the operational ...

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7th IEEE International Conference on Transportation Information and Safety, ICTIS 2023

作者： Huang, Jiaju Wan, Chengpeng He, Yi Zhang, Kun Luo, Xiaohua Wuhan University of Technology School of Transportation and Logistics Engineering Wuhan China Intelligent Transportation Systems Research Center Wuhan University of Technology Wuhan China China Railway Siyuan Survey and Design Group CO. LTD. Wuhan China

ISBN: (纸本)9798350308532

In recent years, with the rapid development of the maritime industry, the number and scale of ports are growing, and the number of port operation accidents is also rising. Accidents happened in port areas will not only impact the operation of a port itself, but also impact the whole shipping networks. The concept of resilience provides a new way to reduce the number and impact of port operational accidents. In this research, a resilience evaluation model of container port operation safety is established by combining 'resilience triangle' and system dynamic method. The container supply capacity and the operational efficiency of ports are selected as two indicators for measuring port functions to analyze the resilience of container port operation. Taking the Colombo Port as a case, the proposed model is demonstrated and validated by assessing the influence of extreme weather events on the operational resilience of the investigated port. This research can provide helpful reference for the effective risk management of ports operations from a systematic perspective. © 2023 IEEE.

关键词： Accidents

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An Ensemble Filter for Indoor Positioning Technology of Mobile Home Service with Agile iBeacon Deployment

International Journal of Interactive Mobile Technologies

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International Journal of Interactive Mobile Technologies 2023年第16期17卷 48-60页

作者： Abu-AlSondos, Ibrahim A. Salameh, Anas A. Nawi, Mohd Nasrun Mohd Deraman, Rafikullah Dubai United Arab Emirates Department of Management Information Systems College of Business Administration Prince Sattam Bin Abdulaziz University Al-Kharj Saudi Arabia School of Technology Management and Logistics Universiti Utara Malaysia Kedah Sintok Malaysia Project and Facilities Management Research Group Faculty of Civil Engineering and Built Environment Universiti Tun Hussein Onn Malaysia Batu Pahat Malaysia

In this article, we undertake a thorough investigation into the theory of indoor location, adopt an effective and quick positioning algorithm, and make use of a network of lowpower iBeacons. An iBeacon-based indoor positioning system (IPS) is presented to investigate how to utilize iBeacon for accurate location and whether it can successfully replace the current dominant positioning technology based on the analysis that was conducted. However, the first things that should be taken into account at this point in the design of house robots for indoor environments are how to quickly and precisely gather target node location information as well as how to regulate and plan a course. This article examined the more popular and often used indoor positioning techniques, provided a succinct summary of current indoor positioning technologies and regulators, and examined ultrasonic locating technology in depth. Based on this, a system for mobile home service robots was developed, and simulation tests were performed to assess the accuracy of node locating, node reception and arrival times, the best level of route planning, and navigation and path estimation errors in both absolute and comparative terms. Additionally, we go into detail about the difficulties in developing a practical IPS, the solutions that are already available, a thorough performance comparison, and some potential future IPS development trends. © 2023 by the authors of this article. Published under CC-BY.

关键词： Indoor positioning systems

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Enhancing Collaborative Learning in Mobile Environments through Interactive Virtual Reality Simulations

International Journal of Interactive Mobile Technologies

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International Journal of Interactive Mobile Technologies 2024年第11期18卷 15-26页

作者： Abdullah, Rijal Nawi, Mohd Nasrun Mohd Salameh, Anas A. Deraman, Rafikullah Harun, Aizul Nahar Faculty of Engineering Universitas Negeri Padang Padang Indonesia School of Technology Management and Logistics Universiti Utara Malaysia Kedah Malaysia Department of Management Information Systems College of Business Administration Prince Sattam Bin Abdulaziz University Al-Kharj Saudi Arabia Project and Facilities Management Research Group Faculty of Civil Engineering and Built Environment Universiti Tun Hussein Onn Malaysia Batu Pahat Malaysia Universiti Teknologi Malaysia Kuala Lumpur Malaysia

This study investigates the potential of enhancing collaborative learning in mobile environments through the integration of interactive virtual reality (VR) simulations. With the ubiquity of mobile devices and advancements in VR technology, there is a growing interest in using immersive experiences to promote collaborative learning among students. The study explores the design and implementation of interactive VR simulations customized for mobile platforms. The goal is to create engaging and immersive learning experiences that foster collaboration and knowledge sharing. By immersing students in virtual environments where they can interact with digital objects and manipulate scenarios, the study aims to facilitate active participation and teamwork, thereby enhancing learning outcomes. Furthermore, the study examines the impact of interactive VR simulations on student engagement, motivation, and knowledge retention in collaborative learning settings. Through empirical studies and user evaluations, the effectiveness of interactive VR simulations as a tool for collaborative learning in mobile environments is assessed. The findings provide valuable insights into the design and pedagogical integration of VR technologies in mobile learning contexts. They offer guidance for educators and instructional designers who aim to leverage the potential of immersive experiences to improve collaborative learning outcomes. © 2024 by the authors of this article.

关键词： Virtual environments

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Seamless Functional Design for an Autonomous Vehicle using a Low-Cost RCP Platform

Seamless Functional Design for an Autonomous Vehicle using a...

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IEEE International Symposium on systems Engineering (ISSE)

作者： Sven Jacobitz Xiaobo Liu-Henke Uwe Becker Research Group for Control Engineering and Vehicle Mechatronics Ostfalia University of Applied Sciences Wolfenbüttel Germany Institute for Intermodal Transport and Logistics Systems Technical University of Braunschweig Braunschweig Germany

ISBN: (数字)9798350353723

ISBN: (纸本)9798350353730

关键词： Codes Velocity control Wheels Traction motors Real-time systems Modeling Autonomous vehicles research and development

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The CFD-DEM coupled numerical simulation for the oil spill in ice-covered waters 7

The CFD-DEM coupled numerical simulation for the oil spill i...

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7th IEEE International Conference on Transportation Information and Safety, ICTIS 2023

作者： Liu, Rong Zhang, Di Wu, Da Han, Bing State Key Laboratory of Maritime Technology and Safety Wuhan University of Technology Wuhan China Wuhan University of Technology National Engineering Research Center for Water Transport Safety Wuhan China Wuhan University of Technology Intelligent Transportation Systems Research Center Wuhan China Wuhan University of Technology School of Transportation and Logistics Engineering Wuhan China Academician Workstation of Cosco Shipping Group China Academician Workstation of Cosco Shipping Group Shanghai Ship and Shipping Research Institute Co. Ltd China

ISBN: (纸本)9798350308532

The Arctic region is rich in oil and gas reserves, accounting for 25% of the world's untapped oil resources. With the increase of oil transportation activities in the region, the risk of oil spills from ships has increased. The external environment encountered by ships operating in ice areas is mainly a coupled system of sea ice with wind, waves, and currents. For the numerical simulation of this coupled system, a numerical ice pool is established in this paper using the coupled CFD-DEM method. Specifically, a physical sea ice model is established using the discrete element method. Then a 3D pool is established based on the VOF model, and the two are coupled and calculated through the CFD-DEM interface to realize the simulation effect of the numerical ice pool. Finally, the oil spill diffusion law under different sea ice concentrations, oil spill velocity, and current velocity is analyzed by adding the ship oil spill, which provides the decision basis for the ship oil spill emergency treatment. Through numerical experiments, it is found that the averaged flow velocity has a greater influence on oil spill diffusion, and the oil spill speed has a smaller influence on diffusion. When the sea ice concentration is located at 30-50%, sea ice has a certain obstruction to oil spill diffusion in more open waters, and when the sea ice concentration is greater than 80%, the obstruction effect is obvious, and when the sea ice concentration is 100%, the oil spill diffuses on the lower surface of sea ice. © 2023 IEEE.

关键词： Computational fluid dynamics

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Wake-adapted ducted propeller for full-scale generic underwater vehicle: parametric study on blade skew for unsteady propeller thrust 51

Wake-adapted ducted propeller for full-scale generic underwa...

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51st International Congress and Exposition on Noise Control Engineering, Internoise 2022

作者： Takahashi, Kenshiro Gargan-Shingles, Chris Naval Systems Research Centre Acquisition Technology &Logistics Agency Ministry of Defense 2-2-1 Nakameguro Meguro-ku Tokyo Japan Maritime Division Defence Science and Technology Group 506 Lorimer St Port Melbourne MelbourneVIC3207 Australia

ISBN: (纸本)9781906913427

A parametric study of blade skew for unsteady propeller thrust reduction in the wake of an underwater vehicle (BB2) is presented. Unsteady thrust forces transmit via the propeller shaft and produce undesirable noise and vibration, particularly at frequencies corresponding to multiples of the blade pass frequency. The effectiveness of blade skew in reducing noise and vibration has been reported in previous studies, though not for underwater vehicles. The amplitudes of the dominant harmonics of the unsteady propeller thrust are determined using a Fourier series. Balanced skew designs reduce the dominant fifth harmonic more significantly than biased skew designs at identical total-skew angles. The total skew angle strongly influences the unsteady propeller thrust magnitude for balanced skew designs, whereas the effect of the maximum forward-skew angle is negligible. Significant fluctuations in single-blade loads are observed when the blade passes through the downstream wake of the vehicle's sail and casing. Increasing the blade total-skew reduces the blade load fluctuation when the blade approaches the top-dead centre position, but has limited influence on the fluctuations when the blade moves away from this position. © 2022 Internoise 2022 - 51st International Congress and Exposition on Noise Control Engineering. All rights reserved.

关键词： Propellers

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Aids to Navigation State Risk Assessment Model and Application Based on AHP and Entropy Weight Method 7

Aids to Navigation State Risk Assessment Model and Applicati...

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7th International Conference of Artificial Intelligence, Medical Engineering, Education, AIMEE 2023

作者： Huang, Liang Huang, Xiaodie Cao, Jingjing Li, Dengfeng Xu, Jinhui Wen, Zhipeng State Key Laboratory of Maritime Technology and Safety Wuhan University of Technology Wuhan China National Eneineering Research Center for Water Transport Safety Wuhan University of Technology Wuhan China Wuhan University of Technology Intelligent Transportation Systems Research Center Wuhan China School of Transportation and Logistics Engineering Wuhan University of Technology Wuhan China China Communications Information & Technology Group Co. Ltd. Beijing China NavInfo Co. Ltd. Beijing China

ISBN: (纸本)9781643684901

The assessment and analysis of the operational status and safety risks associated with Aids to navigation hold paramount significance in ensuring the safety of maritime navigation. This paper constructs a risk assessment system for Aids to navigation based on the AHP (Analytic Hierarchy Process) and entropy weight method. The evaluation system employs the AHP to subjectively weight both discrete and continuous data, while the entropy weight method is applied to objectively weight data that can be continuously monitored. The subjective and objective weights are combined with nonlinear weights to construct a risk assessment model. The model has been applied to analyze and evaluate the Aids to navigation data of the waters of Guangzhou Maritime Safety Bureau in 2023. The evaluation results show that the power risk of the aids to navigation is the main risk of the existing aids to navigation. © 2024 The Authors.

关键词： Risk assessment

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