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Improving Pairs Trading Strategies Using Two-Stage Deep Learning Methods and Analyses of Time (In)variant Inputs for Trading Performance
Published 2022-01-01“…A pairs trading strategy (PTS) constructs and monitors a stationary portfolio by shorting (longing) when the portfolio is adequately over- (under-)priced measured by a predetermined open threshold. We close this position to earn the price differences when the portfolio’s value reverts back to the mean level. …”
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803
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Grid-search method for short-term over long-term average parameter tuning: an application to Stromboli explosion quakes
Published 2024-10-01“…The collection of a significant catalogue of seismo-volcanic data involves the selection of relevant parts of raw signals, which can be automatised by using the short-term over long-term average (STA/LTA) method. The STA/LTA method employs the “Characteristic Function” to describe a section of a seismic record in terms of trace amplitude and first-time difference. …”
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805
Sample Size for Agreement Studies on Quantitative Variables
Published 2024-07-01“…Furthermore, our devised procedure allows to calculate the sample sizes by choosing between two most suitable formulations of the global parameters space of the null and alternative hypotheses; indeed, they are based on the portion of the distribution of the differences between the two measurement methods or on appropriately chosen agreement thresholds. …”
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806
A model of occupational stress to assess impact of COVID-19 on critical care and redeployed nurses: a mixed-methods study
Published 2024-12-01“…Findings Three-quarters of nurses reached threshold for psychological distress, approximately 50% reached threshold for burnout emotional exhaustion and a third clinically concerning post-traumatic stress symptoms. …”
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807
Effect of Ripening and Extraction Method on the Physicochemical Properties of Pectin Extracted from Peels of Apem and Apantu Plantain Cultivars in Ghana
Published 2024-01-01“…Pectin samples were extracted from different stages of ripening (matured-green (G), half-ripe (H), and full-ripe (R)) by the utilization of acidic (D) and alkaline (L) extraction methods. …”
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808
CSDK: A Chi-square distribution-Kernel method for image de-noising under the Internet of things big data environment
Published 2019-05-01“…Second, a freedom degree is considered, which is related to the customized wavelet coefficient of the Chi-square distribution-Kernel to be thresholded for image de-noising. Here, noisy image is first decomposed into many levels to obtain different frequency bands and the soft thresholding method based on Chi-square distribution-Kernel method is used to remove the noisy coefficients, by fixing the optimum threshold value using the proposed method. …”
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809
Dynamic Evaluation of Regional Agricultural Drought Vulnerability Based on Triangular Fuzzy Number and Connection Number Coupling
Published 2021-01-01“…Vulnerability assessment of agricultural drought system is of great significance to agricultural drought risk management and risk control practice.In order to quantitatively evaluate the vulnerability of agricultural drought in Bengbu City,an evaluation model of agricultural drought vulnerability is established based on the coupling method of triangular fuzzy number and connection number.Firstly,connection number of single index is calculated by set pair analysis method,and the dynamic difference coefficient of different indexes is determined by the analysis and value method,that is,different-grade standard thresholds correspond to different difference coefficients.Then,connection value of each single index is calculated by combining the opposition coefficient and is weighted to obtain connection value of each subsystem and comprehensive connection value of sample.Finally,vulnerability grade value of regional agricultural drought system is determined by functional relationship between sample comprehensive connection value and evaluation grade value.Moreover,the model based on triangular fuzzy number and connection number coupling is applied to evaluate agricultural drought vulnerability in Bengbu City.The results show that:The results of comprehensive evaluation method based on triangular fuzzy number and connection number coupling were consistent with the comprehensive evaluation method based on grey relational analysis and connection number coupling,cloud similarity evaluation method and fuzzy comprehensive evaluation method.Drought vulnerability in 2001—2003 was strong,close to 3.5,and that in 2004—2010 was moderate,around 3.On the whole,the vulnerability is improved,which show that the ability of Bengbu's agricultural system to resist drought vulnerability is gradually strengthening,and level of agricultural development is constantly improving.Therefore,it can provide a strong basis for the government to scientifically prevent and control drought risks and scientific researchers to conduct quantitative research.…”
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810
MHOE-DETR: A Ship Detection Method for Small and Fuzzy Targets Based on Satellite Remote Sensing Image Data
Published 2025-01-01“…This allows the proposed MHOE-DETR model to avoid thresholding and NMS), reducing the model’s computational complexity. …”
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811
Which performance indicators are used globally for evaluating healthcare in patients with a hip fracture?: a mixed methods systematic review
Published 2025-03-01“…The aim of this review was to map the variety of performance indicators used around the world and how they are defined. Methods: We present a mixed methods systematic review of literature on the use of performance indicators in hip fracture care. …”
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812
Solar Probability Density Estimation Using Adaptive Parametric/Nonparametric Hybrid Model
Published 2024-01-01Get full text
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813
An Infrared and Visible Image Alignment Method Based on Gradient Distribution Properties and Scale-Invariant Features in Electric Power Scenes
Published 2025-01-01“…Finally, initial matching and accurate matching are achieved by the improved fast approximate nearest-neighbour matching method and adaptive thresholding, respectively. Experiments show that this method can robustly match the feature points of image pairs under rotation, scale, and viewpoint differences, and achieves excellent matching results.…”
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814
Capacity allocation method for a hybrid energy storage system participating in secondary frequency regulation based on variational mode decomposition
Published 2025-06-01“…To verify the proposed method, various factors, such as different power allocation methods, modal decomposition methods, and allocation coefficients, are considered. …”
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SSMM: Semi-supervised manifold method with spatial-spectral self-training and regularized metric constraints for hyperspectral image dimensionality reduction
Published 2025-02-01“…This module first locates the spatial neighbors of the labeledit can adapt to different data distributions and feature samples and then sets an adaptive threshold based on the spectral features of labeled samples to filter spatial neighbors, so as to obtain the spatial-spectral neighbors as pseudo-labeled samples. …”
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816
Effects of non-vital bleaching agents and resin composites on the color stability, translucency, and whiteness index of stained teeth at different time intervals: a laboratory inve...
Published 2025-07-01“…Abstract Objectives The aim of this study was to investigate the effects of non-vital bleaching agents and resin composite types on the color stability, translucency parameter, and whiteness index of non-vital teeth at different time intervals. Materials and methods 135 extracted single-rooted maxillary central incisors were used. …”
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817
Defining chronic pain impact levels: a patient-clinician approach using PROMIS® pain interference scores
Published 2025-08-01“…We employed the PRO-Bookmarking technique to identify threshold scores that delineate different levels of chronic pain impact. …”
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A distribution dependence study on the impacts of health rights’ accessibility on the overwork of migrant workers in China using quantile-on-quantile method
Published 2025-08-01“…Investigating the formation mechanisms and generational variations in migrant workers’ overwork through the lens of health rights accessibility enriches theoretical explanations of overwork’s causes while offering actionable strategies for mitigation.MethodsBased on the China Migrants Dynamic Survey (CMDS), this study empirically tests the impact of health right’s accessibility on migrant workers’ overwork and its intergenerational differences using the quantile-on-quantile regression (QQR) and composition test method.ResultsHealth rights’ accessibility significantly reduces migrant workers’ overwork, with a 1-unit improvement correlating with a 4.22% decline in overwork rate and 2.36-h weekly reduction in overwork hours. …”
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Re-testing as a method of implementing external quality assessment program for COVID-19 real time PCR testing in Uganda.
Published 2024-01-01“…Even where there was concordance in the final test outcome (negative or positive) between UVRI and primary testing laboratories, there were still differences in CT values. The differences in the Cycle Threshold (CT) values were insignificant except for Tenna & Pharma Laboratory and the UVRI(p = 0.0296). …”
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