Abstract Using a unique dataset of daily returns 89 programmes Commodity Trading Advisors (CTAs), we investigate the distributional properties CTA strategies including trend following, fundamental and contrarian strategies. We find that data exhibits strong features fat-tail, volatility clustering, long memory in volatility. This is different from previous studies which are often based on month...

The postMessage mechanism in HTML5 enables Web content from different origins to communicate with each other, thus relaxing the same origin policy. It is especially popular in websites that include third-party content. Each message contains accurate information about its origin, but the receiver must check this information before accepting the message. The responsibility for preventing cross-or...

Observers made change-detection judgments for colored squares in a paradigm that manipulated the retention interval, the magnitude of change, and objective change probability. The probability of change judgments increased across the retention interval for “same” and “small-change” test items but stayed the same or decreased for “large-change” and “far” test items. A variety of formal models wer...

We compare evolutionary models for close-in exoplanets coupling irradiation and evaporation due respectively to the thermal and high energy flux of the parent star with observations of recently discovered new transiting planets. The models provide an overall good agreement with observations, although at the very limit of the quoted error bars of OGLE-TR-10, depending on its age. Using the same ...

Owing to trade imbalance, shipping companies position empty containers between ports or depots periodically. The most difficult problem for positioning is that it is not possible to know the exact amounts of empty containers required in the future. The paper deals with the problem of positioning empty containers in a port area with multiple depots. Customer demands and returning containers in d...