نتایج جستجو برای: momentum strategy

تعداد نتایج: 393956  

2006
Mahmut Reyhanoglu N. Harris McClamroch

The problem of reorientation of planar multibody systems in space with angular momentum preserving controls is studied. We consider rest-to-rest maneuvers for the absolute orientation of a multibody system which maintains zero angular momentum. We propose a control strategy for a system which is composed of (1) N planar rigid bodies interconnected by ideal pin joints in the form of an open kine...

S. Gh. Etemad,

The Galerkin finite element method is used to solve the three dimensional continuity, momentum and energy equations for laminar Newtonian and power-law model non-Newtonian flow through horizontal circular tube. The governing equations are non-dimensionalized with respect to specific variables and converted into algebraic equations using appropriate elements. To accelerate convergence a combinat...

2011
Ching-Hung Lee

This paper presents a novel differential evolution algorithm (called CCDE) using self-adaptive scaling factors, chemotaxis by BP technique, and cooperative strategy to enhance the performance of traditional DE algorithm. The CCDE consists of modified mutation strategy which is implemented from each individual and includes the momentum of each individual, the self-adaptive scaling factor strateg...

2013
Simon Huang

Momentum strategies have historically delivered high Sharpe ratios and large positive alphas. However, returns to these strategies also display significant time-variation that is not very well understood. I show that expected momentum returns vary negatively and monotonically with the formation period return difference between past winners and losers, which I term the momentum gap. A one standa...

Journal: :CoRR 2017
Sheng Zhang Qian Zhao Hai-bing Huang Guojin Tang

The Zero Propellant Maneuver (ZPM) maneuvers the space station by large angle, utilizing the Control Momentum Gyroscopes (CMGs) only. A robust tracking guidance strategy is proposed to enhance its performance. It is distinguished from the traditional trajectory tracking guidance in that the reference trajectory is adjusted on-line, under the inspiration of eliminating the discrepancy on the tot...

S. Gh. Etemad,

The Galerkin finite element method is used to solve the three dimensional continuity, momentum and energy equations for laminar Newtonian and power-law model non-Newtonian flow through horizontal circular tube. The governing equations are non-dimensionalized with respect to specific variables and converted into algebraic equations using appropriate elements. To accelerate convergence a combinat...

2001
Jiwei WANG

Various models have been proposed to explain the short-term price momentum anomaly. And also various factors such as industry, trading volume, firm size, and analyst coverage that could affect the price momentum have been found. We introduce another two factors that could affect the momentum profits, Intangible Assets and R&D Expenditures. We find that the short-term momentum profits are decrea...

Journal: :The journal of financial data science 2021

Momentum strategies are an important part of alternative investments and at the heart work commodity trading advisors. These have, however, been found to have difficulties adjusting rapid changes in market conditions, such as during 2020 crash. In particular, immediately after momentum turning points, when a trend reverses from uptrend (downtrend) downtrend (uptrend), time-series prone making b...

and E. Roohi, M. Darbandi, V. Mokarizadeh,

The main objective of the present study is to utilize a novel linearization strategy to linearize the convection terms of the quasi-one-dimensional Euler governing equations on collocated grids and to examine its shock-capturing capabilities. To avoid a pressure checkerboard problem on the collocated grids, it is necessary to utilize two velocity definitions at each cell face. Similarly, we def...

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