Intraday trading strategy based on time series and machine learning for Chinese stock market

no code implementations • 24 Mar 2021 • Q. Wang, Y. Zhou, J. Shen

This article comes up with an intraday trading strategy under T+1 using Markowitz optimization and Multilayer Perceptron (MLP) with published stock data obtained from the Shenzhen Stock Exchange and Shanghai Stock Exchange.

BIG-bench Machine Learning Portfolio Optimization +3

Neutron State Entanglement with Overlapping Paths

no code implementations • 22 Dec 2020 • S. J. Kuhn, S. McKay, J. Shen, N. Geerits, R. M. Dalgliesh, E. Dees, A. A. M. Irfan, F. Li, S. Lu, V. Vangelista, D. V. Baxter, G. Ortiz, S. R. Parnell, W. M. Snow, R. Pynn

Our results show that the spatial and energy properties of the neutron beam may be significantly altered without reducing the contextuality witness value below the Tsirelson bound, meaning that maximum entanglement is preserved.

Quantum Physics Mesoscale and Nanoscale Physics Other Condensed Matter Strongly Correlated Electrons Nuclear Experiment