no code implementations • 28 Jul 2023 • Ruyi Liu, Jingzhi Tie, Zhen Wu, Qing Zhang
In pairs trading, a long position is held in one stock while a short position is held in another.
no code implementations • 12 Apr 2023 • Huansang Xu, Ruyi Liu, Marek Rutkowski
A numerical study based on the Black-Scholes model and empirical tests based on market data for S\&P~500 and S&P/ASX~200 indices for 2020-2022 demonstrates the benefits of an EPS as an efficient investment insurance tool for superannuation accounts.
no code implementations • 25 Dec 2022 • Libo Li, Ruyi Liu, Marek Rutkowski
We study the upper and lower bounds for prices of European and American style options with the possibility of an external termination, meaning that the contract may be terminated at some random time.
no code implementations • 13 May 2022 • Tian Chen, Ruyi Liu, Zhen Wu
All the results are different from those in the problem with fixed time horizon.
no code implementations • IET Image Processing 2021 • Peipei Zhao, Qiguang Miao, Hang Yao, Xiangzeng Liu, Ruyi Liu, Maoguo Gong
For each feature map, the channel attention module is proposed to explore channel-wise correlation.
Fine-Grained Image Classification Fine-Grained Visual Recognition