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Title: Optimal Pairs Trading using Stochastic Control Techniques - A Critical Evaluation Authors: HO, Wang Ching & GALEEV, Roman Supervisors: Johannesson, Erik – Department of Automatic Control, Lund University Larsson, Karl – Department of Economics, Lund University Problem: As of date, quantitative trading methods are a strong growing niche of trading. More and more sophisticated models are
The Swedish electricity market was divided into four bidding areas on 2011.11.01. The division gave implications to the trade of electricity in the spot market as well as the financial market. Four bidding areas create smaller markets and coupled with an unbalance of production and consumption in the areas, the liquidity on contracts for area price risk management has decreased drastically. This e
This paper presents an analysis on energy dissipation of a digital half band filters operated in the the sub-threshold (sub-VT ) region with throughput constraints. The degradation of speed in the sub-VT domain is counteracted by unfolding the architectures. A filter is implemented in a basic 12-bit and its various unfolded structures. The designs are synthesized in a 65 nm low-leakage high-thresh
Spatially coupled regular LDPC code ensembles have outstanding performance with belief propagation decoding and can perform close to the Shannon limit. In this paper we investigate the suitability of coupled regular LDPC code ensembles with respect to rate-flexibility. Regular ensembles with good performance and low complexity exist for a variety of specific code rates. On the other hand it can be
In this paper we study the convex envelopes of a new class of functions. Using this approach, we are able to unify two important classes of regularizers from unbiased non-convex formulations and weighted nuclear norm penalties. This opens up for possibilities of combining the best of both worlds, and to leverage each method’s contribution to cases where simply enforcing one of the regularizers are
Reference attribute grammars (RAGs) have reached a level of maturity where they are supported by several tools, and have gained traction in both academic and industrial language tool development. However, despite a lot of accumulated knowledge of how to best develop RAGs in practice, there is limited support to guide practitioners.In this paper, we address this issue by focusing on one RAG tool, J
A recombinant Baeyer-Villiger monooxygenase, BVMO4 from Dietzia sp. D5 has been previously reported. The enzyme exhibited good thermostability and was active with a wide range of cyclic ketone substrates but catalysed poorly the conversion of cyclohexanone to caprolactone. The present work focuses on protein engineering of BVMO4 to improve the conversion of cyclohexanone. Thus, a structural model
Inthispaper,wedescribeanovelsystemthatidentifiesrelationsbetweentheobjectsextractedfromanimage. We started from the idea that in addition to the geometric and visual properties of the image objects, we could exploit lexical and semantic information from the text accompanying the image. As experimental set up, we gathered a corpus of images from Wikipedia as well as their associated articles. We ex
Whilst network coordination games and network anti-coordination games have received a considerable amount of attention in the literature, network games with coexisting coordinating and anti-coordinating players are known to exhibit more complex behaviors. In fact, depending on the network structure, such games may even fail to have pure-strategy Nash equilibria. An example is represented by the we
Cell-Free networking is one of the prime candidatesfor 6G networks. Despite being capable of providing the 6Gneeds, practical limitations and considerations are often neglectedin current research. In this work, we introduce the conceptof federations to dynamically scale and select the best set ofresources, e.g., antennas, computing and data resources, to servea given application. Next to communica
Carrier frequency offset (CFO) synchronization is a crucial issue in the implementation of orthogonal frequency division multiplexing (OFDM) systems. Since current technology tends to implement different standards in the same wireless device, a common frequency synchronization structure is desirable. Knowledge of the physical frame and performance and cost system requirements are needed to choose
Target-controlled infusion (TCI) constitutes a clinically available alternative to manually administering the infusion rate of the anesthetic drug propofol. In TCI, a drug infusion profile is optimized to track a reference trajectory of blood plasma or effect site (brain cortex) drug concentration, or a corresponding clinical effect. TCI is a pure feed-forward openloop strategy, fully reliant on a
Progamme evaluation of PhD education in Service Studies: Statement from external expert group Page 1 of 23 STATEMENT FROM EXTERNAL EXPERT GROUP Reg. No. STYR 2023/22 2023-11-03 Evaluation report for the Department of Human Geography: bachelor and master studies in Human Geography and Urban planning Assignment and composition of the external expert group The expert group consists of two (originally
https://www.sam.lu.se/internt/sites/sam.lu.se.internt/files/2024-05/Statement-expert-group_HUGE_final.pdf - 2026-07-17
Microsoft Word - KursanalysGeoC08_2025 1 Kursanalys för GEOC08, Förorenad mark (15 hp), VT-25, Geologiska institutionen, Lunds universitet I frågeenkäten till studenterna ingick tretton frågor eller påstående redovisade i sammanställningen här nedan. Sammanfattningsvis tyckte studenterna att de till stor del uppfyllt kursen mål, men synpunkter på kursens innehåll och upplägg framgår av kommentarer
https://www.geology.lu.se/sites/geology.lu.se/files/2026-05/GeoC08Kursanalys2025.pdf - 2026-07-17
Alla webbplatser som skapas i Drupal får automatiskt två nyhetssidor. På den här webbplatsen benämns de som 'Nyhetssidan' och 'Nyhetsarkivet'. Här kan du läsa om vilka inställningar du kan göra på dessa sidor. Drupal skapar två sidor helt automatiskt som är kopplade till nyhetsartiklar som publiceras på webbplatsen: Sidan Nyheter/Latest news, där utvalda artiklar syns, med adressen xxx.lu.se/newsS
Professor emeritus Kontaktinformation E-post: karsten [dot] astrom [at] soclaw [dot] lu [dot] seOrganisation Rättssociologiska institutionen Hämtställe: 31 WebbplatsKarsten Åströms profil i Lunds universitets forskningsportalForskningsområdenExpertkunskap i domstolVälfärdens regleringRättstillämpande professioner”Access to justice” Publikationer Visar av publikationer. Sorterade efter år oc
https://www.soclaw.lu.se/karsten-astrom - 2026-07-17
Signal is a very important part of the railway. If you place a signal or a different object which is also important in the wrong place, can mean increased safety risks. To ease the work of the consultants in the creation of operational site drawings, the aim is to develop an action plan for the creation of a database, which in turn will be used to create a tool that can be used to automate the pro
This paper studies the bitcoin lending market and the factors explaining loans defaults. No financial intermediation implies that investors are faced directly with the credit risk. This increases information asymmetry at the cost of the lenders, so bitcoin lending platforms try to reduce this negative effect by providing information about the borrowers and their loan requests. Credit grade and int
Migration is an adaptation for birds to exploit the resources that change temporally and spatially. The recent development of miniature light level geolocators has revealed this previously poorly known aspect of birds. From light intensity data together with time recorded by geolocators, we can infer the positions of the birds, i.e. latitudes and longitudes, using a threshold method or a curve-fit
Killer acquisition is a type of acquisition that allows the acquiring undertaking to curb market competition by preemptively removing a potentially competitive undertaking that would directly compete with the acquiring undertaking. Such an acquisition allows the acquiring undertaking to continue being the dominant provider, while consumers experience a decrease in consumer welfare. This type
