output
20022024
most citedA ZEUS next-to-leading-order QCD analysis of data on deep inelastic scattering

186 citations

8 papers

q-fin.PM2024★ 11 cited

Quantum computing approach to realistic ESG-friendly stock portfolios

Francesco Catalano, Laura Nasello, Daniel Guterding

Finding an optimal balance between risk and returns in investment portfolios is a central challenge in quantitative finance, often addressed through Markowitz portfolio theory (MPT…

astro-ph.GA2020★ 14 cited

A Larger Extent for the Ophiuchus Stream

N. Caldwell, A. Bonaca, A. Price-Whelan +2

We present new kinematic data for the Ophiuchus stellar stream. Spectra have been taken of member candidates at the MMT telescope using Hectospec, Hectochelle and Binospec, which p…

q-fin.TR2020★ 3 cited

Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning

Daniel Guterding

The VSTOXX index tracks the expected 30-day volatility of the EURO STOXX 50 equity index. Futures on the VSTOXX index can, therefore, be used to hedge against economic uncertainty.…

astro-ph.SR2019★ 57 cited

On the use of field RR Lyrae as Galactic probes: I. The Oosterhoff dichotomy based on fundamental variables

M. Fabrizio, G. Bono, V. F. Braga +21

We collected a large data set of field RR Lyrae stars (RRLs) by using catalogues already available in the literature and Gaia DR2. We estimated the iron abundances for a sub-sample…

astro-ph.GA2018★ 75 cited

Two chemically similar stellar overdensities on opposite sides of the plane of the Galaxy

Maria Bergemann, Branimir Sesar, Judith G. Cohen +9

Our Galaxy is thought to have undergone an active evolutionary history dominated by star formation, the accretion of cold gas, and, in particular, mergers up to 10 gigayear ago. Th…

q-fin.ST2017★ 6 cited

Statistical properties of market collective responses

Shanshan Wang, Sebastian Neusüß, Thomas Guhr

We empirically analyze the price and liquidity responses to trade signs, traded volumes and signed traded volumes. Utilizing the singular value decomposition, we explore the interc…