2 papers
math.AP2025
Parametric shape optimization for the convected Helmholtz equation with a generalized Myers boundary condition
Nabil Alami, Edward Lucyszyn, Raphaél Pain Dit Hermier +1
We consider the convected Helmholtz equation with a generalized Myers boundary condition (a boundary condition of the second-order) and characterize the set of physical parameters…
cs.CE2024
Parameters Optimization of Pair Trading Algorithm
Charles Barthelemy, Ruoyu Chen, Edward Lucyszyn
Pair trading is a market-neutral quantitative trading strategy that exploits price anomalies between two correlated assets. By taking simultaneous long and short positions, it gene…