uu.seUppsala universitets publikationer
Ändra sökning
Länk till posten
Permanent länk

Direktlänk
BETA
Grönlund, Andreas
Publikationer (4 of 4) Visa alla publikationer
Grönlund, A., Lötstedt, P. & Elf, J. (2013). Transcription factor binding kinetics constrain noise suppression via negative feedback. Nature Communications, 4, 1864:1-5
Öppna denna publikation i ny flik eller fönster >>Transcription factor binding kinetics constrain noise suppression via negative feedback
2013 (Engelska)Ingår i: Nature Communications, ISSN 2041-1723, E-ISSN 2041-1723, Vol. 4, s. 1864:1-5Artikel i tidskrift (Refereegranskat) Published
Nationell ämneskategori
Bioinformatik och systembiologi Beräkningsmatematik
Identifikatorer
urn:nbn:se:uu:diva-205344 (URN)10.1038/ncomms2867 (DOI)000320589900060 ()
Projekt
eSSENCE
Tillgänglig från: 2013-05-14 Skapad: 2013-08-16 Senast uppdaterad: 2017-12-06Bibliografiskt granskad
Grönlund, A., Yi, I. G. & Kim, B. J. (2012). Fractal Profit Landscape of the Stock Market. PLoS ONE, 7(4), e33960
Öppna denna publikation i ny flik eller fönster >>Fractal Profit Landscape of the Stock Market
2012 (Engelska)Ingår i: PLoS ONE, ISSN 1932-6203, E-ISSN 1932-6203, Vol. 7, nr 4, s. e33960-Artikel i tidskrift (Refereegranskat) Published
Abstract [en]

We investigate the structure of the profit landscape obtained from the most basic, fluctuation based, trading strategy applied for the daily stock price data. The strategy is parameterized by only two variables, p and q Stocks are sold and bought if the log return is bigger than p and less than -q, respectively. Repetition of this simple strategy for a long time gives the profit defined in the underlying two-dimensional parameter space of p and q. It is revealed that the local maxima in the profit landscape are spread in the form of a fractal structure. The fractal structure implies that successful strategies are not localized to any region of the profit landscape and are neither spaced evenly throughout the profit landscape, which makes the optimization notoriously hard and hypersensitive for partial or limited information. The concrete implication of this property is demonstrated by showing that optimization of one stock for future values or other stocks renders worse profit than a strategy that ignores fluctuations, i.e., a long-term buy-and-hold strategy.

Nationell ämneskategori
Matematik
Identifikatorer
urn:nbn:se:uu:diva-177631 (URN)10.1371/journal.pone.0033960 (DOI)000305336000007 ()
Tillgänglig från: 2012-07-17 Skapad: 2012-07-17 Senast uppdaterad: 2017-12-07Bibliografiskt granskad
Grönlund, A., Lötstedt, P. & Elf, J. (2011). Delay-induced anomalous fluctuations in intracellular regulation. Nature Communications, 2, 419:1-7
Öppna denna publikation i ny flik eller fönster >>Delay-induced anomalous fluctuations in intracellular regulation
2011 (Engelska)Ingår i: Nature Communications, ISSN 2041-1723, E-ISSN 2041-1723, Vol. 2, s. 419:1-7Artikel i tidskrift (Refereegranskat) Published
Nationell ämneskategori
Beräkningsmatematik Bioinformatik och systembiologi
Identifikatorer
urn:nbn:se:uu:diva-159019 (URN)10.1038/ncomms1422 (DOI)000294806500012 ()
Projekt
eSSENCE
Tillgänglig från: 2011-08-09 Skapad: 2011-09-20 Senast uppdaterad: 2017-12-08Bibliografiskt granskad
Grönlund, A., Lötstedt, P. & Elf, J. (2010). Costs and constraints from time-delayed feedback in small gene regulatory motifs. Proceedings of the National Academy of Sciences of the United States of America, 107, 8171-8176
Öppna denna publikation i ny flik eller fönster >>Costs and constraints from time-delayed feedback in small gene regulatory motifs
2010 (Engelska)Ingår i: Proceedings of the National Academy of Sciences of the United States of America, ISSN 0027-8424, E-ISSN 1091-6490, Vol. 107, s. 8171-8176Artikel i tidskrift (Refereegranskat) Published
Nationell ämneskategori
Beräkningsmatematik Bioinformatik och systembiologi
Identifikatorer
urn:nbn:se:uu:diva-125850 (URN)10.1073/pnas.0913317107 (DOI)000277310400025 ()
Projekt
eSSENCE
Tillgänglig från: 2010-04-19 Skapad: 2010-05-28 Senast uppdaterad: 2017-12-12Bibliografiskt granskad
Organisationer

Sök vidare i DiVA

Visa alla publikationer