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Grönlund, Andreas
Publications (4 of 4) Show all publications
Grönlund, A., Lötstedt, P. & Elf, J. (2013). Transcription factor binding kinetics constrain noise suppression via negative feedback. Nature Communications, 4, 1864:1-5
Open this publication in new window or tab >>Transcription factor binding kinetics constrain noise suppression via negative feedback
2013 (English)In: Nature Communications, ISSN 2041-1723, E-ISSN 2041-1723, Vol. 4, p. 1864:1-5Article in journal (Refereed) Published
National Category
Bioinformatics and Systems Biology Computational Mathematics
Identifiers
urn:nbn:se:uu:diva-205344 (URN)10.1038/ncomms2867 (DOI)000320589900060 ()
Projects
eSSENCE
Available from: 2013-05-14 Created: 2013-08-16 Last updated: 2017-12-06Bibliographically approved
Grönlund, A., Yi, I. G. & Kim, B. J. (2012). Fractal Profit Landscape of the Stock Market. PLoS ONE, 7(4), e33960
Open this publication in new window or tab >>Fractal Profit Landscape of the Stock Market
2012 (English)In: PLoS ONE, ISSN 1932-6203, E-ISSN 1932-6203, Vol. 7, no 4, p. e33960-Article in journal (Refereed) 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.

National Category
Mathematics
Identifiers
urn:nbn:se:uu:diva-177631 (URN)10.1371/journal.pone.0033960 (DOI)000305336000007 ()
Available from: 2012-07-17 Created: 2012-07-17 Last updated: 2017-12-07Bibliographically approved
Grönlund, A., Lötstedt, P. & Elf, J. (2011). Delay-induced anomalous fluctuations in intracellular regulation. Nature Communications, 2, 419:1-7
Open this publication in new window or tab >>Delay-induced anomalous fluctuations in intracellular regulation
2011 (English)In: Nature Communications, ISSN 2041-1723, E-ISSN 2041-1723, Vol. 2, p. 419:1-7Article in journal (Refereed) Published
National Category
Computational Mathematics Bioinformatics and Systems Biology
Identifiers
urn:nbn:se:uu:diva-159019 (URN)10.1038/ncomms1422 (DOI)000294806500012 ()
Projects
eSSENCE
Available from: 2011-08-09 Created: 2011-09-20 Last updated: 2017-12-08Bibliographically approved
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
Open this publication in new window or tab >>Costs and constraints from time-delayed feedback in small gene regulatory motifs
2010 (English)In: Proceedings of the National Academy of Sciences of the United States of America, ISSN 0027-8424, E-ISSN 1091-6490, Vol. 107, p. 8171-8176Article in journal (Refereed) Published
National Category
Computational Mathematics Bioinformatics and Systems Biology
Identifiers
urn:nbn:se:uu:diva-125850 (URN)10.1073/pnas.0913317107 (DOI)000277310400025 ()
Projects
eSSENCE
Available from: 2010-04-19 Created: 2010-05-28 Last updated: 2017-12-12Bibliographically approved
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