uu.seUppsala University Publications
Change search
Refine search result
1 - 4 of 4
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rows per page
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sort
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the Create feeds function.
  • 1.
    Grönlund, Andreas
    et al.
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
    Lötstedt, Per
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
    Elf, Johan
    Uppsala University, Disciplinary Domain of Science and Technology, Biology, Department of Cell and Molecular Biology, Computational and Systems Biology.
    Costs and constraints from time-delayed feedback in small gene regulatory motifs2010In: 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)
  • 2.
    Grönlund, Andreas
    et al.
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
    Lötstedt, Per
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
    Elf, Johan
    Uppsala University, Disciplinary Domain of Science and Technology, Biology, Department of Cell and Molecular Biology, Computational and Systems Biology. Uppsala University, Science for Life Laboratory, SciLifeLab.
    Delay-induced anomalous fluctuations in intracellular regulation2011In: Nature Communications, ISSN 2041-1723, E-ISSN 2041-1723, Vol. 2, p. 419:1-7Article in journal (Refereed)
  • 3.
    Grönlund, Andreas
    et al.
    Uppsala University, Science for Life Laboratory, SciLifeLab.
    Lötstedt, Per
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Scientific Computing. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Numerical Analysis.
    Elf, Johan
    Uppsala University, Disciplinary Domain of Science and Technology, Biology, Department of Cell and Molecular Biology, Computational and Systems Biology. Uppsala University, Science for Life Laboratory, SciLifeLab.
    Transcription factor binding kinetics constrain noise suppression via negative feedback2013In: Nature Communications, ISSN 2041-1723, E-ISSN 2041-1723, Vol. 4, p. 1864:1-5Article in journal (Refereed)
  • 4.
    Grönlund, Andreas
    et al.
    Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
    Yi, Il Gu
    Kim, Beom Jun
    Fractal Profit Landscape of the Stock Market2012In: PLoS ONE, ISSN 1932-6203, E-ISSN 1932-6203, Vol. 7, no 4, p. e33960-Article in journal (Refereed)
    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.

1 - 4 of 4
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf