Statistical arbitrage strategies, including pairs trading, rely on identifying co-movements and static long-term equilibrium relationships between assets, where conventional methods fail to capture non-stationary dynamics, hence reducing trading effectiveness. This study, therefore, addresses this challenge by employing a dynamic co-integration approach combined with deep learning techniques to select suitable cryptocurrency pairs and forecast spread dynamics. The study examines multiple cryptocurrencies, namely: BNB, Ethereum, Litecoin, Ripple, and USDT, using dynamic Johansen co-integration tests to identify pairs with time-varying equilibrium relationships, and model the spread through a Dynamic Weighted Ensemble of Deep Neural Network and Long Short-Term Memory. Forecasting accuracy, trading performance, and predictive uncertainty are evaluated using error metrics, trading outcomes, and 99% prediction intervals. The results indicate that only those cryptocurrencies with dynamically coherent relationships are suitable for mean-reversion strategies. Furthermore, the study found that the Dynamic Weighted Ensemble achieves the best predictive accuracy. At the same time, LSTM captures proportional temporal dynamics effectively, and the ensemble-driven trading signals generate timely buy and sell decisions with low-lag execution and robust management of market volatility. These findings, therefore, highlight the advantages of combining dynamic co-integration and adaptive deep learning for statistical arbitrage.
Complete non-ambiguous trees have been studied in various contexts. Recently, a conjecture was made about their determinants, and subsequently proved by Aval. An alternative proof is given here.
In 1987, Andrews and Baxter introduced six kinds of $q$-trinomial coefficients in exploring the solution of a model in statistical mechanics. In this paper, we give some $q$-supercongruences for the truncated forms of these polynomials.
We present a general diagrammatic approach to the construction of efficient algorithms for computingthe Fourier transform of a function on a finite group. By extending work which connects Bratteli diagrams to theconstruction of Fast Fourier Transform algorithms we make explicit use of the path algebra connection and work inthe setting of quivers. In this setting the complexity of an algorithm for computing a Fourier transform reduces to pathcounting in the Bratelli diagram, and we generalize Stanley's work on differential posets to provide such counts. Ourmethods give improved upper bounds for computing the Fourier transform for the general linear groups over finitefields, the classical Weyl groups, and homogeneous spaces of finite groups.
There are two reasonable ways to put a cluster structure on a positroid variety. In one, the initial seed is a set of Plu ̈cker coordinates. In the other, the initial seed consists of certain monomials in the edge weights of a plabic graph. We will describe an automorphism of the positroid variety, the twist, which takes one to the other. For the big positroid cell, this was already done by Marsh and Scott; we generalize their results to all positroid varieties. This also provides an inversion of the boundary measurement map which is more general than Talaska's, in that it works for all reduced plabic graphs rather than just Le-diagrams. This is the analogue for positroid varieties of the twist map of Berenstein, Fomin and Zelevinsky for double Bruhat cells. Our construction involved the combinatorics of dimer configurations on bipartite planar graphs.
Subsequently to the author's preceding paper, we give full proofs of some explicit formulas about factorizations of $K$-$k$-Schur functions associated with any multiple $k$-rectangles.
We prove that the union-closed sets conjecture is true for separating union-closed families $\mathcal{A}$ with $|\mathcal{A}| \leq 2\left(m+\frac{m}{\log_2(m)-\log_2\log_2(m)}\right)$ where $m$ denotes the number of elements in $\mathcal{A}$.
The family of Buchsbaum simplicial posets generalizes the family of simplicial cell manifolds. The $h'-$vector of a simplicial complex or simplicial poset encodes the combinatorial and topological data of its face numbers and the reduced Betti numbers of its geometric realization. Novik and Swartz showed that the $h'-$vector of a Buchsbaum simplicial poset satisfies certain simple inequalities. In this paper we show that these necessary conditions are in fact sufficient to characterize the h'-vectors of Buchsbaum simplicial posets with prescribed Betti numbers.
With a crystallographic root system $\Phi$ , there are associated two Catalan objects, the set of nonnesting partitions $NN(\Phi)$, and the cluster complex $\Delta (\Phi)$. These possess a number of enumerative coincidences, many of which are captured in a surprising identity, first conjectured by Chapoton. We prove this conjecture, and indicate its generalisation for the Fuß-Catalan objects $NN^{(k)}(\Phi)$ and $\Delta^{(k)}(\Phi)$, conjectured by Armstrong.