{"entities":{"Q5207795":{"pageid":7237366,"ns":120,"title":"Item:Q5207795","lastrevid":58473789,"modified":"2026-04-05T09:16:46Z","type":"item","id":"Q5207795","labels":{"en":{"language":"en","value":"High-dimensional statistical arbitrage with factor models and stochastic control"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7150303"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$0688E6CD-A048-43EB-BCA1-D7595E9341D0","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6f63eeed84f164e8697017ade6b66501ab90be90","datavalue":{"value":{"text":"High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5207795$A1066CC9-0A6E-4AA0-9908-B98B04864319","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"480694bc23cdbca653565317054de6e8c282fd83","datavalue":{"value":"1430.91095","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5207795$3F080178-9AF5-4031-8D0A-B0DFED9085F9","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"0012246081fee9972834256b81e1bdc4c53574b2","datavalue":{"value":"10.1080/1350486X.2019.1702067","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5207795$CE2C5690-7F1F-49AA-A691-23896F4F69F7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"326a291be319589a079224f7fa3b1e88f2e025bb","datavalue":{"value":{"entity-type":"item","numeric-id":1676050,"id":"Q1676050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$05D0EF4C-BE9D-4DA2-BD2A-DDFE6880D6D4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"69652329064f5ea09f5fb77f6fa79fef9a708ba8","datavalue":{"value":{"entity-type":"item","numeric-id":2786203,"id":"Q2786203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$E514D989-6780-443E-A0DE-313F7EFF8237","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"6b7e8cf16d5068a895c69c4cf37d7b5d354bf018","datavalue":{"value":{"time":"+2020-01-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5207795$9536369E-221C-48E9-8356-2BFD7DB040A7","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"9e672191490a1b2f6fa37e968a4d1810e421306d","datavalue":{"value":"https://arxiv.org/abs/1901.09309","type":"string"},"datatype":"url"},"type":"statement","id":"Q5207795$7F2F2A76-6816-4464-8ED1-10665A34BB12","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"0d0e2fd66f3c91c16852cf3c5f54f347b0794e5e","datavalue":{"value":"91G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5207795$BF384B5B-9519-4F66-8436-33689F677F32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5207795$D4B0E5D6-1433-4F4F-9338-3F15EA16A951","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2823797a7ed5886f5555bd10af24fd0d7821c4f3","datavalue":{"value":"60J60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5207795$D86100FA-779C-4C65-8AC6-134695B7B24C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5207795$47075912-05BA-4457-B80F-926B7146632B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"a225488d4a8c44b4aa62249365ad82e8c4a20ee4","datavalue":{"value":"7150303","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5207795$18239395-38C1-4A2C-9151-FB9B471353F2","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"33190437988302079bd1dd8fd8128da96776f181","datavalue":{"value":"statistical arbitrage","type":"string"},"datatype":"string"},"type":"statement","id":"Q5207795$095F3770-3FD2-4257-B812-ED0964198260","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"beff03383745538ae33344e4ca34011a69250763","datavalue":{"value":"factor models","type":"string"},"datatype":"string"},"type":"statement","id":"Q5207795$345B76F5-F4DF-42F6-B1F4-F786443107CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"359fae7d6eb33a090e752fd6a17b82fe15ca884d","datavalue":{"value":"algorithmic trading","type":"string"},"datatype":"string"},"type":"statement","id":"Q5207795$5195DE7A-AB71-4894-AFB1-66DAA5FD1CC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"efdacca7c3c418ed78c5dd5b7a066fc8d16a748c","datavalue":{"value":"Ornstein-Uhlenbeck process","type":"string"},"datatype":"string"},"type":"statement","id":"Q5207795$101C94E3-688E-428E-99BA-EAF933591A1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0eb2e7da41ed207e20604c8e3861e51ace87e8a2","datavalue":{"value":"mean reversion","type":"string"},"datatype":"string"},"type":"statement","id":"Q5207795$81E0BFB9-3347-4F33-B7F0-9BAD35307DD0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5fc971672ef73b201290e80f154a4b52820db070","datavalue":{"value":"stochastic control","type":"string"},"datatype":"string"},"type":"statement","id":"Q5207795$22E431C4-514C-423C-B7BA-2B38720E2DC1","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$5DCA1605-0F3A-4544-AA3B-190E6D8BC161","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"7dd40093433c859df15910603bd7c56a3867f5ca","datavalue":{"value":{"entity-type":"item","numeric-id":2786280,"id":"Q2786280"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$0BFF5B08-C049-420B-BED5-E1D9FD3952AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"68eb060e344b5bc6dfc5fb02b07cd56dbf5a76cb","datavalue":{"value":{"entity-type":"item","numeric-id":5312729,"id":"Q5312729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$7430DD81-55BA-47F0-A5FE-1BE685A8B0F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"020e42189ed3df5c85873117d094a2d3db25b5ab","datavalue":{"value":{"entity-type":"item","numeric-id":2323341,"id":"Q2323341"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$F3AAF782-6D83-4969-A688-843BE1FAABA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3e7ba771f268eb4e096edf53d97e534a614d9fcc","datavalue":{"value":{"entity-type":"item","numeric-id":2495379,"id":"Q2495379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$0FBDD47D-11E7-4E50-A67C-48CECE7004AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a37e628f629e9ec77cc066839c020d831dc749b5","datavalue":{"value":{"entity-type":"item","numeric-id":2828051,"id":"Q2828051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$216ADB04-3FCF-4F28-B47E-22E583E82B69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b07013d5d5fdcd98fc1e692a09273fea4a2d3e09","datavalue":{"value":{"entity-type":"item","numeric-id":5263525,"id":"Q5263525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$ACAB72B5-024D-418E-B8CD-C907C002F1FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e9d550866a6e3be37943321e78754a55f89ff96b","datavalue":{"value":{"entity-type":"item","numeric-id":550847,"id":"Q550847"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$63E6BF6D-83B3-4FB2-B2EC-65C79CF09ED2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"962f47d5bf43e064c9590cf2d603c5ddef80d455","datavalue":{"value":{"entity-type":"item","numeric-id":1425484,"id":"Q1425484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$EA1376A8-0CE9-42C8-8BE4-33A85BB7EACA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"09a82a9f14c9995806d63a344a82b9c58eb3a8c9","datavalue":{"value":{"entity-type":"item","numeric-id":2348484,"id":"Q2348484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$3719418D-A943-47E2-AF26-1739269F19D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ffb0dcb23aaf0eea71cd1f1fd993a9970e30e2d","datavalue":{"value":{"entity-type":"item","numeric-id":308647,"id":"Q308647"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$D899A1FE-62D4-4D11-B1FA-3988ADED3884","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5647eb851979c9f18baf368d9906ced980a3064","datavalue":{"value":{"entity-type":"item","numeric-id":4608111,"id":"Q4608111"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$1C94A59B-FA23-4FFB-9B59-235B1AD4D61E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2de2355cd3e59b06a82c74a3b0e6462ab77e60c9","datavalue":{"value":{"entity-type":"item","numeric-id":1657539,"id":"Q1657539"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$09082989-BC42-4833-9795-24D48A493969","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"748bf58db7914878d40c8bc55745139f0eb012a5","datavalue":{"value":{"entity-type":"item","numeric-id":2190237,"id":"Q2190237"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$91F0000D-A8F4-44EE-B419-C162ADD4E35A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"76bba5d3047fc1a755da2a02a407c67c71023500","datavalue":{"value":{"entity-type":"item","numeric-id":5256839,"id":"Q5256839"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$BB02E1F5-A2F4-4721-AA67-D3190B57431F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8d04176082dee4cde8c1cb276b41767a319efc6e","datavalue":{"value":{"entity-type":"item","numeric-id":4555101,"id":"Q4555101"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$1B52F33F-B05F-479B-BDD2-FC64C10D01F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fa377ca427a07fcfdea67b00dbaa472ab68a10eb","datavalue":{"value":{"entity-type":"item","numeric-id":4591242,"id":"Q4591242"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$035FE2F1-94BB-4105-8E3E-BC6E2E00C48B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ca483f9eccaf961304e2fe5fa6f5dd0878841270","datavalue":{"value":{"entity-type":"item","numeric-id":275316,"id":"Q275316"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$2DF25E0E-D378-4C6E-B123-40ABED30454D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df5f58a4eb595bcbd8545cae245645aac11345c6","datavalue":{"value":{"entity-type":"item","numeric-id":3119660,"id":"Q3119660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$0BE16923-1717-4AF0-9596-4CFC576F1233","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"84a5b50a1176aebf89ccfbfa4392b15c40e1f8c7","datavalue":{"value":{"entity-type":"item","numeric-id":3161737,"id":"Q3161737"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$1FE27F2A-644A-4084-8F05-89733FC7383F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0768691cb0ac3bb37cfa3344f2809276c759d65f","datavalue":{"value":{"entity-type":"item","numeric-id":1994134,"id":"Q1994134"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5207795$4C5A4B1F-EDD4-4AEE-9F03-C201B26FEF86","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"88d472299efe556e58ce416342971ab8afa83605","datavalue":{"value":"W2995185413","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5207795$A9D3D471-6169-49A7-A02F-B6709D169B45","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"178109e8109564ac0cb027433f22ca69506248d3","datavalue":{"value":{"entity-type":"item","numeric-id":2152592,"id":"Q2152592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d5ae8abec5db934516ff52edb79952851e6a1378","datavalue":{"value":{"amount":"+0.7974085211753845","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5207795$FB01D8DD-90AB-461D-AC22-53867E6CECD1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d3aa78674060f8d076a71b2fe73f17f2963b6639","datavalue":{"value":{"entity-type":"item","numeric-id":3119660,"id":"Q3119660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"19982599db8473c8ec3524b54b11597f59daff33","datavalue":{"value":{"amount":"+0.7863621115684509","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5207795$E765B373-EBD8-4FCB-BA6C-18DC8DFE4A44","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c34b9aedce3351a8f5de755735788c9f7b44c485","datavalue":{"value":{"entity-type":"item","numeric-id":4991081,"id":"Q4991081"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f37895efa49be9385ebaa7cb599eccdfb342655b","datavalue":{"value":{"amount":"+0.744361400604248","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5207795$6DC582E2-E8C6-4A10-9C31-47D85E420162","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2b08ab8dbd9455d231533fc3a705688fc9046673","datavalue":{"value":{"entity-type":"item","numeric-id":4683080,"id":"Q4683080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4db5b28c962eda8b966b9e31df8d19da7a508788","datavalue":{"value":{"amount":"+0.7386702299118042","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5207795$9D4C3D43-CB8A-47C7-959B-2DF8F3B601BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"297796786ca088222e0ba56cce172ddb56b1490d","datavalue":{"value":{"entity-type":"item","numeric-id":5071495,"id":"Q5071495"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"86699ac1dced29eec1bf98f375a640cd53ec67e5","datavalue":{"value":{"amount":"+0.7357061505317688","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5207795$8C169C1D-D10F-40DC-AB5C-2B1AC61909EC","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5207795","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5207795"}}}}}