{"entities":{"Q6668654":{"pageid":14279811,"ns":120,"title":"Item:Q6668654","lastrevid":55830115,"modified":"2026-02-17T23:34:15Z","type":"item","id":"Q6668654","labels":{"en":{"language":"en","value":"Pairs trading under a mean reversion model with regime switching"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7972563"}},"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":"Q6668654$7679FF40-4FFD-4DC9-9567-4AA6DE89AF75","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"841386b7bb25150a29f62b72c6d991373bab373b","datavalue":{"value":{"text":"Pairs trading under a mean reversion model with regime switching","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6668654$E6A320D5-E0EB-4D5C-8526-4A2393F0BEA8","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"513fdffa167340d31787e36bf49cc1219ff7362d","datavalue":{"value":{"entity-type":"item","numeric-id":6456519,"id":"Q6456519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$3782CD57-9477-487C-8C64-3B260AFB544A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"893c8df9ea73e3f247f3b9ce61273db42e1604bb","datavalue":{"value":{"entity-type":"item","numeric-id":5050092,"id":"Q5050092"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$F50F2537-2754-4C22-9C3C-825FFAB43184","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2808f75e4d2535e2895550815def559771021fa7","datavalue":{"value":{"entity-type":"item","numeric-id":217780,"id":"Q217780"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$321BCEE5-69CE-4E16-9069-0B384BB07756","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"729087847d073a4f1ae402dc8c91371bfffe3ac0","datavalue":{"value":{"entity-type":"item","numeric-id":326802,"id":"Q326802"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$D5D0704B-70FD-4A82-ADBD-E1D88072E435","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fe96a6c00e2a0a3ee227a142724aef00d447695c","datavalue":{"value":{"entity-type":"item","numeric-id":245704,"id":"Q245704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$D538BAD7-A7BB-4BF6-A184-D32AAA6FC489","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"221cf285fb8d824dec01424ed366bb4ae0ccf59b","datavalue":{"value":{"time":"+2025-01-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6668654$F9A458CC-8A68-435F-922C-A880F3A95B17","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6668654$ECB9E76D-3772-439D-A18D-6A9CDDBAB19E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6668654$B862F89A-FE80-4D32-BCA7-DD04E2B7CEDA","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c9e5761bb9149fc5af4cbee0e8c9e4cca3864191","datavalue":{"value":"7972563","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6668654$46231AE4-F376-448D-9E03-49FD819C3210","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a19f5a6054b4efe6fda7ea64db2150c5f23ea745","datavalue":{"value":"pairs trading","type":"string"},"datatype":"string"},"type":"statement","id":"Q6668654$A5715107-4A05-4E97-A3F8-27CECC351A31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b0b80fdb21f871b86e4c5e937a248ad17e0d9d91","datavalue":{"value":"optimal policy","type":"string"},"datatype":"string"},"type":"statement","id":"Q6668654$A2825BB8-7CBD-42CD-B5FB-C62124A27ACA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0be03bc5c1b097dd2b702f5945cfa17854f0026a","datavalue":{"value":"quasi-variational inequalities","type":"string"},"datatype":"string"},"type":"statement","id":"Q6668654$FA94888A-9C19-4897-BCA2-A5DB9E6159B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b5a5621d6783e0b2106eef825fc7c7f22d618179","datavalue":{"value":"regime switching","type":"string"},"datatype":"string"},"type":"statement","id":"Q6668654$0CE4C328-67C2-4FFD-A7A0-DB44CD85B88E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bdebf1ce94fd4281642300963f1758204c840b5e","datavalue":{"value":"Brownian motions","type":"string"},"datatype":"string"},"type":"statement","id":"Q6668654$5C8EAFE5-0D2C-43EA-9143-4C003CE92054","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d6539bc078c193e202934bb022eab42b286f84c3","datavalue":{"value":"mean reversions","type":"string"},"datatype":"string"},"type":"statement","id":"Q6668654$FA7109FF-27B7-4868-ABBD-D0B7EB0EB7BA","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":"Q6668654$A4558251-3611-4A7A-8225-036F6FED8125","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"52d7560d379745932787afdf7b66a1fda7219e15","datavalue":{"value":{"entity-type":"item","numeric-id":3164471,"id":"Q3164471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$4C42B379-3435-43B3-860C-BCC47A631482","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c32a83f4bdb8c38079bacec2165db786f4cd97e","datavalue":{"value":{"entity-type":"item","numeric-id":4646794,"id":"Q4646794"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$A9BCC830-487F-4C31-8CD5-1693F2F303A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e7a2152e21c1e035ad8fed6fd9dba6fae344d7db","datavalue":{"value":{"entity-type":"item","numeric-id":3055872,"id":"Q3055872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$BC605D8C-7219-439D-82FC-F49D4A1F6265","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"44d948b31ccb71ad3a832d136ef1b862f18e1bcd","datavalue":{"value":{"entity-type":"item","numeric-id":3631945,"id":"Q3631945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$64F3FCCA-2A85-4FF6-8FC3-3A4C72F4E7CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"545b8fddac6ff96e1c444cef6c17c790d80e87db","datavalue":{"value":{"entity-type":"item","numeric-id":5274167,"id":"Q5274167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$2181438E-8F9E-4A61-8CF8-8CD3E1027673","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"18a2a87eac247238e47d6710765ff34883eeea1a","datavalue":{"value":{"entity-type":"item","numeric-id":963029,"id":"Q963029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$CAFF5616-4EA1-4946-8C3F-A901A778EBF9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1c651d9e97e89640cc9494626bbf837d5b9fc7ef","datavalue":{"value":{"entity-type":"item","numeric-id":3506528,"id":"Q3506528"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$CFCEC5E0-AC96-4973-87CA-F5CA0D41450E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"66d41e7c4799b9e3004c5f9fadc5271685d248cd","datavalue":{"value":{"entity-type":"item","numeric-id":2247920,"id":"Q2247920"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$A4A82C90-D514-4818-B0CF-7CFBD0AB6B69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce50c10228f6ffa66d2cb4f71243d769905a9029","datavalue":{"value":{"entity-type":"item","numeric-id":5967093,"id":"Q5967093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$34CCD2ED-E7A3-4886-BCED-D0CA944FAE85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d6eac43092ddacdb43690a7df0a05b2e879f2664","datavalue":{"value":{"entity-type":"item","numeric-id":2350749,"id":"Q2350749"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$5428707C-C90C-4D1F-B86F-A927A8ACF24D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0cbb65187a5d6a2f9aa0238ba5e361b71d2a2f62","datavalue":{"value":{"entity-type":"item","numeric-id":5363838,"id":"Q5363838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$E3D8C159-6A08-4E78-9697-9763FCC69FDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8de07308e8c0449af24e8e8280dda905cd5a5762","datavalue":{"value":{"entity-type":"item","numeric-id":2719153,"id":"Q2719153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$B157B843-CEE1-4D8B-88BC-795F5D81BF11","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"55f0d5d54c88a9bffe440879659655fc2eb7af78","datavalue":{"value":{"entity-type":"item","numeric-id":2440761,"id":"Q2440761"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6668654$726D78C4-BF30-4451-90D7-5CC6E9EC13B6","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6a8af9fd9c52c70b4264d2cb9c33f8bcb1ecf7a6","datavalue":{"value":"10.3934/NACO.2023023","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6668654$1BA20C3F-5B99-43E9-8DAB-171402AB6FEE","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"82f13135c9557d0a7d2feaa7ad2a8fe6c3fba18b","datavalue":{"value":{"entity-type":"item","numeric-id":6553150,"id":"Q6553150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a576eff6984a2ee96ec953688fbef60a5c10a574","datavalue":{"value":{"amount":"+0.9515995979309082","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":"Q6668654$88E34D73-0CB0-4C05-8F3F-08EC5D4AE0F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0778903b63a46e0f404c422459d0c65053dec302","datavalue":{"value":{"entity-type":"item","numeric-id":4989153,"id":"Q4989153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6ffb880b711c38524cd819ff5fdfa5c8d02d6314","datavalue":{"value":{"amount":"+0.9464305639266968","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6668654$D5D47CB6-C8F1-4685-9A84-6FA374F5EB42","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"de62447d082434f889df8c9e99d5f2e683d2b7d4","datavalue":{"value":{"entity-type":"item","numeric-id":2350749,"id":"Q2350749"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"83e0bb45bb2ca6789dca8e7740cfb2fcb4e617d8","datavalue":{"value":{"amount":"+0.8772833347320557","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":"Q6668654$7FCBF9AB-2DF0-4E20-90D3-62EAFBEA7E6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c9d0ff9dd0558b9d8827c0cf4831c677f03bb2ec","datavalue":{"value":{"entity-type":"item","numeric-id":1626514,"id":"Q1626514"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7fe20ed65716aee45ca3595fe4580ed5fbef8703","datavalue":{"value":{"amount":"+0.8628746867179871","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":"Q6668654$9C9DC996-3739-474B-84DB-A017D970965C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4fe6eda5b289c5cc8158061b106ceab7fdcc4d12","datavalue":{"value":{"entity-type":"item","numeric-id":2307598,"id":"Q2307598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2a963a5cec05e20e14f65f7c945cce9fe5e008d1","datavalue":{"value":{"amount":"+0.8608981966972351","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6668654$B16B00CB-5F1A-4324-93DD-3C6B504C985B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:6668654","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:6668654"}}}}}