Abstract-- Mining textual documents and time series concurrently, such as predicting the movements of stock prices based on the contents of the news stories, is an emerging topic i...
Gabriel Pui Cheong Fung, Jeffrey Xu Yu, Hongjun Lu
The statistical analysis of Chinese stock market fluctuations modeled by the interacting particle systems has been done in this paper. The contact model and voter model of the inte...
We exploit the information in the options market to study the variations of return risk and market prices of different sources of risk during the rise and fall of the Nasdaq marke...
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...