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ISCI
2007
122views more  ISCI 2007»
13 years 7 months ago
Relative risk aversion and wealth dynamics
As a follow-up to the work of [4] and [5], this paper continues to explore the relationship between wealth share dynamics and risk preferences in the context of an agent-based mul...
Shu-Heng Chen, Ya-Chi Huang
EDBT
2008
ACM
138views Database» more  EDBT 2008»
14 years 7 months ago
Mine your own business, mine others' news!
Major media companies such as The Financial Times, the Wall Street Journal or Reuters generate huge amounts of textual news data on a daily basis. Mining frequent patterns in this...
Boualem Benatallah, Guillaume Raschia, Noureddine ...
ICDM
2005
IEEE
190views Data Mining» more  ICDM 2005»
14 years 1 months ago
Neighborhood Formation and Anomaly Detection in Bipartite Graphs
Many real applications can be modeled using bipartite graphs, such as users vs. files in a P2P system, traders vs. stocks in a financial trading system, conferences vs. authors ...
Jimeng Sun, Huiming Qu, Deepayan Chakrabarti, Chri...
ICDE
2006
IEEE
167views Database» more  ICDE 2006»
14 years 9 months ago
Better Burst Detection
A burst is a large number of events occurring within a certain time window. As an unusual activity, it's a noteworthy phenomenon in many natural and social processes. Many da...
Xin Zhang, Dennis Shasha
GECCO
2007
Springer
214views Optimization» more  GECCO 2007»
14 years 1 months ago
Portfolio allocation using XCS experts in technical analysis, market conditions and options market
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
Sor Ying (Byron) Wong, Sonia Schulenburg