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SIGECOM
2011
ACM
320views ECommerce» more  SIGECOM 2011»
12 years 10 months ago
Market making and mean reversion
Market making refers broadly to trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock. In th...
Tanmoy Chakraborty, Michael Kearns
IOR
2006
192views more  IOR 2006»
13 years 7 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
PODS
2009
ACM
136views Database» more  PODS 2009»
14 years 8 months ago
Distributed XML design
A distributed XML document is an XML document that spans several machines or Web repositories. We assume that a distribution design of the document tree is given, providing an XML...
Serge Abiteboul, Georg Gottlob, Marco Manna
JOT
2008
136views more  JOT 2008»
13 years 7 months ago
The Stock Statistics Parser
This paper describes how use the HTMLEditorKit to perform web data mining on stock statistics for listed firms. Our focus is on making use of the web to get information about comp...
Douglas Lyon
RULEML
2005
Springer
14 years 28 days ago
Extending the SweetDeal Approach for e-Procurement Using SweetRules and RuleML
We show the first detailed realistic e-business application scenario that uses and exploits capabilities of the SweetRules V2.1 toolset for e-contracting using the SweetDeal approa...
Sumit Bhansali, Benjamin N. Grosof