65 search results - page 7 / 13 » Computational Finance |
MANSCI
2007
13 years 8 months ago
2007
Extracting sentiment from text is a hard semantic problem. We develop a methodology for extracting small investor sentiment from stock message boards. The algorithm comprises di�...
ICML
2010
IEEE
13 years 9 months ago
2010
IEEE
We develop a penalized kernel smoothing method for the problem of selecting nonzero elements of the conditional precision matrix, known as conditional covariance selection. This p...
CORR
2010
Springer
13 years 8 months ago
2010
Springer
In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approac...
CLUSTER
2002
IEEE
13 years 8 months ago
2002
IEEE
The need to conduct and manage large sets of experiments for scientific applications dramatically increased over the last decade. However, there is still very little tool support ...
NC
2006
13 years 8 months ago
2006
Multivariate Time Series (MTS) data are widely available in different fields including medicine, finance, bioinformatics, science and engineering. Modelling MTS data accurately is...