Abstract--Levy noise can help neurons detect faint or subthreshold signals. Levy noise extends standard Brownian noise to many types of impulsive jump-noise processes found in real...
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 diļ¬...
Trading rules are widely used by practitioners as an effective means to mechanize aspects of their reasoning about stock price trends. However, due to the simplicity of these rule...
We study the problem of multivariate integration on the unit cube for unbounded integrands. Our study is motivated by problems in statistics and mathematical finance, where unboun...
Benjamin J. Waterhouse, Frances Y. Kuo, Ian H. Slo...
We present a methodology to engineer services in real-time information environments. We evaluate, combine and enrich traditional techniques and methodologies such as New Product D...
Ryan Riordan, Benjamin Blau, Dirk Neumann, Christo...