We develop a version of the picalculus Picost where channels are interpreted as resources which have costs associated with them. Code runs under the financial responsibility of own...
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
In this paper, we propose a neuro-genetic stock prediction system based on financial correlation between companies. A number of input variables are produced from the relatively h...
A recent study by two prominent finance researchers, Fama and French, introduces a new framework for studying risk vs. return: the migration of stocks across size-value portfolio ...
Xiaoxi Du, Ruoming Jin, Liang Ding, Victor E. Lee,...
: In most commercial enterprises, information is scattered across a large number of (legacy) data stores. Moreover, it is nearly impossible to obtain funding to replace these data ...