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CORR
2010
Springer
58views Education» more  CORR 2010»
13 years 7 months ago
A calculus for costed computations
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...
Matthew Hennessy
CSDA
2010
99views more  CSDA 2010»
13 years 7 months ago
Robust M-estimation of multivariate GARCH models
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...
Kris Boudt, Christophe Croux
GECCO
2005
Springer
140views Optimization» more  GECCO 2005»
14 years 1 months ago
Stock prediction based on financial correlation
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...
Yung-Keun Kwon, Sung-Soon Choi, Byung Ro Moon
KDD
2009
ACM
221views Data Mining» more  KDD 2009»
14 years 8 months ago
Migration motif: a spatial - temporal pattern mining approach for financial markets
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,...
BTW
2003
Springer
93views Database» more  BTW 2003»
14 years 23 days ago
Information Integration in a Global Enterprise: Some Experiences from a Financial Services Company
: 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 ...
Robert Marti