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AUSDM
2006
Springer
158views Data Mining» more  AUSDM 2006»
13 years 11 months ago
What Types of Events Provide the Strongest Evidence that the Stock Market is Affected by Company Specific News?
The efficient market hypothesis states that an efficient market immediately incorporates all available information into the price of the traded entity. It is well established that...
Calum Robertson, Shlomo Geva, Rodney Wolff
ICANN
2001
Springer
13 years 12 months ago
Market-Based Reinforcement Learning in Partially Observable Worlds
Unlike traditional reinforcement learning (RL), market-based RL is in principle applicable to worlds described by partially observable Markov Decision Processes (POMDPs), where an ...
Ivo Kwee, Marcus Hutter, Jürgen Schmidhuber
SIGECOM
2008
ACM
90views ECommerce» more  SIGECOM 2008»
13 years 7 months ago
Non-myopic strategies in prediction markets
One attractive feature of market scoring rules [Hanson '03] is that they are myopically strategyproof: It is optimal for a trader to report her true belief about the likeliho...
Stanko Dimitrov, Rahul Sami
HICSS
2008
IEEE
144views Biometrics» more  HICSS 2008»
14 years 1 months ago
Stock Price Reactions to Investments in EAI and ERP: A Comparative Event Study
The study described in this paper contributes to the growing repository of event studies in the field of information technology (IT) research. The empirical results presented in t...
Narcyz Roztocki, Heinz Roland Weistroffer
WINE
2007
Springer
132views Economy» more  WINE 2007»
14 years 1 months ago
A Note on Equilibrium Pricing as Convex Optimization
We study equilibrium computation for exchange markets. We show that the market equilibrium of either of the following two markets:
Lihua Chen, Yinyu Ye, Jiawei Zhang