Financial fluctuations play a key role for financial markets studies. A new approach focusing on properties of return intervals can help to get better understanding of the fluct...
ic copy available at: http://ssrn.com/abstract=1629493 Marketing Science Institute Working Paper Series 2010 Report No. 10-102 Demystifying Disruption: A New Model for Understandin...
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
Elena Bautu, Sun Kim, Andrei Bautu, Henri Luchian,...
There is large uncertainty with the software cost in the early stages of software development due to requirement volatility, incomplete understanding of product domain, reuse oppor...
Da Yang, Barry W. Boehm, Ye Yang, Qing Wang, Mings...
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...