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,...
Graph structure can model the relationships among a set of objects. Mining quasi-clique patterns from large dense graph data makes sense with respect to both statistic and applica...
It is challenging to process transactions in a timely fashion using fresh data, e.g., current stock prices, since database workloads may considerably vary due to dynamic data/reso...
Supermarkets lose millions of pounds every year through lost trading and stock wastage caused by the failure of refrigerated cabinets. Therefore, a huge commercial market exists fo...
Abstract. In this paper we present a method suitable to be used for human tracking as a temporal prior in a particle filtering framework such as CONDENSATION [5]. This method is f...