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    KDD
    2009
    ACM
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    Migration motif: a spatial - temporal pattern mining approach for financial markets
    14 years 12 months ago
    Migration motif: a spatial - temporal pattern mining approach for financial markets
    Download  www-ai.cs.uni-dortmund.de
    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,...
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