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IJWET
2010
86views more  IJWET 2010»
13 years 6 months ago
Semi-automatic financial events discovery based on lexico-semantic patterns
: Due to the market sensitivity to emerging news, investors on financial markets need to continuously monitor financial events when deciding on buying and selling equities. We prop...
Jethro Borsje, Frederik Hogenboom, Flavius Frasinc...
ESWA
2002
177views more  ESWA 2002»
13 years 11 months ago
Expert systems in finance - a cross-section of the field
- This paper surveys a number of well-known expert systems in the domain of finance. The idea is to illustrate the span of typical expert systems in finance and to provide an insig...
Ljubica Nedovic, Vladan Devedzic
EOR
2006
104views more  EOR 2006»
13 years 11 months ago
Financial networks with intermediation: Risk management with variable weights
: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...
Anna Nagurney, Ke Ke
CORR
2010
Springer
68views Education» more  CORR 2010»
13 years 11 months ago
Is It Real, or Is It Randomized?: A Financial Turing Test
We construct a financial "Turing test" to determine whether human subjects can differentiate between actual vs. randomized financial returns. The experiment consists of ...
Jasmina Hasanhodzic, Andrew W. Lo, Emanuele Viola
CORR
2010
Springer
55views Education» more  CORR 2010»
13 years 11 months ago
Using Financial Ratios to Identify Romanian Distressed Companies
In the context of the current financial crisis, when more companies are facing bankruptcy or insolvency, the paper aims to find methods to identify distressed firms by using finan...
Madalina Ecaterina Andreica, Mugurel Ionut Andreic...
APIN
2008
305views more  APIN 2008»
13 years 11 months ago
A generalized model for financial time series representation and prediction
Abstract Traditional financial analysis systems utilize lowlevel price data as their analytical basis. For example, a decision-making system for stock predictions regards raw price...
Depei Bao