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40
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KDD
2009
ACM
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Data Mining
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KDD 2009
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Migration motif: a spatial - temporal pattern mining approach for financial markets
14 years 9 months ago
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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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