14 search results - page 2 / 3 » Empirical Finance |
MANSCI
2007
13 years 5 months ago
2007
Extracting sentiment from text is a hard semantic problem. We develop a methodology for extracting small investor sentiment from stock message boards. The algorithm comprises di�...
HICSS
2006
IEEE
13 years 11 months ago
2006
IEEE
This paper demonstrates the importance of collaboration between government departments as a backbone for inter-organizational integration between agencies such as ministries. We a...
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
GECCO
2008
Springer
13 years 6 months ago
2008
Springer
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
CORR
2000
Springer
13 years 5 months ago
2000
Springer
In a recent paper Keister proposed two quadrature rules as alternatives to Monte Carlo for certain multidimensional integrals and reported his test results. In earlier work we had...