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DATAMINE
2006
224views more  DATAMINE 2006»
13 years 5 months ago
Characteristic-Based Clustering for Time Series Data
With the growing importance of time series clustering research, particularly for similarity searches amongst long time series such as those arising in medicine or finance, it is cr...
Xiaozhe Wang, Kate A. Smith, Rob J. Hyndman
JOT
2008
136views more  JOT 2008»
13 years 5 months ago
The Stock Statistics Parser
This paper describes how use the HTMLEditorKit to perform web data mining on stock statistics for listed firms. Our focus is on making use of the web to get information about comp...
Douglas Lyon
ICDM
2010
IEEE
264views Data Mining» more  ICDM 2010»
13 years 3 months ago
Block-GP: Scalable Gaussian Process Regression for Multimodal Data
Regression problems on massive data sets are ubiquitous in many application domains including the Internet, earth and space sciences, and finances. In many cases, regression algori...
Kamalika Das, Ashok N. Srivastava
SIGECOM
2011
ACM
320views ECommerce» more  SIGECOM 2011»
12 years 8 months ago
Market making and mean reversion
Market making refers broadly to trading strategies that seek to profit by providing liquidity to other traders, while avoiding accumulating a large net position in a stock. In th...
Tanmoy Chakraborty, Michael Kearns