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ORL
2011
12 years 11 months ago
Stock repurchase with an adaptive reservation price: A study of the greedy policy
We consider the problem of stock repurchase over a finite time horizon. We assume that a firm has a reservation price for the stock, which is the highest price that the firm is ...
Ye Lu, Asuman E. Ozdaglar, David Simchi-Levi
EOR
2011
119views more  EOR 2011»
12 years 11 months ago
Inventory models with lateral transshipments: A review
Lateral transshipments within an inventory system are stock movements between locations of the same echelon. These transshipments can be conducted periodically at predetermined po...
Colin Paterson, Gudrun P. Kiesmüller, Ruud H....
ADC
2010
Springer
218views Database» more  ADC 2010»
12 years 11 months ago
Stock risk mining by news
Due to the fast delivery of news articles by news providers on the Internet and/or via news datafeeds, it becomes an important research issue of predicting the risk of stocks by u...
Qi Pan, Hong Cheng, Di Wu, Jeffrey Xu Yu, Yiping K...
KES
2010
Springer
13 years 2 months ago
Extracting Principal Components from Pseudo-random Data by Using Random Matrix Theory
We develop a methodology to grasp temporal trend in a stock market that changes year to year, or sometimes within a year depending on numerous factors. For this purpose, we employ ...
Mieko Tanaka-Yamawaki
SOCO
2002
Springer
13 years 4 months ago
Granular neural web agents for stock prediction
A granular neural Web-based stock prediction agent is developed using the granular neural network (GNN) that can discover fuzzy rules. Stock data sets are downloaded from www.yahoo...
Yan-Qing Zhang, Somasheker Akkaladevi, George J. V...
BEHAVIOURIT
2004
122views more  BEHAVIOURIT 2004»
13 years 4 months ago
Adopters and non-adopters of internet stock trading in Singapore
This study examines the attitudes of adopters and non-adopters toward Internet stock trading in Singapore. Data were collected using a web-based questionnaire survey. Usable respon...
Thompson S. H. Teo, Margaret Tan, Suat Nee Peck
TSMC
2008
133views more  TSMC 2008»
13 years 4 months ago
Trading With a Stock Chart Heuristic
Abstract--The efficient market hypothesis (EMH) is a cornerstone of financial economics. The EMH asserts that security prices fully reflect all available information and that the s...
William Leigh, Cheryl J. Frohlich, Steven Hornik, ...
EAAI
2007
117views more  EAAI 2007»
13 years 4 months ago
Design and implementation of NN5 for Hong Kong stock price forecasting
A number of published techniques have emerged in the trading community for stock prediction tasks. Among them is neural network (NN). In this paper, the theoretical background of ...
Philip M. Tsang, Paul Kwok, Steven O. Choy, Reggie...
JOT
2008
136views more  JOT 2008»
13 years 4 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
JCP
2008
107views more  JCP 2008»
13 years 4 months ago
Data Analysis and Statistical Behaviors of Stock Market Fluctuations
In this paper, the data of Chinese stock markets is analyzed by the statistical methods and computer sciences. The fluctuations of stock prices and trade volumes are investigated b...
Jun Wang, Bingli Fan, Dongping Men