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ESWA
2002
114views more  ESWA 2002»
10 years 4 months ago
Analyzing stock market tick data using piecewise nonlinear model
Trading in stock market indices has gained unprecedented popularity in major
Kyong Joo Oh, Kyoung-jae Kim
TSMC
2008
133views more  TSMC 2008»
10 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, ...
JCIT
2008
113views more  JCIT 2008»
10 years 4 months ago
The Association of China Stock Index with Japan and US
With trend of globalization in the international financial market, a more intimate relationship of capital flows is being formed day by day in capital market. Thus, it is importan...
Meng-Long Shih, Shu-Hua Hsiao, Fang-Sheng Chen
ACL
1996
10 years 5 months ago
Evaluating the Portability of Revision Rules for Incremental Summary Generation
This paper presents a quantitative evaluation of the portability to the stock market domain of the revision rule hierarchy used by the system STREAKto incrementally generate newsw...
Jacques Robin
WSCG
2003
338views more  WSCG 2003»
10 years 5 months ago
Visualization of Stock Market Charts
With this work in progress we propose a visualization system for stock market charts. Insight into stock charts is important in technical stock market analysis where exclusively t...
Kresimir Simunic
IIS
2001
10 years 5 months ago
Intelligent Techniques in Stock Analysis
The paper presents computer system, named Stock Market Electronic Expert (SMEE), for Stock Market Analysis. It is developed as friendly, useful and credible computer program giving...
Halina Kwasnicka, Marcin Ciosmak
CIKM
2008
Springer
10 years 6 months ago
Multi-scale characterization of social network dynamics in the blogosphere
We have developed a computational framework to characterize social network dynamics in the blogosphere at individual, group and community levels. Such characterization could be us...
Munmun De Choudhury, Hari Sundaram, Ajita John, Do...
IWLCS
2000
Springer
10 years 7 months ago
Strength and Money: An LCS Approach to Increasing Returns
This paper reports on a number of experiments where three different groups of artificial agents learn, forecast and trade their holdings in a real stock market scenario given exoge...
Sonia Schulenburg, Peter Ross
AUSDM
2006
Springer
158views Data Mining» more  AUSDM 2006»
10 years 8 months ago
What Types of Events Provide the Strongest Evidence that the Stock Market is Affected by Company Specific News?
The efficient market hypothesis states that an efficient market immediately incorporates all available information into the price of the traded entity. It is well established that...
Calum Robertson, Shlomo Geva, Rodney Wolff
AUSDM
2007
Springer
104views Data Mining» more  AUSDM 2007»
10 years 8 months ago
Effectiveness of Using Quantified Intermarket Influence for Predicting Trading Signals of Stock Markets
This paper investigates the use of influence from foreign stock markets (intermarket influence) to predict the trading signals, buy, hold and sell, of the of a given stock market....
Chandima Tilakaratne, Musa A. Mammadov, Sidney A. ...
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