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,...
Partitions of sequential data exist either per se or as a result of sequence segmentation algorithms. It is often the case that the same timeline is partitioned in many different ...
In this paper, I propose a genetic algorithm (GA) approach to instance selection in artificial neural networks (ANNs) for financial data mining. ANN has preeminent learning abilit...
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...
Mining cluster evolution from multiple correlated time-varying text corpora is important in exploratory text analytics. In this paper, we propose an approach called evolutionary h...