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ESANN
2004
14 years 11 months ago
Description of the Group Dynamic of Funds' Managers using Kohonen's Map
: the aim of this paper is to observe the group dynamic of funds' managers during an interesting period : January 99- July 01, which includes many financial events as financia...
Catherine Aaron, Yamina Tadjeddine
75
Voted
ISIPTA
2005
IEEE
165views Mathematics» more  ISIPTA 2005»
15 years 3 months ago
Electric Company Portfolio Optimization Under Interval Stochastic Dominance Constraints
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
Daniel Berleant, Mathieu Dancre, Jean-Philippe Arg...
MOR
2007
116views more  MOR 2007»
14 years 9 months ago
Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
Laurence Carassus, Miklós Rásonyi
GECCO
2007
Springer
163views Optimization» more  GECCO 2007»
15 years 3 months ago
Discovering event evidence amid massive, dynamic datasets
Automated event extraction remains a very difficult challenge requiring information analysts to manually identify key events of interest within massive, dynamic data. Many techniq...
Robert M. Patton, Thomas E. Potok
113
Voted
KDD
2009
ACM
221views Data Mining» more  KDD 2009»
15 years 10 months ago
Migration motif: a spatial - temporal pattern mining approach for financial markets
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,...