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ACJ
2002
122views more  ACJ 2002»
15 years 7 days ago
Product-Based Design of Business Processes Applied within the Financial Services
Business Process Reengineering (BPR) is an important instrument to boost the performance of business processes. In this paper, the Product-Based Design method is presented that su...
Hajo A. Reijers
111
Voted
CONSTRAINTS
2007
100views more  CONSTRAINTS 2007»
15 years 11 days ago
Design of Financial CDO Squared Transactions Using Constraint Programming
We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
Pierre Flener, Justin Pearson, Luis G. Reyna, Olof...
106
Voted
IJAR
2008
140views more  IJAR 2008»
14 years 12 months ago
Financial risk measurement with imprecise probabilities
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...
Paolo Vicig
135
Voted
KDD
2009
ACM
221views Data Mining» more  KDD 2009»
16 years 28 days 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,...
ECAI
2000
Springer
15 years 4 months ago
Flexible Text Classification for Financial Applications: The Facile System
This paper describes an advanced system for multilingual text classification adaptable to different user needs. The system has been initially developed as an applied research proje...
Fabio Ciravegna, Alberto Lavelli, Nadia Mana, Joha...