見つけたファイナンスにおけるデータ・マイニングと機械学習に関する論文のメモ.
サーベイ †
- Time series prediction using support vector machines: a survey
Nicholas I. Sapankevych, Ravi Sankar
IEEE Computational Intelligence Magazine , Volume 4 Issue 2, 2009
機械学習 †
- Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange
Yakup Kara, Melek Acar Boyacioglu, Ömer Kaan Baykan
Expert Systems with Applications, Vol. 38, Issue 5, pp. 5311–5319, 2011 - On Stochastic and Worst-case Models for Investing
Elad Hazan, Satyen Kale
NIPS 2009 - Prediction of corporate financial health by Artificial Neural Network
Sumit Chakraborty, Sushil K. Sharma
International Journal of Electronic Finance , Vol. 1, Issue 4, pp. 442-459, 2007 - Risk-Sensitive Online Learning
Eyal Even-Dar, Michael Kearns and Jennifer Wortman
ALT 2006, pp. 199-213 (2006)
6-year S&P 500
データ・マイニング †
- Enhancing Investment Decision in P2P Lending: An Investor Composition Perspective
Chunyu Luo; Hui Xiong; Wenjun Zhou; Yanhong Guo; Guishi Deng
KDD 2011
テキスト・マイニング †
- Evaluating Sentiment in Financial News Articles
Robert P. Schmaker, Yulei Zhang, Hsinchun Chen
Decision Support Systems, In Press, 2012 - "I Loan Because...": Understanding Motivations for Pro-Social Lending
Yang Liu, Roy Chen, Yan Chen, Qiaozhu Mei and Suzy Salib
WSDM 2012 - Predicting market movements: from breaking news to emerging social media
Hsinchun Chen
SocInfo 2011, p. 5, 2011 - Strategic Human Resource Management Content in the Annual Report of Companies: An Analysis Through Text Mining
Kunal Kamal Kumar, Ashok Kumar
Indore Management Journal, Vol. 2, No. 4, pp. 19-30, 2011 - Textual analysis of stock market prediction using breaking financial news: The AZFin text system
Robert P. Schumaker, Hsinchun Chen
ACM Transactions on Information Systems (TOIS), Vol. 27, No. 2, 2009 - Good News or Bad News? Let the Market Decide
Moshe Koppel and Itai Shtrimberg
Computing Attitude and Affect in Text: Theory and Applications, 297-301, 2006