金融データ・マイニング/論文 のバックアップ(No.4)

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  • 1 (2009-12-09 (水) 17:32:53)
  • 2 (2011-12-09 (金) 09:41:02)
  • 3 (2012-01-23 (月) 06:12:43)
  • 4 (2012-01-23 (月) 08:25:10)

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 †

• "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