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.
*機械学習 [#w7fb2541]
-''[[On Stochastic and Worst-case Models for Investing:http://nips.cc/Conferences/2009/Program/event.php?ID=1820]]''~
Elad Hazan, Satyen Kale~
NIPS 2009
-''[[Risk-Sensitive Online Learning:http://www.springerlink.com/content/j1463180754p63k7/]]''~
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 [#i6aa2e74]
-''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 [#s53792a3]
-''"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'':http://www.springerlink.com/content/c331212572w83nv8/]]~
Hsinchun Chen, SocInfo 2011, p. 5, 2011
-[[''Strategic Human Resource Management Content in the Annual Report of Companies: An Analysis Through Text Mining'':http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1948633]]~
Kunal Kamal Kumar, Ashok Kumar, Indore Management Journal, Vol. 2, No. 4, pp. 19-30, 2011