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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 [#lcf6489a]
-[[''Time series prediction using support vector machines: a survey'':http://dx.doi.org/10.1109/MCI.2009.932254]]~
Nicholas I. Sapankevych, Ravi Sankar~
IEEE Computational Intelligence Magazine , Volume 4 Issue 2, 2009


*機械学習 [#w7fb2541]
-''[[Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange:http://dx.doi.org/10.1016/j.eswa.2010.10.027]]''~
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:http://nips.cc/Conferences/2009/Program/event.php?ID=1820]]''~
Elad Hazan, Satyen Kale~
NIPS 2009
-''[[Prediction of corporate financial health by Artificial Neural Network:http://dx.doi.org/10.1504/IJEF.2007.012898]]''~
Sumit Chakraborty, Sushil K. Sharma~
International Journal of Electronic Finance , Vol. 1, Issue 4, pp. 442-459, 2007
-''[[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]
-[[''Evaluating Sentiment in Financial News Articles'':http://dx.doi.org/10.1016/j.dss.2012.03.001]]~
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'':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
-[[''Textual analysis of stock market prediction using breaking financial news: The AZFin text system'':http://dx.doi.org/10.1145/1462198.1462204]]~
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'':http://www.springerlink.com/content/l722138386t42nn4/]]~
Moshe Koppel and Itai Shtrimberg~
Computing Attitude and Affect in Text: Theory and Applications, 297-301, 2006~