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  • Search: subject:"Pattern Recognition and Data Mining"
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Pattern Recognition and Data Mining 3 Document Classification 2 Econometric and Statistical Methods 2 Natural Language Processing 2 Stock Market 2 Time-Series Analysis 2 Economic Models and Forecasting 1 Expert Systems 1 Forecast 1 News 1 Text Processing 1 Volatility 1 crash risk 1 data mining 1 relationships 1 road curve 1 rough set analysis 1 text mining 1
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Geva, Shlomo 2 Robertson, Calum S. 2 Wolff, Rodney C. 2 Chen, Samantha 1 Christen, Peter 1 Clifton, Christopher W. 1 Grzebieta, Raphael 1 Kennedy, Paul 1 Kolyshkina, Inna 1 Li, Jiuyong 1 Loke, Seng Wai 1 McTiernan, David 1 Rakotonirainy, Andry 1 Ramakrishnan, Naren 1 Shi, Yong 1 Williams, Graham 1 Wu, Xindong 1 Zaïane, Osmar R. 1
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Applying data mining to assess crash risk on curves
Chen, Samantha; Rakotonirainy, Andry; Loke, Seng Wai - 2009
The wide range of contributing factors and circumstances surrounding crashes on road curves suggest that no single intervention can prevent these crashes. This paper presents a novel methodology, based on data mining techniques, to identify contributing factors and the relationship between them....
Persistent link: https://www.econbiz.de/10009438195
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Can the Content of Public News be used to Forecast Abnormal Stock Market Behaviour?
Robertson, Calum S.; Geva, Shlomo; Wolff, Rodney C. - 2007
A popular theory of markets is that they are efficient: all available information is deemed to provide an accurate valuation of an asset at any time. In this paper, we consider how the content of market-related news articles contributes to such information. Specifically, we mine news articles...
Persistent link: https://www.econbiz.de/10009437638
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News Aware Volatility Forecasting: Is the Content of News Important?
Robertson, Calum S.; Geva, Shlomo; Wolff, Rodney C. - 2007
The efficient market hypothesis states that the market incorporates all available information to provide an accurate valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely disregard the arrival of asset specific news (i.e.,...
Persistent link: https://www.econbiz.de/10009437639
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