“Finance-weekly-reading”版本间的差异
来自cslt Wiki
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|2016-06-24 ||Where are contrarian profits due to stock market overreaction|| || [http://www.finance.martinsewell.com/stylized-facts/dependence/LoMacKinlay1990.pdf pdf] | |2016-06-24 ||Where are contrarian profits due to stock market overreaction|| || [http://www.finance.martinsewell.com/stylized-facts/dependence/LoMacKinlay1990.pdf pdf] | ||
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| + | |2016-07-16 ||Sentiment Analysis in Finance Market Forcast|| || [http://wangd.cslt.org/talks/pdf/SentimentAnalysisinFinanceMarketForcast.pptx slides] | ||
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2016年7月16日 (六) 08:51的版本
| Time | Title | Leader | Paper |
|---|---|---|---|
| 2015-08-03 | Detect & Describe: Deep learning of bank stress in the news | Dong Wang | Samuel Ronnqvist, Peter Sarlin, arxiv 2015.07.25 [pdf] |
| 2015-08-05 | Analysis of Hidden Markov Models and Support vector machines in financial applications | Rong Liu | Satish Rao Jerry Hong 2010pdf |
| 2015-08-10 | NEURAL NETWORKS APPLIED TO STOCK MARKET FORECASTING: AN EMPIRICAL ANALYSIS | Yang Yu | Leandro Maciel, Rosangela Ballini 2010 pdf |
| 2015-08-12 | A Decision Tree-Rough Set Hybrid System for Stock Market Trend Prediction | Rong Liu | 2010 pdf |
| 2015-08-12 | A Comparision of Three Network Portfolio Selection Methods | Dong Wang | 2015 pdf |
| 2016-06-12 | Online Portfolio Selection: A Survey | Maoning Wang | January 2014 pdf |
| 2016-06-12 | SEQUENTIALMONTECARLOSAMPLINGFORCORRELATEDLATENTLONG-MEMORY TIME-SERIE | Maoning Wang | ICASSP 2016 pdf |
| 2016-06-17 | PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection | Author: LiBin | Machine Learning May 2012, Volume 87, Issue 2, pp 221-258 pdf |
| 2016-06-17 | 随机微分方程简介 | Author: 陈堰平 | ppt 2008年12月14日 pdf |
| 2016-06-24 | Where are contrarian profits due to stock market overreaction | ||
| 2016-07-16 | Sentiment Analysis in Finance Market Forcast | slides |
