By Artur Lugmayr
This publication constitutes the court cases of the seventh overseas Workshop on company functions and providers within the Finance undefined, FinanceCom 2014, held in Sydney, Australia, on December 12, 2014.
The workshop spans a number of disciplines, together with technical, provider, monetary, sociological, and behavioral sciences. It displays on technologically enabled possibilities, implications, and adjustments as a result advent of recent enterprise types or rules concerning the monetary providers and the monetary markets.
The 9 papers provided have been rigorously reviewed and chosen from various submissions.
Read Online or Download Enterprise Applications and Services in the Finance Industry: 7th International Workshop, FinanceCom 2014, Sydney, Australia, December 2014, Revised Papers PDF
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Extra resources for Enterprise Applications and Services in the Finance Industry: 7th International Workshop, FinanceCom 2014, Sydney, Australia, December 2014, Revised Papers
Technol. 5(1), 1–167 (2012) 33. : When is a liability not a liability? textual analysis, dictionaries, and 10 Ks. J. Finan. 66(1), 35–65 (2011) 34. : Predicting the future of investor sentiment with social media in stock exchange investments: A basic framework for the DAX performance index. In: Handbook of social media management, pp. 565–589. Springer, Heidelberg (2013) 35. : The handbook of news analytics in ﬁnance John Wiley & Sons. (2011) 36. , & Choudhary, A. (2009). Sentiment analysis of conditional sentences.
ADAGE: A framework for supporting user-driven ad-hoc data analysis processes. Computing 94(6), 489–519 (2012) 45. : Term proximity scoring for keyword-based retrieval systems. In: Sebastiani, F. ) ECIR 2003. LNCS, vol. 2633, pp. 207–218. Springer, Heidelberg (2003) 46. RavenPack. RavenPack news scores user guideRavenPack (2010) 47. : What types of events provide the strongest evidence that the stock market is affected by company speciﬁc news? Proc. Fifth Australas. Conf. Data Min. Analystics 61, 145–153 (2006) 48.
However, it is important to stress that there large variations in performance depending on the threshold. 078. 421 %. – In addition, we include a combination of news and momentum trading. 1180 %. 028. Both strategies, namely, simple news trading and the combined version, are further evaluated in the following diagrams. Figure 4 depicts how the cumulative returns develop during the ﬁrst 1500 business days, showing clearly the superiority of simple news trading. Fig. 3. Comparison of thresholds θS+ and θS− against average daily returns.