Download or read book Data Mining in Finance written by Boris Kovalerchuk and published by Springer Science & Business Media. This book was released on 2005-12-11 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data Mining in Finance presents a comprehensive overview of major algorithmic approaches to predictive data mining, including statistical, neural networks, ruled-based, decision-tree, and fuzzy-logic methods, and then examines the suitability of these approaches to financial data mining. The book focuses specifically on relational data mining (RDM), which is a learning method able to learn more expressive rules than other symbolic approaches. RDM is thus better suited for financial mining, because it is able to make greater use of underlying domain knowledge. Relational data mining also has a better ability to explain the discovered rules - an ability critical for avoiding spurious patterns which inevitably arise when the number of variables examined is very large. The earlier algorithms for relational data mining, also known as inductive logic programming (ILP), suffer from a relative computational inefficiency and have rather limited tools for processing numerical data. Data Mining in Finance introduces a new approach, combining relational data mining with the analysis of statistical significance of discovered rules. This reduces the search space and speeds up the algorithms. The book also presents interactive and fuzzy-logic tools for `mining' the knowledge from the experts, further reducing the search space. Data Mining in Finance contains a number of practical examples of forecasting S&P 500, exchange rates, stock directions, and rating stocks for portfolio, allowing interested readers to start building their own models. This book is an excellent reference for researchers and professionals in the fields of artificial intelligence, machine learning, data mining, knowledge discovery, and applied mathematics.
Download or read book Mining Data for Financial Applications written by Valerio Bitetta and published by Springer Nature. This book was released on 2021-01-14 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes revised selected papers from the 5th Workshop on Mining Data for Financial Applications, MIDAS 2020, held in conjunction with ECML PKDD 2020, in Ghent, Belgium, in September 2020.* The 8 full and 3 short papers presented in this volume were carefully reviewed and selected from 15 submissions. They deal with challenges, potentialities, and applications of leveraging data-mining tasks regarding problems in the financial domain. *The workshop was held virtually due to the COVID-19 pandemic. “Information Extraction from the GDELT Database to Analyse EU Sovereign Bond Markets” and “Exploring the Predictive Power of News and Neural Machine Learning Models for Economic Forecasting” are available open access under a Creative Commons Attribution 4.0 International License via link.springer.com.
Download or read book Mining Data for Financial Applications written by Valerio Bitetta and published by Springer Nature. This book was released on 2020-01-03 with total page 143 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes revised selected papers from the 4th Workshop on Mining Data for Financial Applications, MIDAS 2019, held in conjunction with ECML PKDD 2019, in Würzburg, Germany, in September 2019. The 8 full and 3 short papers presented in this volume were carefully reviewed and selected from 16 submissions. They deal with challenges, potentialities, and applications of leveraging data-mining tasks regarding problems in the financial domain.
Download or read book Handbook Of Financial Econometrics Mathematics Statistics And Machine Learning In 4 Volumes written by Cheng Few Lee and published by World Scientific. This book was released on 2020-07-30 with total page 5053 pages. Available in PDF, EPUB and Kindle. Book excerpt: This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.
Download or read book Contemporary Perspectives in Data Mining Volume 2 written by Kenneth D. Lawrence and published by IAP. This book was released on 2015-07-01 with total page 237 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series, Contemporary Perspectives on Data Mining, is composed of blind refereed scholarly research methods and applications of data mining. This series will be targeted both at the academic community, as well as the business practitioner. Data mining seeks to discover knowledge from vast amounts of data with the use of statistical and mathematical techniques. The knowledge is extracted from this data by examining the patterns of the data, whether they be associations of groups or things, predictions, sequential relationships between time order events or natural groups. Data mining applications are in marketing (customer loyalty, identifying profitable customers, instore promotions, e-commerce populations); in business (teaching data mining, efficiency of the Chinese automobile industry, moderate asset allocation funds); and techniques (veterinary predictive models, data integrity in the cloud, irregular pattern detection in a mobility network and road safety modeling.)
Download or read book Data Science for Economics and Finance written by Sergio Consoli and published by Springer Nature. This book was released on 2021 with total page 357 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book covers the use of data science, including advanced machine learning, big data analytics, Semantic Web technologies, natural language processing, social media analysis, time series analysis, among others, for applications in economics and finance. In addition, it shows some successful applications of advanced data science solutions used to extract new knowledge from data in order to improve economic forecasting models. The book starts with an introduction on the use of data science technologies in economics and finance and is followed by thirteen chapters showing success stories of the application of specific data science methodologies, touching on particular topics related to novel big data sources and technologies for economic analysis (e.g. social media and news); big data models leveraging on supervised/unsupervised (deep) machine learning; natural language processing to build economic and financial indicators; and forecasting and nowcasting of economic variables through time series analysis. This book is relevant to all stakeholders involved in digital and data-intensive research in economics and finance, helping them to understand the main opportunities and challenges, become familiar with the latest methodological findings, and learn how to use and evaluate the performances of novel tools and frameworks. It primarily targets data scientists and business analysts exploiting data science technologies, and it will also be a useful resource to research students in disciplines and courses related to these topics. Overall, readers will learn modern and effective data science solutions to create tangible innovations for economic and financial applications.
Download or read book From Opinion Mining to Financial Argument Mining written by Chung-Chi Chen and published by Springer Nature. This book was released on 2021 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: Opinion mining is a prevalent research issue in many domains. In the financial domain, however, it is still in the early stages. Most of the researches on this topic only focus on the coarse-grained market sentiment analysis, i.e., 2-way classification for bullish/bearish. Thanks to the recent financial technology (FinTech) development, some interdisciplinary researchers start to involve in the in-depth analysis of investors' opinions. These works indicate the trend toward fine-grained opinion mining in the financial domain. When expressing opinions in finance, terms like bullish/bearish often spring to mind. However, the market sentiment of the financial instrument is just one type of opinion in the financial industry. Like other industries such as manufacturing and textiles, the financial industry also has a large number of products. Financial services are also a major business for many financial companies, especially in the context of the recent FinTech trend. For instance, many commercial banks focus on loans and credit cards. Although there are a variety of issues that could be explored in the financial domain, most researchers in the AI and NLP communities only focus on the market sentiment of the stock or foreign exchange. This open access book addresses several research issues that can broaden the research topics in the AI community. It also provides an overview of the status quo in fine-grained financial opinion mining to offer insights into the futures goals. For a better understanding of the past and the current research, it also discusses the components of financial opinions one-by-one with the related works and highlights some possible research avenues, providing a research agenda with both micro- and macro-views toward financial opinions.
Download or read book Applications of Data Mining in Computer Security written by Daniel Barbará and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data mining is becoming a pervasive technology in activities as diverse as using historical data to predict the success of a marketing campaign, looking for patterns in financial transactions to discover illegal activities or analyzing genome sequences. From this perspective, it was just a matter of time for the discipline to reach the important area of computer security. Applications Of Data Mining In Computer Security presents a collection of research efforts on the use of data mining in computer security. Applications Of Data Mining In Computer Security concentrates heavily on the use of data mining in the area of intrusion detection. The reason for this is twofold. First, the volume of data dealing with both network and host activity is so large that it makes it an ideal candidate for using data mining techniques. Second, intrusion detection is an extremely critical activity. This book also addresses the application of data mining to computer forensics. This is a crucial area that seeks to address the needs of law enforcement in analyzing the digital evidence.
Download or read book Mining Data for Financial Applications written by Valerio Bitetta and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Handbook of Statistical Analysis and Data Mining Applications written by Ken Yale and published by Elsevier. This book was released on 2017-11-09 with total page 824 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Statistical Analysis and Data Mining Applications, Second Edition, is a comprehensive professional reference book that guides business analysts, scientists, engineers and researchers, both academic and industrial, through all stages of data analysis, model building and implementation. The handbook helps users discern technical and business problems, understand the strengths and weaknesses of modern data mining algorithms and employ the right statistical methods for practical application. This book is an ideal reference for users who want to address massive and complex datasets with novel statistical approaches and be able to objectively evaluate analyses and solutions. It has clear, intuitive explanations of the principles and tools for solving problems using modern analytic techniques and discusses their application to real problems in ways accessible and beneficial to practitioners across several areas—from science and engineering, to medicine, academia and commerce. Includes input by practitioners for practitioners Includes tutorials in numerous fields of study that provide step-by-step instruction on how to use supplied tools to build models Contains practical advice from successful real-world implementations Brings together, in a single resource, all the information a beginner needs to understand the tools and issues in data mining to build successful data mining solutions Features clear, intuitive explanations of novel analytical tools and techniques, and their practical applications
Download or read book Data Mining in Public and Private Sectors Organizational and Government Applications written by Syvajarvi, Antti and published by IGI Global. This book was released on 2010-06-30 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: The need for both organizations and government agencies to generate, collect, and utilize data in public and private sector activities is rapidly increasing, placing importance on the growth of data mining applications and tools. Data Mining in Public and Private Sectors: Organizational and Government Applications explores the manifestation of data mining and how it can be enhanced at various levels of management. This innovative publication provides relevant theoretical frameworks and the latest empirical research findings useful to governmental agencies, practicing managers, and academicians.
Download or read book Data Mining for Business Applications written by Carlos A. Mota Soares and published by IOS Press. This book was released on 2010 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data mining is already incorporated into the business processes in sectors such as health, retail, automotive, finance, telecom and insurance as well as in government. This book contains extended versions of a selection of papers presented at a series of workshops held between 2005 and 2008 on the subject of data mining for business applications.
Download or read book Practical Text Mining and Statistical Analysis for Non structured Text Data Applications written by Gary Miner and published by Academic Press. This book was released on 2012-01-11 with total page 1096 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The world contains an unimaginably vast amount of digital information which is getting ever vaster ever more rapidly. This makes it possible to do many things that previously could not be done: spot business trends, prevent diseases, combat crime and so on. Managed well, the textual data can be used to unlock new sources of economic value, provide fresh insights into science and hold governments to account. As the Internet expands and our natural capacity to process the unstructured text that it contains diminishes, the value of text mining for information retrieval and search will increase dramatically. This comprehensive professional reference brings together all the information, tools and methods a professional will need to efficiently use text mining applications and statistical analysis. The Handbook of Practical Text Mining and Statistical Analysis for Non-structured Text Data Applications presents a comprehensive how- to reference that shows the user how to conduct text mining and statistically analyze results. In addition to providing an in-depth examination of core text mining and link detection tools, methods and operations, the book examines advanced preprocessing techniques, knowledge representation considerations, and visualization approaches. Finally, the book explores current real-world, mission-critical applications of text mining and link detection using real world example tutorials in such varied fields as corporate, finance, business intelligence, genomics research, and counterterrorism activities"--
Download or read book Optimization Based Data Mining Theory and Applications written by Yong Shi and published by Springer Science & Business Media. This book was released on 2011-05-16 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization techniques have been widely adopted to implement various data mining algorithms. In addition to well-known Support Vector Machines (SVMs) (which are based on quadratic programming), different versions of Multiple Criteria Programming (MCP) have been extensively used in data separations. Since optimization based data mining methods differ from statistics, decision tree induction, and neural networks, their theoretical inspiration has attracted many researchers who are interested in algorithm development of data mining. Optimization based Data Mining: Theory and Applications, mainly focuses on MCP and SVM especially their recent theoretical progress and real-life applications in various fields. These include finance, web services, bio-informatics and petroleum engineering, which has triggered the interest of practitioners who look for new methods to improve the results of data mining for knowledge discovery. Most of the material in this book is directly from the research and application activities that the authors’ research group has conducted over the last ten years. Aimed at practitioners and graduates who have a fundamental knowledge in data mining, it demonstrates the basic concepts and foundations on how to use optimization techniques to deal with data mining problems.
Download or read book Data Mining Applications for Empowering Knowledge Societies written by Rahman, Hakikur and published by IGI Global. This book was released on 2008-07-31 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents an overview of the main issues of data mining, including its classification, regression, clustering, and ethical issues. Provides readers with knowledge enhancing processes as well as a wide spectrum of data mining applications.
Download or read book Data Mining written by United States. General Accounting Office and published by . This book was released on 2004 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mining Software Specifications written by David Lo and published by CRC Press. This book was released on 2011-05-24 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: An emerging topic in software engineering and data mining, specification mining tackles software maintenance and reliability issues that cost economies billions of dollars each year. The first unified reference on the subject, Mining Software Specifications: Methodologies and Applications describes recent approaches for mining specifications of sof
