Pub Date : 2018-12-12DOI: 10.1002/9781119522225.CH11
Joel Guglietta
{"title":"Support Vector Machine-Based Global Tactical Asset Allocation","authors":"Joel Guglietta","doi":"10.1002/9781119522225.CH11","DOIUrl":"https://doi.org/10.1002/9781119522225.CH11","url":null,"abstract":"","PeriodicalId":402243,"journal":{"name":"Big Data and Machine Learning in Quantitative Investment","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130086920","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-12-12DOI: 10.1002/9781119522225.CH2
Rado Lipuš, D. Smith
There's a rush of information terraforming the IT world. It flows from the data generated by 4.3 billion cell phones and 2 billion Internet users worldwide, and joins the roiling torrent of 30 billion RFID tags and hundreds of satellites incessantly sending more signals with each passing second. Now, nobody ever has to deal with all the world's data all at once. But when the whole pie grows, everyone's slices get larger. When you start measuring the pie in zettabytes, even a small piece starts to get pretty filling. Here's a sobering statistic: Twitter alone adds 12 terabytes of data every day—all text, and all added at a maximum of 140 characters at a time.
{"title":"Taming Big Data","authors":"Rado Lipuš, D. Smith","doi":"10.1002/9781119522225.CH2","DOIUrl":"https://doi.org/10.1002/9781119522225.CH2","url":null,"abstract":"There's a rush of information terraforming the IT world. It flows from the data generated by 4.3 billion cell phones and 2 billion Internet users worldwide, and joins the roiling torrent of 30 billion RFID tags and hundreds of satellites incessantly sending more signals with each passing second. Now, nobody ever has to deal with all the world's data all at once. But when the whole pie grows, everyone's slices get larger. When you start measuring the pie in zettabytes, even a small piece starts to get pretty filling. Here's a sobering statistic: Twitter alone adds 12 terabytes of data every day—all text, and all added at a maximum of 140 characters at a time.","PeriodicalId":402243,"journal":{"name":"Big Data and Machine Learning in Quantitative Investment","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134274065","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-12-12DOI: 10.1002/9781119522225.CH1
M. Kollo
{"title":"Do Algorithms Dream About Artificial Alphas?","authors":"M. Kollo","doi":"10.1002/9781119522225.CH1","DOIUrl":"https://doi.org/10.1002/9781119522225.CH1","url":null,"abstract":"","PeriodicalId":402243,"journal":{"name":"Big Data and Machine Learning in Quantitative Investment","volume":"32 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126484678","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-12-12DOI: 10.1002/9781119522225.CH8
Andy Moniz
{"title":"A Social Media Analysis of Corporate Culture","authors":"Andy Moniz","doi":"10.1002/9781119522225.CH8","DOIUrl":"https://doi.org/10.1002/9781119522225.CH8","url":null,"abstract":"","PeriodicalId":402243,"journal":{"name":"Big Data and Machine Learning in Quantitative Investment","volume":"44 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115873805","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-12-12DOI: 10.1002/9781119522225.CH3
Ekaterina Sirotyuk
{"title":"State of Machine Learning Applications in Investment Management","authors":"Ekaterina Sirotyuk","doi":"10.1002/9781119522225.CH3","DOIUrl":"https://doi.org/10.1002/9781119522225.CH3","url":null,"abstract":"","PeriodicalId":402243,"journal":{"name":"Big Data and Machine Learning in Quantitative Investment","volume":"422 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131751381","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-12-12DOI: 10.1002/9781119522225.CH9
Peter Hafez, Francesco Lautizi
{"title":"Machine Learning and Event Detection for Trading Energy Futures","authors":"Peter Hafez, Francesco Lautizi","doi":"10.1002/9781119522225.CH9","DOIUrl":"https://doi.org/10.1002/9781119522225.CH9","url":null,"abstract":"","PeriodicalId":402243,"journal":{"name":"Big Data and Machine Learning in Quantitative Investment","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114347660","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-12-12DOI: 10.1002/9781119522225.CH10
M. Sesen, Yazann S. Romahi, Victor H. Li
{"title":"Natural Language Processing of Financial News","authors":"M. Sesen, Yazann S. Romahi, Victor H. Li","doi":"10.1002/9781119522225.CH10","DOIUrl":"https://doi.org/10.1002/9781119522225.CH10","url":null,"abstract":"","PeriodicalId":402243,"journal":{"name":"Big Data and Machine Learning in Quantitative Investment","volume":"1999 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127930148","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-12-12DOI: 10.1002/9781119522225.CH6
Giuliano De Rossi, Jakub Kołodziej, Gurvinder Brar
{"title":"Big Is Beautiful: How Email Receipt Data Can Help Predict Company Sales","authors":"Giuliano De Rossi, Jakub Kołodziej, Gurvinder Brar","doi":"10.1002/9781119522225.CH6","DOIUrl":"https://doi.org/10.1002/9781119522225.CH6","url":null,"abstract":"","PeriodicalId":402243,"journal":{"name":"Big Data and Machine Learning in Quantitative Investment","volume":"236 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134110583","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-12-12DOI: 10.1002/9781119522225.CH13
M. N. Alonso, G. Batres-Estrada, Aymeric Moulin
{"title":"Deep Learning in Finance: Prediction of Stock Returns with Long Short-Term Memory Networks","authors":"M. N. Alonso, G. Batres-Estrada, Aymeric Moulin","doi":"10.1002/9781119522225.CH13","DOIUrl":"https://doi.org/10.1002/9781119522225.CH13","url":null,"abstract":"","PeriodicalId":402243,"journal":{"name":"Big Data and Machine Learning in Quantitative Investment","volume":"19 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125519012","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2018-12-12DOI: 10.1002/9781119522225.CH4
Vinesh Jha
{"title":"Implementing Alternative Data in an Investment Process","authors":"Vinesh Jha","doi":"10.1002/9781119522225.CH4","DOIUrl":"https://doi.org/10.1002/9781119522225.CH4","url":null,"abstract":"","PeriodicalId":402243,"journal":{"name":"Big Data and Machine Learning in Quantitative Investment","volume":"159 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122696522","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}