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We are living in an information era from Twitter to Fitocracy every episode of peoples life is converted to numbers. That abundance of data is also available in information technologies. From Stackoverflow to GitHub many big data sources…
Prediction and quantification of future volatility and returns play an important role in financial modelling, both in portfolio optimization and risk management. Natural language processing today allows to process news and social media…
In recent years, cryptocurrencies have attracted growing attention from both private investors and institutions. Among them, Bitcoin stands out for its impressive volatility and widespread influence. This paper explores the predictability…
As more tech companies engage in rigorous economic analyses, we are confronted with a data problem: in-house papers cannot be replicated due to use of sensitive, proprietary, or private data. Readers are left to assume that the obscured…
As artificial intelligence and machine learning tools become more accessible, and scientists face new obstacles to data collection (e.g., rising costs, declining survey response rates), researchers increasingly use predictions from…
Based on the characteristics of the Chinese futures market, this paper builds a supervised learning model to predict the trend of futures prices and then designs a trading strategy based on the prediction results. The Precision, Recall and…
In online internet advertising, machine learning models are widely used to compute the likelihood of a user engaging with product related advertisements. However, the performance of traditional machine learning models is often impacted due…
We test the predictions of the sticky information model using a survey dataset by comparing shoppers accuracy in recalling the prices of regulated and comparable unregulated products. Because regulated product prices are capped, they are…
Technical trading represents a class of investment strategies for Financial Markets based on the analysis of trends and recurrent patterns of price time series. According standard economical theories these strategies should not be used…
This report aims to report my thesis progress so far. My work attempts to show the differences in the perspectives of two search engines, Bing and Google on several selected controversial topics. In this work, we try to make a distinction…
Financial markets are difficult to predict due to its complex systems dynamics. Although there have been some recent studies that use machine learning techniques for financial markets prediction, they do not offer satisfactory performance…
Predicting future resource demand in Cloud Computing is essential for optimizing the trade-off between serving customers' requests efficiently and minimizing the provisioning cost. Modelling prediction uncertainty is also desirable to…
The many metrics employed for the evaluation of search engine results have not themselves been conclusively evaluated. We propose a new measure for a metric's ability to identify user preference of result lists. Using this measure, we…
Recent studies in big data analytics and natural language processing develop automatic techniques in analyzing sentiment in the social media information. In addition, the growing user base of social media and the high volume of posts also…
The HCI community commonly evaluates decision support systems based on whether they improve task performance or promote appropriate user reliance. In this work, we look beyond decision outcomes to examine the process through which users…
Predicting stock price movements is a pivotal element of investment strategy, providing insights into potential trends and market volatility. This study specifically examines the predictive capacity of historical stock prices and technical…
Researchers have constantly asked whether stock returns can be predicted by some macroeconomic data. However, it is known that macroeconomic data may exhibit nonstationarity and/or heavy tails, which complicates existing testing procedures…
We report on the use of sentiment analysis on news and social media to analyze and predict the price of Bitcoin. Bitcoin is the leading cryptocurrency and has the highest market capitalization among digital currencies. Predicting Bitcoin…
Online reviews are feedback voluntarily posted by consumers about their consumption experiences. This feedback indicates customer attitudes such as affection, awareness and faith towards a brand or a firm and demonstrates inherent…
In this paper, we conduct a systematic large-scale analysis of order book-driven predictability in high-frequency returns by leveraging deep learning techniques. First, we introduce a new and robust representation of the order book, the…