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Letteratura scientifica selezionata sul tema "Price indexes – Data processing"

Autore: Grafiati
Pubblicato: 4 giugno 2021
Ultima modifica: 2 febbraio 2022

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Articoli di riviste sul tema "Price indexes – Data processing"

1

Cottle, David, e Euan Fleming. "Do price premiums for wool characteristics vary for different end products, processing routes and fibre diameter categories?" Animal Production Science 56, n. 12 (2016): 2146. http://dx.doi.org/10.1071/an14744.

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No Australian wool price hedonic studies have separated auction data into different end product-processing groups (PPR) on the basis of all fibre attributes that affect the suitability of wool sale lots for PPR. This study was conducted to assess: (1) whether including information about PPR groupings is more useful in understanding price than clustering by broad fibre diameter (FD) categories, and (2) if the ‘noise’ of macroeconomic effects on price can be reduced by using a clean price relative to the market indicator (RelPrice) formula or a log RelPrice formula compared with log price or clean price. Hedonic models using data derived from 369 918 Australian auction sale lots in 2010–2011 were estimated for these four dependent price variables. Linear FD models predicted less of price’s variance than quadratic or exponential models. Segmenting wool sale lots into 10 PPR before wool price analyses was found to increase the proportion of price variance explained and thus be worthwhile. The change in price with a change in FD, staple length and staple strength differs significantly between PPR. Calculating RelPrice or log RelPrice appears a better price parameter than clean price or log price. Comparing the RelPrice and clean price models, the mean absolute percentage errors were 6.3% and 16.2%, respectively. The differences in price sensitivity to FD, staple length and staple strength across PPR implies a complex set of price-setting mechanisms for wool as different users place different values on these wool properties. These price-setting mechanisms need to be incorporated in hedonic models for agricultural products that possess this characteristic. The wool price premiums can be used to estimate relative economic values when constructing sheep breeding selection indexes and can help determine the most profitable wool clip preparation strategies.
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Mendoza Urdiales, Román Alejandro, Andrés García-Medina e José Antonio Nuñez Mora. "Measuring information flux between social media and stock prices with Transfer Entropy". PLOS ONE 16, n. 9 (23 settembre 2021): e0257686. http://dx.doi.org/10.1371/journal.pone.0257686.

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Transfer Entropy was applied to analyze the correlations and flow of information between 200,500 tweets and 23 of the largest capitalized companies during 6 years along the period 2013-2018. The set of tweets were obtained applying a text mining algorithm and classified according to daily date and company mentioned. We proposed the construction of a Sentiment Index applying a Natural Processing Language algorithm and structuring the sentiment polarity for each data set. Bootstrapped Simulations of Transfer Entropy were performed between stock prices and Sentiment Indexes. The results of the Transfer Entropy simulations show a clear information flux between general public opinion and companies’ stock prices. There is a considerable amount of information flowing from general opinion to stock prices, even between different Sentiment Indexes. Our results suggest a deep relationship between general public opinion and stock prices. This is important for trading strategies and the information release policies for each company.
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3

Antoniuk, Olena, Natalya Kuzyk, Iryna Zhurakovska, Roman Sydorenko e Liudmyla Sakhno. "The role of «BIG FOUR» auditing firms in the public procurement market in Ukraine". Independent Journal of Management & Production 11, n. 9 (1 novembre 2020): 2483. http://dx.doi.org/10.14807/ijmp.v11i9.1432.

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The authors conducted a study aimed to identify the role of «Big Four» («Big 4») audit firms in the public procurement market in Ukraine.The purpose of the article is to answer the questions: whether Ukraine is in a general trend of most countries in the concentration of audit market; what is the share of revenues of the «Big Four» audit firms in the performance of audit services in the public procurement system in Ukraine. First of all, in order to get answers to these questions, the authors conducted a study of the main trends in the development of the «Big Four» companies in Ukraine. It was found that the characteristic competitive environment in the market of audit services, the impact on competitiveness of pricing policy and regulatory requirements, relating to the acquisition of audit services by public sector entities through a public procurement system "ProZorro". An element of price regulation and compliance with the transparent conditions of the competitive environment is the participation of audit firms in the public procurement system. As a result of processing data on procurement of audit services for the period 2008-2019, the authors calculated key indicators that characterize the concentration of the audit market. Based on the data on the amount of remuneration for various types of audit services using the public procurement system "ProZorro", aspects of pricing policy and the role of the companies of the "Big Four" in the market were established. The values indexes indicate that the companies of the «Big 4» do not have a complete monopoly in the segment of procurement of audit services, having certain dominant positions in some years, and the indexes indicate a trend towards effective competition in the audit services market in Ukraine.
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Tarrío-Saavedra, Javier, Elena Orois e Salvador Naya. "Estudio métrico sobre la actividad investigadora usando el software libre R: el caso del sistema universitario gallego". Investigación Bibliotecológica: archivonomía, bibliotecología e información, sp1 (19 gennaio 2018): 221. http://dx.doi.org/10.22201/iibi.24488321xe.2017.nesp1.57891.

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Este trabajo representa una nueva alternativa para el estudio, clasificación y comparación de la producción científica de centros de investigación, utilizando las funciones de tratamiento de datos del paquete Citan del software estadístico R. En particular, se muestra el análisis bibliométrico de las publicaciones de las universidades de A Coruña, Santiago de Compostela y Vigo, en el periodo 2000-2011, recopiladas por la base de datos Scopus. Entre las técnicas usadas se aplicaron modelos de Lotka y Price, modelización no paramétrica y paramétrica de los datos, así como el cálculo y análisis de indicadores de la cantidad y calidad de la producción científica, los índices h y g, y otros menosconocidos como los rp1, lp, Ge1, Ge5 y Slp1. Como novedad, se propone una variante del índice h (hh) que define el grupo de investigadores que forman la élitemás productiva de cada universidad y estima su calidad investigadora.AbstractThis work represents a new alternative for the study, classification and comparison of the scientific production corresponding to research entities. It consists on the application of statistical data processing functions available in the R software’s Citan package. In particular, the bibliometric study of publications of universities of A Coruña, Santiago de Compostela and Vigo, in the period 2000-2011, compiled by the Scopus database. The study was conducted using the statistical analysis of the data, the application of models of Lotka and Price, nonparametric and parametric modeling (Pareto) of the data, and the calculation and analysis of indicators of the scientific production like the h and g indexes, and others lesser known as rp1, lp, Ge1, Ge5 and Slp1. A novelty consists in a variant of the h index (hh) that defines the group of researchers who are the most productive of each university, the elite, and estimates the researching quality of such representative elites.
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Kőműves, Zsolt, e Viktória Horváthné Petrás. "A sertéshústermelést és -fogyasztást befolyásoló tényezők". Élelmiszer, Táplálkozás és Marketing 13, n. 1 (27 febbraio 2019): 3–9. http://dx.doi.org/10.33567/etm.2253.

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The decrease in the number of pigs grew to a drastic proportion during the past few decades. before the change of the regime therewere approximately 10 million pigs counted, but today this number is slightly beyond 3 million. The decline in livestock has anegative effect on the competitive position of both this sector and that of other branches of industry as well weakening significantlythe economic importance of the sector. The underlying causes of the process leading to the decline are diverse. to reveal thesolution a versatile analysis of the economic situation is essential, which should be started in the first place by the examination ofthe factors defining the competitiveness of the pig sector. The aim of this work is to reveal and characterize the national capacities,the physical and biological, as well as the social, economic (market) and human factors pointing to the most important differencesat the same time. This study analyzes the efficiency of the chosen farms according to the size of plant, standard of production, technologyand capacity of maintenance. summarizing the farmers’ opinions and the data obtained, it can be stated that farmers in thecurrent situation are satisfied with the buying price as one of the most essential factors of production. however, they emphasizedthe role of prices as a factor of uncertainty. As a result of changing the out-of-date technology considerable improvement could beobserved in the natural indexes. Unfortunately, significant changes should be accomplished in the feasibility of support andfinancing investment. The strict environmental regulations of animal keeping make the operation of farms – mainly of those thatdo not possess arable land – more difficult. reforms would provide relief for the operating farms. The market price regulation ofthe alternative fodder and the existent substitute products could appear as a significant cost efficiency factor during production.Workers with unsuitable education – and often being incompetent –, trade unions operating as false organizations as well as thelack of cooperation with the food processing industry affect the sector sensitively.
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Saad, Ammar, Ruitao Zhang e Ying Xia. "The Policy Analysis Matrix (PAM): Comparative Advantage of China’s Wheat Crop Production 2017". Journal of Agricultural Science 11, n. 17 (15 ottobre 2019): 150. http://dx.doi.org/10.5539/jas.v11n17p150.

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As the third-largest crop in China, wheat production plays an essential role in China's agricultural production, food processing and consumption structure. Besides, China is the world’s largest wheat producer and consumer, where it produces 14.83% of the world's total wheat production in 2017. So it is necessary to analyze and evaluate the government policy for wheat production in China using PAM. This research depends on the data has issued by the National Development and Reform Commission/China statistics press 2018 (National farm production cost-benefit survey 2017). The outcomes of this paper showed that the coefficients measures confirm there is government support for wheat production, that indicates, farmers are getting prices higher than global prices by the continuation of the current policy. While there was no comparable advantage has shown for Chinese wheat product in social prices due to the government intervention in the prices of production outputs. Where this policy representation indexes show that the policy for wheat production 2017 supported the farmers on the consumer cost.
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Oleinik, A. N. "Uses of content analysis in economic sciences: An overview of the current situation and prospects". Voprosy Ekonomiki, n. 4 (8 aprile 2021): 79–95. http://dx.doi.org/10.32609/0042-8736-2021-4-79-95.

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Abstract (sommario):
The article discusses the status of quantitative and qualitative data in economic sciences, as well as methods for transforming data into information and knowledge. Particular attention is devoted to content analysis as a set of methods for aggregating, processing and analyzing qualitative data; its forms (qualitative, quantitative and mixed methods) and uses by economists. Content analysis appears to be particularly suitable for non-orthodox economists because of their refusal to consider price as the only source of economic information. The content analysis of metadata of articles indexed in Web of Science and eLibrary suggests that Russian economists still have insufficient familiarity with the principles of content analysis and their applications to research compared with their Western counterparts. It is argued that the creation of on-line platforms for content analysis and on-line banks of qualitative data may become a trigger for changing this situation.
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Zulqarnain, Muhammad, Rozaida Ghazali, Muhammad Ghulam Ghouse, Yana Mazwin Mohmad Hassim e Irfan Javid. "Predicting Financial Prices of Stock Market using Recurrent Convolutional Neural Networks". International Journal of Intelligent Systems and Applications 12, n. 6 (8 dicembre 2020): 21–32. http://dx.doi.org/10.5815/ijisa.2020.06.02.

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Financial time-series prediction has been long and the most challenging issues in financial market analysis. The deep neural networks is one of the excellent data mining approach has received great attention by researchers in several areas of time-series prediction since last 10 years. “Convolutional neural network (CNN) and recurrent neural network (RNN) models have become the mainstream methods for financial predictions. In this paper, we proposed to combine architectures, which exploit the advantages of CNN and RNN simultaneously, for the prediction of trading signals. Our model is essentially presented to financial time series predicting signals through a CNN layer, and directly fed into a gated recurrent unit (GRU) layer to capture long-term signals dependencies. GRU model perform better in sequential learning tasks and solve the vanishing gradients and exploding issue in standard RNNs. We evaluate our model on three datasets for stock indexes of the Hang Seng Indexes (HSI), the Deutscher Aktienindex (DAX) and the S&P 500 Index range 2008 to 2016, and associate the GRU-CNN based approaches with the existing deep learning models. Experimental results present that the proposed GRU-CNN model obtained the best prediction accuracy 56.2% on HIS dataset, 56.1% on DAX dataset and 56.3% on S&P500 dataset respectively.
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Zhen, Chen, Eric A. Finkelstein, Shawn A. Karns, Ephraim S. Leibtag e Chenhua Zhang. "Scanner Data‐Based Panel Price Indexes". American Journal of Agricultural Economics 101, n. 1 (18 giugno 2018): 311–29. http://dx.doi.org/10.1093/ajae/aay032.

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Bourassa, Steven C., Eva Cantoni e Martin Hoesli. "Robust hedonic price indexes". International Journal of Housing Markets and Analysis 9, n. 1 (7 marzo 2016): 47–65. http://dx.doi.org/10.1108/ijhma-11-2014-0050.

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Abstract (sommario):
Purpose – The purpose of this paper is to demonstrate the application of robust techniques to the estimation of hedonic house price indexes. Design/methodology/approach – The authors use simulation analysis to compare an index estimated using ordinary least squares (OLS) with several indexes estimated using robust techniques. The analysis uses sales transactions data from a US city. The authors then explore how robust methods can correct for omitted variables under some circumstances and how they affect the revision problem that occurs when longitudinal hedonic indexes are updated. Findings – Robust methods can resolve missing variable problems in some circumstances and also can substantially reduce the revision problem in longitudinal hedonic indexes. Practical implications – Robust techniques may be preferable to OLS when constructing longitudinal hedonic indexes. Originality/value – This is the first paper to undertake a systematic analysis of the applicability of robust techniques in constructing hedonic house price indexes.
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Più fonti

Tesi sul tema "Price indexes – Data processing"

1

Hon, Wing-kai. "On the construction and application of compressed text indexes". Click to view the E-thesis via HKUTO, 2004. http://sunzi.lib.hku.hk/hkuto/record/B31059739.

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Hon, Wing-kai, e 韓永楷. "On the construction and application of compressed text indexes". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B31059739.

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3

Hu, Haixin. "Sample selection and spatial models of housing price indexes and a disequilibrium analysis of the U.S. gasoline market using panel data /". Full text available from ProQuest UM Digital Dissertations, 2008. http://0-proquest.umi.com.umiss.lib.olemiss.edu/pqdweb?index=0&did=1850404651&SrchMode=1&sid=2&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1277474405&clientId=22256.

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Thesis (Ph.D.)--University of Mississippi, 2008.
Typescript. Vita. "August 2008." Committee chair : Walter Mayer Includes bibliographical references (leaves 82-83). Also available online via ProQuest to authorized users.
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Heinze, Christian [Verfasser], Harry [Akademischer Betreuer] Haupt e Dietmar [Akademischer Betreuer] Bauer. "A framework for spatiotemporal prediction with small and heterogeneous data - and an application to consumer price indexes - / Christian Heinze ; Harry Haupt, Dietmar Bauer". Bielefeld : Universitätsbibliothek Bielefeld, 2016. http://d-nb.info/1119981298/34.

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Seshadri, Mukund. "Comprehensibility, overfitting and co-evolution in genetic programming for technical trading rules". Link to electronic thesis, 2003. http://www.wpi.edu/Pubs/ETD/Available/etd-0430103-121518.

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Abstract (sommario):
Thesis (M.S.)--Worcester Polytechnic Institute.
Keywords: comprehensiblity; technical analysis; genetic programming; overfitting; cooperative coevolution. Includes bibliographical references (p. 82-87).
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Brunel, Guilhem. "Caractérisation automatique d’organisations cellulaires dans des mosaïques d’images microscopiques de bois". Thesis, Montpellier 2, 2014. http://www.theses.fr/2014MON20225/document.

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Ce travail porte sur l'analyse d'images numériques biologiques. Il vise à définir et mettre en œuvre des processus de mesures automatiques de données biologiques à partir d'images numériques dans un cadre de traitement de masse, et aborde notamment : l'incidence des choix méthodologiques sur la stabilité des résultats, l'étude de la validation des mesures produites et les limites de la généricité des méthodes et modèles appliquées à la biologie végétale.La réflexion est menée dans le cadre de l'étude de certaines organisations cellulaires, et plus particulièrement de l'identification et l'analyse automatique de files cellulaires dans des mosaïques d'images microscopiques de bois. En effet, l'étude des tendances biologiques le long de ces structures est nécessaire pour comprendre la mise en place des différentes organisations et maturations de cellule. Elle ne peut être conduite qu'à partir d'une grande zone d'observation du plan ligneux. Pour cela,- nous avons mis en place un nouveau protocole de préparation (rondelles de bois poncées) et de numérisation des échantillons permettant d'acquérir entièrement la zone d'observation sans biais- nous avons développé une chaîne de traitement permettant l'extraction automatique des files cellulaires dans des mosaïques images numériques.- nous avons proposé des indices de fiabilité pour chaque mesure effectuée afin de mieux cibler les études statistiques à venir.Les méthodes développées dans la thèse permettent l'acquisition et le traitement rapide d'un volume important de données. Ces données devraient servir de base à de nombreuses investigations : des analyses architecturales des arbres avec le suivi de file cellulaire et/ou la détection de perturbations biologiques, des analyses de variabilité intra et inter arbres permettant de mieux comprendre la croissance endogène des arbres
This study focuses on biological numeric picture processes. It aims to define and implement new automated measurements at large scale analysis. Moreover, this thesis addresses: The incidence of the proposed methodology on the results reliability measurements accuracy definition and analysis proposed approaches reproducibility limits when applied to plant biology.This work is part of cells organization study, and aims to automatically identify and analyze the cell lines in microscopic mosaic wood slice pictures. Indeed, the study of biological tendencies among the cells lines is necessary to understand the cell migration and organization. Such a study can only be realized from a huge zone of observation of wood plane. To this end, this work proposes:- a new protocol of preparation (slices of sanded wood) and of digitizing of samples, in order to acquire the entire zone of observation without bias,- a novel processing chain that permit the automated cell lines extraction in numeric mosaic pictures,- reliability indexes for each measurement for further efficient statistical analysis.The methods developed during this thesis enable to acquire and treat rapidly an important volume of information. Those data define the basis of numerous investigations, such as tree architectural analysis cell lines following and/or detection of biological perturbations. And it finally helps the analysis of the variability intra- or inter- trees, in order to better understand the tree endogenous growth
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Colliri, Tiago Santos. "Avaliação de preços de ações: proposta de um índice baseado nos preços históricos ponderados pelo volume, por meio do uso de modelagem computacional". Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/100/100132/tde-07072013-015903/.

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Abstract (sommario):
A importância de se considerar os volumes na análise dos movimentos de preços de ações pode ser considerada uma prática bastante aceita na área financeira. No entanto, quando se olha para a produção científica realizada neste campo, ainda não é possível encontrar um modelo unificado que inclua os volumes e as variações de preços para fins de análise de preços de ações. Neste trabalho é apresentado um modelo computacional que pode preencher esta lacuna, propondo um novo índice para analisar o preço das ações com base em seus históricos de preços e volumes negociados. O objetivo do modelo é o de estimar as atuais proporções do volume total de papéis negociados no mercado de uma ação (free float) distribuídos de acordo com os seus respectivos preços passados de compra. Para atingir esse objetivo, foi feito uso da modelagem dinâmica financeira aplicada a dados reais da bolsa de valores de São Paulo (Bovespa) e também a dados simulados por meio de um modelo de livro de ordens (order book). O valor do índice varia de acordo com a diferença entre a atual porcentagem do total de papéis existentes no mercado que foram comprados no passado a um preço maior do que o preço atual da ação e a sua respectiva contrapartida, que seria a atual porcentagem de papéis existentes no mercado que foram comprados no passado a um preço menor do que o preço atual da ação. Apesar de o modelo poder ser considerado matematicamente bastante simples, o mesmo foi capaz de melhorar significativamente a performance financeira de agentes operando com dados do mercado real e com dados simulados, o que contribui para demonstrar a sua racionalidade e a sua aplicabilidade. Baseados nos resultados obtidos, e também na lógica bastante intuitiva que está por trás deste modelo, acredita-se que o índice aqui proposto pode ser bastante útil na tarefa de ajudar os investidores a definir intervalos ideais para compra e venda de ações no mercado financeiro.
The importance of considering the volumes to analyze stock prices movements can be considered as a well-accepted practice in the financial area. However, when we look at the scientific production in this field, we still cannot find a unified model that includes volume and price variations for stock prices assessment purposes. In this paper we present a computer model that could fulfill this gap, proposing a new index to evaluate stock prices based on their historical prices and volumes traded. The aim of the model is to estimate the current proportions of the total volume of shares available in the market from a stock distributed according with their respective prices traded in the past. In order to do so, we made use of dynamic financial modeling and applied it to real financial data from the Sao Paulo Stock Exchange (Bovespa) and also to simulated data which was generated trough an order book model. The value of our index varies based on the difference between the current proportion of shares traded in the past for a price above the current price of the stock and its respective counterpart, which would be the proportion of shares traded in the past for a price below the current price of the stock. Besides the model can be considered mathematically very simple, it was able to improve significantly the financial performance of agents operating with real market data and with simulated data, which contributes to demonstrate its rationale and its applicability. Based on the results obtained, and also on the very intuitive logic of our model, we believe that the index proposed here can be very useful to help investors on the activity of determining ideal price ranges for buying and selling stocks in the financial market.
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Ivancic, Lorraine Economics Australian School of Business UNSW. "Scanner data and the construction of price indices". 2007. http://handle.unsw.edu.au/1959.4/40782.

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This thesis explores whether scanner data can be used to inform Consumer Price Index (CPI) construction, with particular reference to the issues of substitution bias and choice of aggregation dimensions. The potential costs and benefits of using scanner data are reviewed. Existing estimates of substitution bias are found to show considerable variation. An Australian scanner data set is used to estimate substitution bias for six different aggregation methods and for fixed base and superlative indexes. Direct and chained indexes are also calculated. Estimates of substitution bias are found to be highly sensitive to both the method of aggregation used and whether direct or chained indexes were used. The ILO (2004) recommends the use of dissimilarity indexes to determine the issue of when to chain. This thesis provides the first empirical study of dissimilarity indexes in this context. The results indicate that dissimilarity indexes may not be sufficient to resolve the issue. A Constant Elasticity of Substitution (CES) index provides an approximate estimate of substitution-bias-free price change, without the need for current period expenditure weights. However, an elasticity parameter is needed. Two methods, referred to as the algebraic and econometric methods, were used to estimate the elasticity parameter. The econometric approach involved the estimation of a system of equations proposed by Diewert (2002a). This system has not been estimated previously. The results show a relatively high level of substitution at the elementary aggregate level, which supports the use a Jevons index, rather than Carli or Dutot indexes, at this level. Elasticity parameter estimates were found to vary considerably across time, and statistical testing showed that elasticity parameter estimates were significantly different across estimation methods. Aggregation is an extremely important issue in the compilation of the CPI. However, little information exists about 'appropriate' aggregation methods. Aggregation is typically recommended over 'homogenous' units. An hedonic framework is used to test for item homogeneity across four supermarket chains and across all stores within each chain. This is a novel approach. The results show that treating the same good as homogenous across stores which belong to the same chain may be recommended.
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"Price discovery of stock index with informationally-linked markets using artificial neural network". 1999. http://library.cuhk.edu.hk/record=b5889930.

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Abstract (sommario):
by Ng Wai-Leung Anthony.
Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.
Includes bibliographical references (leaves 83-87).
Abstracts in English and Chinese.
Chapter I. --- INTRODUCTION --- p.1
Chapter II. --- LITERATURE REVIEW --- p.5
Chapter 2.1 --- The Importance of Stock Index and Index Futures --- p.6
Chapter 2.2 --- Importance of Index Forecasting --- p.6
Chapter 2.3 --- Reasons for the Lead-Lag Relationship between Stock and Futures Markets --- p.9
Chapter 2.4 --- Importance of the lead-lag relationship --- p.10
Chapter 2.5 --- Some Empirical Findings of the Lead-Lag Relationship --- p.10
Chapter 2.6 --- New Approach to Financial Forecasting - Artificial Neural Network --- p.12
Chapter 2.7 --- Artificial Neural Network Architecture --- p.14
Chapter 2.8 --- Evidence on the Employment of ANN in Financial Analysis --- p.20
Chapter 2.9 --- Hong Kong Securities and Futures Markets --- p.25
Chapter III. --- GENERAL GUIDELINE IN DESIGNING AN ARTIFICIAL NEURAL NETWORK FORECASTING MODEL --- p.28
Chapter 3.1 --- Procedure for using Artificial Neural Network --- p.29
Chapter IV. --- METHODOLOGY --- p.37
Chapter 4.1 --- ADF Test for Unit Root --- p.38
Chapter 4.2 --- "Error Correction Model, Error Correction Model with Short- term Dynamics, and ANN Models for Comparisons" --- p.38
Chapter 4.3 --- Comparison Criteria of Different Models --- p.39
Chapter 4.4 --- Data Analysis --- p.39
Chapter 4.5 --- Data Manipulations --- p.41
Chapter V. --- RESULTS --- p.42
Chapter 5.1 --- The Resulting Models --- p.42
Chapter 5.2 --- The Prediction Power among the Models --- p.45
Chapter 5.3 --- ANN Model of Input Variable Selection Using Contribution Factor --- p.46
Chapter VI. --- CAUSALITY ANALYSIS --- p.54
Chapter 6.1 --- Granger Casuality Analysis --- p.55
Chapter 6.2 --- Results Interpretation --- p.56
Chapter VII --- CONSISTENCE VALIDATION --- p.61
Chapter VIII --- ARTIFICIAL NEURAL NETWORK TRADING SYSTEM --- p.67
Chapter 7.1 --- Trading System Architecture --- p.68
Chapter 7.2 --- Simulation Runs using the Trading System --- p.77
Chapter XI. --- CONCLUSIONS AND FUTURE WORKS --- p.79
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"Discovering patterns on financial data streams". Thesis, 2010. http://library.cuhk.edu.hk/record=b6075026.

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Abstract (sommario):
Then, we consider the patterns between news stream and time series indices stream. We first transform the news stream into a set of bursty feature (keywords) time series streams and propose three technique to study their relationship to time series index. First, we explore a Non-homogeneous Hidden Markov Model (NHMM) to predict the stock market process which takes both stock prices and news articles into consideration. Second, we propose a risk analytical model to predict the volatility of price indices by integrating news information. Finally, we devise an algorithm to detect the priming event from text and a time series index. The evaluation on real world dataset suggests the significant correlation exists between news stream and time series stream and our pattern discover algorithm can detect promising patterns from this relationship to support real world applications effectively.
We start from investigating the co-movement relationship of multiple time series. We propose techniques to study two aspects of this problem. First, we propose a co-movement model for constructing financial portfolio by analyzing and mining the co-movement patterns among two time series. Second, we presents an efficient streaming algorithm to discover leaders from multiple time series stream. Both of the algorithms are evaluated using real time series indices data and the result proves that co-movement patterns and detected leaders are promising and can support various applications including portfolio management, high frequency trading and risk management.
With the increasing amount of data in financial market, there are two types of data streams attracting a lot of research and studies, time series index stream and related news stream. In this thesis, we focus on discovering patterns from these data streams and try to answer the following challenging questions, (I) given two co-evolving time series indices, what is the co-movement dependency between them. (II) given a set of evolving time series, could we detect some leaders from them whose rise or fall impacts the behavior of many other time series? (III) could we integrate the news stream information into stock price prediction? (IV) could we integrate the news stream information into stock risk analysis? and (V) could we detect what are those events that trigger time series index movement. For each of the question, we design algorithms and address three technique issues (I) how to detect promising patterns from the noisy financial data; (II) how to update the old patterns when new data arrives in high frequency; (III) how to use the pattern to support the financial applications.
Wu, Di.
Adviser: Jeffrey Xu Pu.
Source: Dissertation Abstracts International, Volume: 73-01, Section: B, page: .
Thesis (Ph.D.)--Chinese University of Hong Kong, 2010.
Includes bibliographical references (leaves 124-131).
Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [201-] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Electronic reproduction. Ann Arbor, MI : ProQuest dissertations and theses, [200-] System requirements: Adobe Acrobat Reader. Available via World Wide Web.
Abstract also in Chinese.
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Libri sul tema "Price indexes – Data processing"

1

missing], [name. Scanner data and price indexes. Chicago, IL: University of Chicago Press, 2002.

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Mahy, E. PRICE S: A debrief report. Manchester: NCC, 1985.

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Krueger, Alan B. Assessing bias in the Consumer Price Index from survey data. Cambridge, MA: National Bureau of Economic Research, 1998.

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Shiryōkan, Kokubungaku Kenkyū. Renga shiryō no konpyūta shori no kenkyū: Tsuketari renga sakuhin mokuroku honkoku ichiran. Tōkyō: Meiji Shoin, 1985.

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Institute, SAS, a cura di. The complete guide to SAS indexes. Cary, N.C: SAS Institute, 2006.

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Berndt, Ernst R. On the accuracy of producer price indexes for pharmaceutical preparations: An audit based on detailed firm-specific data. Cambridge, MA: National Bureau of Economic Research, 1990.

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Lixiang, Shen, e Cao Lijuan, a cura di. Ordinary shares, exotic methods: Financial forecasting using data mining techniques. River Edge, N.J: World Scientific, 2003.

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Hurd, Julie M. Online searching in religion indexes. Evanston, Ill: American Theological Library Association, 1989.

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Holl, Alfred. Rückläufiges Wörterbuch zur alt- und neugriechischen Verbalmorphologie: Aufbereitung mit Datenanalyseverfahren der Informatik (Data Mining). Regensburg: S. Roderer, 2006.

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Evgenii, Vityaev, a cura di. Data mining in finance: Advances in relational and hybrid methods. Boston: Kluwer Academic, 2000.

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Capitoli di libri sul tema "Price indexes – Data processing"

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Färe, Rolf, Shawna Grosskopf e Pontus Roos. "Price Indexes for Nonmarketed Goods". In Data Envelopment Analysis in the Service Sector, 121–32. Wiesbaden: Deutscher Universitätsverlag, 1999. http://dx.doi.org/10.1007/978-3-663-08343-6_7.

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Ye, Xiaoping, Huan Guo, Xiongxiong Zhu e Yidong Ja. "Indexes for Moving-Objects Data". In Temporal Information Processing Technology and Its Application, 175–202. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-14959-7_9.

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Demiriz, Ayhan, Ahmet Cihan e Ufuk Kula. "Analyzing Price Data to Determine Positive and Negative Product Associations". In Neural Information Processing, 846–55. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10677-4_96.

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Lovell, C. A. Knox, e Kimberly D. Zieschang. "The Problem of New and Disappearing Commodities in the Construction of Price Indexes". In Data Envelopment Analysis: Theory, Methodology, and Applications, 353–67. Dordrecht: Springer Netherlands, 1994. http://dx.doi.org/10.1007/978-94-011-0637-5_18.

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de Haan, Jan, Bert M. Balk e Carsten Boldsen Hansen. "Retrospective Approximations of Superlative Price Indexes for Years Where Expenditure Data Is Unavailable". In Contributions to Statistics, 25–42. Heidelberg: Physica-Verlag HD, 2009. http://dx.doi.org/10.1007/978-3-7908-2140-6_2.

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Desbrosses, Nathalie, e Jacques Girod. "Energy Quantity and Price Data: Collection, Processing and Methods of Analysis". In The Econometrics of Energy Systems, 1–26. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230626317_1.

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Widiputra, Harya, Russel Pears e Nikola Kasabov. "Personalised Modelling for Multiple Time-Series Data Prediction: A Preliminary Investigation in Asia Pacific Stock Market Indexes Movement". In Advances in Neuro-Information Processing, 1237–44. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02490-0_150.

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Romanowski, Andrzej, e Michał Skuza. "Towards Predicting Stock Price Moves with Aid of Sentiment Analysis of Twitter Social Network Data and Big Data Processing Environment". In Advances in Business ICT: New Ideas from Ongoing Research, 105–23. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-47208-9_7.

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Kim, Yoosin, Michelle Jeong e Seung Ryul Jeong. "Using Big Data Opinion Mining to Predict Rises and Falls in the Stock Price Index". In Advances in Business Information Systems and Analytics, 30–42. IGI Global, 2015. http://dx.doi.org/10.4018/978-1-4666-7272-7.ch003.

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In light of recent research that has begun to examine the link between textual “big data” and social phenomena such as stock price increases, this chapter takes a novel approach to treating news as big data by proposing the intelligent investment decision-making support model based on opinion mining. In an initial prototype experiment, the researchers first built a stock domain-specific sentiment dictionary via natural language processing of online news articles and calculated sentiment scores for the opinions extracted from those stories. In a separate main experiment, the researchers gathered 78,216 online news articles from two different media sources to not only make predictions of actual stock price increases but also to compare the predictive accuracy of articles from different media sources. The study found that opinions that are extracted from the news and treated with proper sentiment analysis can be effective in predicting changes in the stock market.
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Bellatreche, Ladjel. "Bitmap Join Indexes vs. Data Partitioning". In Database Technologies, 2292–300. IGI Global, 2009. http://dx.doi.org/10.4018/978-1-60566-058-5.ch140.

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Scientific databases and data warehouses store large amounts of data ith several tables and attributes. For instance, the Sloan Digital Sky Survey (SDSS) astronomical database contains a large number of tables with hundreds of attributes, which can be queried in various combinations (Papadomanolakis & Ailamaki, 2004). These queries involve many tables using binary operations, such as joins. To speed up these queries, many optimization structures were proposed that can be divided into two main categories: redundant structures like materialized views, advanced indexing schemes (bitmap, bitmap join indexes, etc.) (Sanjay, Chaudhuri & Narasayya, 2000) and vertical partitioning (Sanjay, Narasayya & Yang 2004) and non redundant structures like horizontal partitioning (Sanjay, Narasayya & Yang 2004; Bellatreche, Boukhalfa & Mohania, 2007) and parallel processing (Datta, Moon, & Thomas, 2000; Stöhr, Märtens & Rahm, 2000). These optimization techniques are used either in a sequential manner ou combined. These combinations are done intra-structures: materialized views and indexes for redundant and partitioning and data parallel processing for no redundant. Materialized views and indexes compete for the same resource representing storage, and incur maintenance overhead in the presence of updates (Sanjay, Chaudhuri & Narasayya, 2000). None work addresses the problem of selecting combined optimization structures. In this paper, we propose two approaches; one for combining a non redundant structures horizontal partitioning and a redundant structure bitmap indexes in order to reduce the query processing and reduce the maintenance overhead, and another to exploit algorithms for vertical partitioning to generate bitmap join indexes. To facilitate the understanding of our approaches, for review these techniques in details.
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Atti di convegni sul tema "Price indexes – Data processing"

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Hill, Robert, e Michael Scholz. "Can Geospatial Data Improve House Price Indexes? A Hedonic Imputation Approach with Splines". In 25th Annual European Real Estate Society Conference. European Real Estate Society, 2016. http://dx.doi.org/10.15396/eres2016_146.

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Karcıoğlu, Reşat, Muhammet Özcan e Ensar Ağırman. "The Relationship of Petroleum Price and BIST Sector Indexes". In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01878.

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Energy is not only indispensable element of everyday life, but also underlies industrialization and manufacturing. Energy and manufacturing have become integral parts with the importance of mechanization since the Industrial Revolution. As a result of this emerging situation, businesses, have become sensitive energy and energy prices. For this reason, changes in energy prices directly affect businesses and are thought to have effects on fluctuations in stock prices. Changes in the prices of primary energy sources directly or indirectly affect capital markets. In energy importer countries including Turkey, high energy prices cause an increase in current account deficit and decrease in real national income by increasing the amount of energy imports. In addition, high energy prices lead to cost-based inflation increases as they directly affect raw material prices used in production. All these factors indirectly affect capital markets. Direct effect of energy price changes on the capital market is explained by the fact that energy is an indispensable input in industrial production. In cases where the energy price increase is not reflected to the consumer, the profitability of the enterprise is decreasing. A decrease in profitability affects firm's stock price as well. The aim of this study is to reveal the relationship between sector indices in the Stock Exchange Istanbul (BIST) and oil price changes. Weekly data set for the period for 2006:1 - 2016:4 is used. Johannes co-integration method is used to measure long term relationship in the study.
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Sinha, R. R., S. Mitra e M. Winslett. "Bitmap indexes for large scientific data sets: a case study". In Proceedings 20th IEEE International Parallel & Distributed Processing Symposium. IEEE, 2006. http://dx.doi.org/10.1109/ipdps.2006.1639304.

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Lam, K. P., e P. Y. Mok. "Stock price prediction using intraday and AHIPMI data". In 9th International Conference on Neural Information Processing. IEEE, 2002. http://dx.doi.org/10.1109/iconip.2002.1201876.

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Kamaruddin, Saadi Bin Ahmad, Nor Azura Md Ghani e Norazan Mohamed Ramli. "Forecasting techniques suitable to estimate unitary charges price indexes of PFI data: Context of northern region Peninsular Malaysia". In 2013 IEEE Business Engineering and Industrial Applications Colloquium (BEIAC). IEEE, 2013. http://dx.doi.org/10.1109/beiac.2013.6560160.

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Kim, Younghoon, Kyoung-Gu Woo, Hyoungmin Park e Kyuseok Shim. "Efficient processing of substring match queries with inverted q-gram indexes". In 2010 IEEE 26th International Conference on Data Engineering (ICDE 2010). IEEE, 2010. http://dx.doi.org/10.1109/icde.2010.5447866.

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Ahmad Kamaruddin, Saadi Bin, Nor Azura Md Ghani e Norazan Mohamed Ramli. "Determining the best forecasting method to estimate unitary charges price indexes of PFI data in central region Peninsular Malaysia". In PROCEEDINGS OF THE 20TH NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES: Research in Mathematical Sciences: A Catalyst for Creativity and Innovation. AIP, 2013. http://dx.doi.org/10.1063/1.4801271.

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Nwulu, Nnamdi I. "A decision trees approach to oil price prediction". In 2017 International Artificial Intelligence and Data Processing Symposium (IDAP). IEEE, 2017. http://dx.doi.org/10.1109/idap.2017.8090313.

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Tang, Yajuan, Shuang Qiu e Pengcheng Gui. "Predicting Housing Price Based on Ensemble Learning Algorithm". In 2018 International Conference on Artificial Intelligence and Data Processing (IDAP). IEEE, 2018. http://dx.doi.org/10.1109/idap.2018.8620781.

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Paul, Debdeep, e Wen-De Zhong. "Price and renewable aware geographical load balancing technique for data centres". In 2013 9th International Conference on Information, Communications & Signal Processing (ICICS). IEEE, 2013. http://dx.doi.org/10.1109/icics.2013.6782783.

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Rapporti di organizzazioni sul tema "Price indexes – Data processing"

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Berndt, Ernst, Zvi Griliches e Joshua Rosett. On the Accuracy of Producer Price Indexes for Pharmaceutical Preparations: An Audit Based on Detailed Firm-Specific Data. Cambridge, MA: National Bureau of Economic Research, ottobre 1990. http://dx.doi.org/10.3386/w3490.

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