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20192022
most citedSelecting stock pairs for pairs trading while incorporating lead-lag relationship

20 citations · 37 across the 11 of their papers we have counts for

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Showing 2020Show all

5 papers · 1 filter

cs.IR2020

Automatic Extraction of Agriculture Terms from Domain Text: A Survey of Tools and Techniques

Niladri Chatterjee, Neha Kaushik

Agriculture is a key component in any country's development. Domain-specific knowledge resources serve to gain insight into the domain. Existing knowledge resources such as AGROVOC…

cs.LG2020

Probabilistic Random Indexing for Continuous Event Detection

Yashank Singh, Niladri Chatterjee

The present paper explores a novel variant of Random Indexing (RI) based representations for encoding language data with a view to using them in a dynamic scenario where events are…

cs.CL2020

An improved Bayesian TRIE based model for SMS text normalization

Abhinava Sikdar, Niladri Chatterjee

Normalization of SMS text, commonly known as texting language, is being pursued for more than a decade. A probabilistic approach based on the Trie data structure was proposed in li…

q-fin.ST2020★ 1 cited

Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds

Kartikay Gupta, Niladri Chatterjee

The lead-lag relationship plays a vital role in financial markets. It is the phenomenon where a certain price-series lags behind and partially replicates the movement of leading ti…

cs.CL2020

Rough Set based Aggregate Rank Measure & its Application to Supervised Multi Document Summarization

Nidhika Yadav, Niladri Chatterjee

Most problems in Machine Learning cater to classification and the objects of universe are classified to a relevant class. Ranking of classified objects of universe per decision cla…