28 citations · 120 across the 23 of their papers we have counts for
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cs.LG2014★ 8 cited
Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization
Felix Ming Fai Wong, Zhenming Liu, Mung Chiang
We revisit the problem of predicting directional movements of stock prices based on news articles: here our algorithm uses daily articles from The Wall Street Journal to predict th…
cs.DS2014
From Black-Scholes to Online Learning: Dynamic Hedging under Adversarial Environments
Henry Lam, Zhenming Liu
We consider a non-stochastic online learning approach to price financial options by modeling the market dynamic as a repeated game between the nature (adversary) and the investor.…