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A new algorithm for the group minimization problem (GP) is proposed. The algorithm can be broadly described as follows …-known algorithm of Glover, and checked for non-negativity. The first non-negative point is an optimal solution of (GP). Advantages and … disadvantages of the algorithm are discussed; in particular, the implementation of the algorithm (which can be easily extended so as …
Persistent link: https://www.econbiz.de/10012478970
document that the firm's advanced pricing algorithm, utilizing inputs from different organizational teams, is subject to …
Persistent link: https://www.econbiz.de/10012696417
We propose an approach to measuring the state of the economy via textual analysis of business news. From the full text content of 800,000 Wall Street Journal articles for 1984{2017, we estimate a topic model that summarizes business news as easily interpretable topical themes and quantifies the...
Persistent link: https://www.econbiz.de/10012479172
of administrative records or by using (as we do) new methods of data generation such as text mining are now common. New …
Persistent link: https://www.econbiz.de/10012479239
We introduce a new text-mining methodology that extracts sentiment information from news articles to predict asset …
Persistent link: https://www.econbiz.de/10012480131
A key challenge for research on many questions in the social sciences is that it is difficult to link historical records in a way that allows investigators to observe people at different points in their life or across generations. In this paper, we develop a new approach that relies on millions...
Persistent link: https://www.econbiz.de/10012480171
The solar industry in the US typically uses a credit score such as the FICO score as an indicator of consumer utility payment performance and credit worthiness to approve customers for new solar installations. Using data on over 800,000 utility payment performance and over 5,000 demographic...
Persistent link: https://www.econbiz.de/10012480230
This paper studies the estimation of asset pricing model regressions with conditional alphas and betas, focusing on the joint effects of data snooping and spurious regression. We find that the regressions are reasonably well specified for conditional betas, even in settings where simple...
Persistent link: https://www.econbiz.de/10012466003
problem is not to expect a mass renunciation of data mining, selective data cleaning or opportunistic methodology selection …
Persistent link: https://www.econbiz.de/10012466072
for stock returns related to the classic studies of Yule (1926) and Granger and Newbold (1974). Data mining for predictor …
Persistent link: https://www.econbiz.de/10012469566