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Schumaker, R.P.; Chen, H.: Evaluating a news-aware quantitative trader : the effect of momentum and contrarian stock selection strategies (2008)
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- Abstract
- We study the coupling of basic quantitative portfolio selection strategies with a financial news article prediction system, AZFinText. By varying the degrees of portfolio formation time, we found that a hybrid system using both quantitative strategy and a full set of financial news articles performed the best. With a 1-week portfolio formation period, we achieved a 20.79% trading return using a Momentum strategy and a 4.54% return using a Contrarian strategy over a 5-week holding period. We also found that trader overreaction to these events led AZFinText to capitalize on these short-term surges in price.
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Qin, J.; Zhou, Y.; Chau, M.; Chen, H.: Multilingual Web retrieval : an experiment in English-Chinese business intelligence (2006)
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- Abstract
- As increasing numbers of non-English resources have become available on the Web, the interesting and important issue of how Web users can retrieve documents in different languages has arisen. Cross-language information retrieval (CLIP), the study of retrieving information in one language by queries expressed in another language, is a promising approach to the problem. Cross-language information retrieval has attracted much attention in recent years. Most research systems have achieved satisfactory performance on standard Text REtrieval Conference (TREC) collections such as news articles, but CLIR techniques have not been widely studied and evaluated for applications such as Web portals. In this article, the authors present their research in developing and evaluating a multilingual English-Chinese Web portal that incorporates various CLIP techniques for use in the business domain. A dictionary-based approach was adopted and combines phrasal translation, co-occurrence analysis, and pre- and posttranslation query expansion. The portal was evaluated by domain experts, using a set of queries in both English and Chinese. The experimental results showed that co-occurrence-based phrasal translation achieved a 74.6% improvement in precision over simple word-byword translation. When used together, pre- and posttranslation query expansion improved the performance slightly, achieving a 78.0% improvement over the baseline word-by-word translation approach. In general, applying CLIR techniques in Web applications shows promise.
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Chung, W.; Chen, H.: Browsing the underdeveloped Web : an experiment on the Arabic Medical Web Directory (2009)
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- Date
- 22. 3.2009 17:57:50
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Carmel, E.; Crawford, S.; Chen, H.: Browsing in hypertext : a cognitive study (1992)
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- Source
- IEEE transactions on systems, man and cybernetics. 22(1992) no.5, S.865-884
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Leroy, G.; Chen, H.: Genescene: an ontology-enhanced integration of linguistic and co-occurrence based relations in biomedical texts (2005)
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- Date
- 22. 7.2006 14:26:01
-
Zheng, R.; Li, J.; Chen, H.; Huang, Z.: ¬A framework for authorship identification of online messages : writing-style features and classification techniques (2006)
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- Date
- 22. 7.2006 16:14:37
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Hu, D.; Kaza, S.; Chen, H.: Identifying significant facilitators of dark network evolution (2009)
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- Date
- 22. 3.2009 18:50:30
