This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic...

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic...

This book presents the recent achievements on the processing of representative user generated content (UGC) on E-commerce websites. This large size of UGC is valuable information for data mining to help customer/object profiling. It provides a comprehensive overview on the concept of customer credibility, object-oriented review summarization technology and content-based collaborative filtering algorithm. It covers a feedback mechanism which is designed to discover customer credibility, which is used to define the professional degree of review content; product-oriented review summarization for...

This book provides a comprehensive introduction on opinion analysis for online reviews. It offers the newest research on opinion mining, including theories, algorithms and datasets. A new feature presentation method is highlighted for sentiment classification. Then, a three-phase framework for sentiment classification is proposed, where a set of sentiment classifiers are selected automatically to make predictions. Such predictions are integrated via ensemble learning. Finally, to solve the problem of combination explosion encountered, a greedy algorithm is devised to select the base...

This book provides a comprehensive introduction on opinion analysis for online reviews. It offers the newest research on opinion mining, including theories, algorithms and datasets. A new feature presentation method is highlighted for sentiment classification. Then, a three-phase framework for sentiment classification is proposed, where a set of sentiment classifiers are selected automatically to make predictions. Such predictions are integrated via ensemble learning. Finally, to solve the problem of combination explosion encountered, a greedy algorithm is devised to select the base...

Data uncertainty widely exists in many applications, and an uncertain data stream is a series of uncertain tuples that arrive rapidly. However, traditional techniques for deterministic data streams cannot be applied to deal with data uncertainty directly due to the exponential growth of possible solution space.This book provides a comprehensive overview of the authors' work on querying and mining uncertain data streams. Its contents include some important discoveries dealing with typical topics such as top-k query, ER-Topk query, rarity estimation, set similarity, and clustering.Querying and...

Data uncertainty widely exists in many applications, and an uncertain data stream is a series of uncertain tuples that arrive rapidly. However, traditional techniques for deterministic data streams cannot be applied to deal with data uncertainty directly due to the exponential growth of possible solution space.This book provides a comprehensive overview of the authors' work on querying and mining uncertain data streams. Its contents include some important discoveries dealing with typical topics such as top-k query, ER-Topk query, rarity estimation, set similarity, and clustering.Querying and...

Online social networking sites like Facebook, LinkedIn, and Twitter, offer millions of members the opportunity to befriend one another, send messages to each other, and post content on the site actions which generate mind-boggling amounts of data every day.