Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Dhanya Jothimani"'
Just-In-Time (JIT) models detect the fix-inducing changes (or defect-inducing changes). These models are designed based on the assumption that past code change properties are similar to future ones. However, as the system evolves, the expertise of de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3f48ed7120ecb5a9a5159ccfff02beeb
Publikováno v:
IEEE BigData
Sentiment analysis of financial news and social media messages along with movement of stock prices could aid in improving the forecasting accuracy of stock prices. In this regard, we aim to perform sentiment analysis of a financial microblog, namely,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::829c4fde6bd1193aa6f67b4ba056972f
https://doi.org/10.1109/bigdata47090.2019.9006056
https://doi.org/10.1109/bigdata47090.2019.9006056
Publikováno v:
Journal of Modelling in Management. 12:386-403
Purpose Portfolio optimization is the process of making an investment decision on a set of assets to realize high returns with low risk. It has three major stages: asset selection, asset weighting and asset management. Asset selection is an important
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b76fb5ac00b33e262eb104db8dc8f3a1
https://doi.org/10.1108/jm2-09-2015-0073
https://doi.org/10.1108/jm2-09-2015-0073
Publikováno v:
2019 International Conference on Deep Learning and Machine Learning in Emerging Applications (Deep-ML).
Natural Language Processing (NLP) has gained attention in the recent years. Previous research (such as WordNet and Cyc) has focused on developing an all purpose (generalised) polarised lexicons. However, these lexicons do not provide much information
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9753c6e3503fa5326de5ebd97cf1a752
https://doi.org/10.1109/deep-ml.2019.00013
https://doi.org/10.1109/deep-ml.2019.00013
Autor:
Dhanya Jothimani, Ayse Bener
Publikováno v:
2019 International Conference on Deep Learning and Machine Learning in Emerging Applications (Deep-ML).
It has been more than 60 years since the development of Mean-Variance (MV) framework and inception of Modern Portfolio theory. Despite its wide acceptance and applicability, it suffers from few limitations. This paper addresses two issues of MV frame
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4c722ab9d46a465223d3c171267ebee5
https://doi.org/10.1109/deep-ml.2019.00014
https://doi.org/10.1109/deep-ml.2019.00014
Autor:
Ayse Basar, Dhanya Jothimani
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783030348847
SGAI Conf.
SGAI Conf.
Forecasting of financial time series is challenging due to its non-linear and non-stationary characteristics. Due to limitations of traditional time series models, it is difficult to forecast financial time series such as stock price and stock index.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::611622ad9ea35e2eee64bdd5fd792166
https://doi.org/10.1007/978-3-030-34885-4_22
https://doi.org/10.1007/978-3-030-34885-4_22
Publikováno v:
IEEE BigData
In this study, filtered network approaches such as Minimum Spanning Tree and Planar Maximally Filtered Graphs, are used to analyse the topological structure of constituents of S&P Toronto Stock Exchange Composite Index for a period of three years fro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ce56d406d3c0f33eecfc506a346f988
https://doi.org/10.1109/bigdata.2018.8621969
https://doi.org/10.1109/bigdata.2018.8621969
Publikováno v:
IEEE BigData
Complex dynamics of stock market could be attributed to various factors ranging from company’s financial ratios to investors’ sentiment and reaction to Financial news. The paper aims to classify Financial news articles as "hot" (significant) and
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd351088e345f625f582d8f52ebea3d2
https://doi.org/10.1109/bigdata.2018.8621903
https://doi.org/10.1109/bigdata.2018.8621903
Publikováno v:
Flexible Systems Management ISBN: 9789811048876
This chapter proposes a measure called Relative Financial Performance Indicator (RFPI) to identify and select stocks that are investment worthy. RFPI is obtained using Principal Component Analysis-Data Envelopment Analysis (PCA-DEA). The sample data
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::992c00decb8c5c5ec2ae88b696926c09
https://doi.org/10.1007/978-981-10-4888-3_12
https://doi.org/10.1007/978-981-10-4888-3_12
Autor:
Dhanya Jothimani, Sarada Prasad Sarmah
Publikováno v:
Benchmarking: An International Journal. 21:944-963
Purpose – The purpose of the paper is to explore the applicability of the Supply Chain Operations Reference (SCOR) model and to identify the key performance indicators (KPIs) for the service-oriented sector – namely a third-party logistics (3PL)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dcbb2010352c77ac5db3d81fc8fc286b
https://doi.org/10.1108/bij-09-2012-0064
https://doi.org/10.1108/bij-09-2012-0064