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Found 5 papers, 1 papers with code
Predicting the Behavior of Dealers in Over-The-Counter Corporate Bond Markets
Using this history of dealer activity, we predict the future trading decisions of the dealer.
Modeling Financial Products and their Supply Chains
First, models at the security level directly identify salient features of resMBS securities that impact their performance.
Query Scheduling in the Presence of Complex User Profiles
Advances in Web technology enable personalization proxies that assist users in satisfying their complex information monitoring and aggregation needs through the repeated querying of multiple volatile data sources.
Non-negative Factorization of the Occurrence Tensor from Financial Contracts
We propose an algorithm for the non-negative factorization of an occurrence tensor built from heterogeneous networks.
Exploiting Lists of Names for Named Entity Identification of Financial Institutions from Unstructured Documents
To our knowledge, our proposed solutions, Dict-based NER and Rank-based ER, and the root and suffix dictionaries, are the first attempt to exploit specialized knowledge, i. e., lists of FI names, for rule-based NER and
