2017-Session-1: Difference between revisions
From datascience
No edit summary |
No edit summary |
||
| Line 2: | Line 2: | ||
''' LONG''' | ''' LONG''' | ||
'''Karsha Visual Analytics of Tensor Factors to Monitor the Co-Movement of Equity Prices''' | '''Karsha Visual Analytics of Tensor Factors to Monitor the Co-Movement of Equity Prices''' | ||
| Line 10: | Line 7: | ||
'''SHORT''' | '''SHORT''' | ||
'''Balance Sheet Probability Factorization for Market Surveillance''' | |||
Shawn Mankad | |||
'''Thomson Reuters' Submission to the FEIII 2017 Challenge Non-scored Tasks''' | '''Thomson Reuters' Submission to the FEIII 2017 Challenge Non-scored Tasks''' | ||
Revision as of 19:54, 30 March 2017
DSMM Long and Short Papers
LONG
Karsha Visual Analytics of Tensor Factors to Monitor the Co-Movement of Equity Prices Louiqa Raschid and Joe Langsam and Mark Flood and Tharindu Peiris and Anushka Bandara
SHORT
Balance Sheet Probability Factorization for Market Surveillance Shawn Mankad
Thomson Reuters' Submission to the FEIII 2017 Challenge Non-scored Tasks
Elizabeth and Brian Ulicny
Web Text-based Network Industry Classifications: Preliminary Results Gerard Hoberg and Gordon Phillips and Craig Knoblock and Pedro Szekely and Eric Heiden and Palak Modi and Gaurangi Raul
Extracting Knowledge Graphs from Financial Filings Jay Pujara
Exploring Financial Relationships Using Probabilistic Topic Models (Demonstration Paper) Louiqa Raschid and Elena Zotkina and Zheng Xu