Fung Pui Cheong Gabriel. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 88-93). / Abstracts in English and Chinese. / Abstract (English) --- p.i / Abstract (Chinese) --- p.ii / Acknowledgement --- p.iii / Contents --- p.v / List of Figures --- p.ix / List of Tables --- p.x / Chapter Part I --- The Very Beginning --- p.1 / Chapter 1 --- Introduction --- p.2 / Chapter 1.1 --- Contributions --- p.3 / Chapter 1.2 --- Dissertation Organization --- p.4 / Chapter 2 --- Problem Formulation --- p.6 / Chapter 2.1 --- Defining the Prediction Task --- p.6 / Chapter 2.2 --- Overview of the System Architecture --- p.8 / Chapter Part II --- Literatures Review --- p.11 / Chapter 3 --- The Social Dynamics of Financial Markets --- p.12 / Chapter 3.1 --- The Collective Behavior of Groups --- p.13 / Chapter 3.2 --- Prediction Based on Publicity Information --- p.16 / Chapter 4 --- Time Series Representation --- p.20 / Chapter 4.1 --- Technical Analysis --- p.20 / Chapter 4.2 --- Piecewise Linear Approximation --- p.23 / Chapter 5 --- Text Classification --- p.27 / Chapter 5.1 --- Document Representation --- p.28 / Chapter 5.2 --- Document Pre-processing --- p.30 / Chapter 5.3 --- Classifier Construction --- p.31 / Chapter 5.3.1 --- Naive Bayes (NB) --- p.31 / Chapter 5.3.2 --- Support Vectors Machine (SVM) --- p.33 / Chapter Part III --- Mining Financial Time Series and Textual Doc- uments Concurrently --- p.36 / Chapter 6 --- Time Series Representation --- p.37 / Chapter 6.1 --- Discovering Trends on the Time Series --- p.37 / Chapter 6.2 --- t-test Based Split and Merge Segmentation Algorithm ´ؤ Splitting Phrase --- p.39 / Chapter 6.3 --- t-test Based Split and Merge Segmentation Algorithm - Merging Phrase --- p.41 / Chapter 7 --- Article Alignment and Pre-processing --- p.43 / Chapter 7.1 --- Aligning News Articles to the Stock Trends --- p.44 / Chapter 7.2 --- Selecting Positive Training Examples --- p.46 / Chapter 7.3 --- Selecting Negative Training Examples --- p.48 / Chapter 8 --- System Learning --- p.52 / Chapter 8.1 --- Similarity Based Classification Approach --- p.53 / Chapter 8.2 --- Category Sketch Generation --- p.55 / Chapter 8.2.1 --- Within-Category Coefficient --- p.55 / Chapter 8.2.2 --- Cross-Category Coefficient --- p.56 / Chapter 8.2.3 --- Average-Importance Coefficient --- p.57 / Chapter 8.3 --- Document Sketch Generation --- p.58 / Chapter 9 --- System Operation --- p.60 / Chapter 9.1 --- System Operation --- p.60 / Chapter Part IV --- Results and Discussions --- p.62 / Chapter 10 --- Evaluations --- p.63 / Chapter 10.1 --- Time Series Evaluations --- p.64 / Chapter 10.2 --- Classifier Evaluations --- p.64 / Chapter 10.2.1 --- Batch Classification Evaluation --- p.69 / Chapter 10.2.2 --- Online Classification Evaluation --- p.71 / Chapter 10.2.3 --- Components Analysis --- p.74 / Chapter 10.2.4 --- Document Sketch Analysis --- p.75 / Chapter 10.3 --- Prediction Evaluations --- p.75 / Chapter 10.3.1 --- Simulation Results --- p.77 / Chapter 10.3.2 --- Hit Rate Analysis --- p.78 / Chapter Part V --- The Final Words --- p.80 / Chapter 11 --- Conclusion and Future Work --- p.81 / Appendix --- p.84 / Chapter A --- Hong Kong Stocks Categorization Powered by Reuters --- p.84 / Chapter B --- Morgan Stanley Capital International (MSCI) Classification --- p.85 / Chapter C --- "Precision, Recall and F1 measure" --- p.86 / Bibliography --- p.88
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_324329 |
| Date | January 2003 |
| Contributors | Fung, Pui Cheong Gabriel., Chinese University of Hong Kong Graduate School. Division of Systems Engineering and Engineering Management. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, xi, 93 leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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