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Full-Text Articles in Physical Sciences and Mathematics
European Floating Strike Lookback Options: Alpha Prediction And Generation Using Unsupervised Learning, Tristan Lim, Aldy Gunawan, Chin Sin Ong
European Floating Strike Lookback Options: Alpha Prediction And Generation Using Unsupervised Learning, Tristan Lim, Aldy Gunawan, Chin Sin Ong
Research Collection School Of Computing and Information Systems
This research utilized the intrinsic quality of European floating strike lookback call options, alongside selected return and volatility parameters, in a K-means clustering environment, to recommend an alpha generative trading strategy. The result is an elegant easy-to-use alpha strategy based on the option mechanisms which identifies investment assets with high degree of significance. In an upward trending market, the research had identified European floating strike lookback call option as an evaluative criterion and investable asset, which would both allow investors to predict and profit from alpha opportunities. The findings will be useful for (i) buy-side investors seeking alpha generation and/or …
The Future Of Work Now: Automl At 84.51°And Kroger, Thomas H. Davenport, Steven M. Miller
The Future Of Work Now: Automl At 84.51°And Kroger, Thomas H. Davenport, Steven M. Miller
Research Collection School Of Computing and Information Systems
One of the most frequently-used phrases at business events these days is “the future of work.” It’s increasingly clear that artificial intelligence and other new technologies will bring substantial changes in work tasks and business processes. But while these changes are predicted for the future, they’re already present in many organizations for many different jobs. The job and incumbents described below are an example of this phenomenon.
London Heathrow Airport Uses Real-Time Analytics For Improving Operations, Xiaojia Guo, Yael Grushka-Cockayne, Bert De Reyck
London Heathrow Airport Uses Real-Time Analytics For Improving Operations, Xiaojia Guo, Yael Grushka-Cockayne, Bert De Reyck
Research Collection Lee Kong Chian School Of Business
Improving airport collaborative decision making is at the heart of airport operations centers (APOCs) recently established in several major European airports. In this paper, we describe a project commissioned by Eurocontrol, the organization in charge of the safety and seamless flow of European air traffic. The project’s goal was to examine the opportunities offered by the colocation and real-time data sharing in the APOC at London’s Heathrow airport, arguably the most advanced of its type in Europe. We developed and implemented a pilot study of a real-time data-sharing and collaborative decision-making process, selected to improve the efficiency of Heathrow’s operations. …
Predictive Insights For Improving The Resilience Of Global Food Security Using Artificial Intelligence, Meng Leong How, Yong Jiet Chan, Sin Mei Cheah
Predictive Insights For Improving The Resilience Of Global Food Security Using Artificial Intelligence, Meng Leong How, Yong Jiet Chan, Sin Mei Cheah
Research Collection Lee Kong Chian School Of Business
Unabated pressures on food systems affect food security on a global scale. A human-centric artificial intelligence-based probabilistic approach is used in this paper to perform a unified analysis of data from the Global Food Security Index (GFSI). The significance of this intuitive probabilistic reasoning approach for predictive forecasting lies in its simplicity and user-friendliness to people who may not be trained in classical computer science or in software programming. In this approach, predictive modeling using a counterfactual probabilistic reasoning analysis of the GFSI dataset can be utilized to reveal the interplay and tensions between the variables that underlie food affordability, …
The Future Of Work Now: Cyber Threat Attribution At Fireeye, Thomas H. Davenport, Steven M. Miller
The Future Of Work Now: Cyber Threat Attribution At Fireeye, Thomas H. Davenport, Steven M. Miller
Research Collection School Of Computing and Information Systems
One of the most frequently-used phrases at business events these days is “the future of work.” It’s increasingly clear that artificial intelligence and other new technologies will bring substantial changes in work tasks and business processes. But while these changes are predicted for the future, they’re already present in many organizations for many different jobs. The job and incumbent described below is an example of this phenomenon. It’s a clear example of an existing job that’s been transformed by AI and related tools.
Text Analytics, Nlp, And Accounting Research, Richard M. Crowley
Text Analytics, Nlp, And Accounting Research, Richard M. Crowley
Research Collection School Of Accountancy
The presentation covered: What is text analytics and NLP?; How text analytics has evolved in the accounting literature since the 1980s; What current (as of 2020) methods are used in the literature; What methods are on the horizon.