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Full-Text Articles in Physical Sciences and Mathematics
Video Advertisement Mining For Predicting Revenue Using Random Forest, Yuan Hsin Huang
Video Advertisement Mining For Predicting Revenue Using Random Forest, Yuan Hsin Huang
Open Access Theses
Shaken by the threat of financial crisis in 2008, industries began to work on the topic of predictive analytics to efficiently control inventory levels and minimize revenue risks. In this third-generation age of web-connected data, organizations emphasized the importance of data science and leveraged the data mining techniques for gaining a competitive edge. Consider the features of Web 3.0, where semantic-oriented interaction between humans and computers can offer a tailored service or product to meet consumers' needs by means of learning their preferences. In this study, we concentrate on the area of marketing science to demonstrate the correlation between TV …
A Pure-Jump Market-Making Model For High-Frequency Trading, Chi Wai Law
A Pure-Jump Market-Making Model For High-Frequency Trading, Chi Wai Law
Open Access Dissertations
We propose a new market-making model which incorporates a number of realistic features relevant for high-frequency trading. In particular, we model the dependency structure of prices and order arrivals with novel self- and cross-exciting point processes. Furthermore, instead of assuming the bid and ask prices can be adjusted continuously by the market maker, we formulate the market maker's decisions as an optimal switching problem. Moreover, the risk of overtrading has been taken into consideration by allowing each order to have different size, and the market maker can make use of market orders, which are treated as impulse control, to get …