Veranstaltungen im Wintersemester 2013/14 / BSc/MSc-Seminar: Business Analytics
Literatur
Literatur:
Price Prediction Literature:- Oren Etzioni, Rattapoom Tuchinda, Craig A. Knoblock, and Alexander Yates. 2003. To buy or not to buy: mining airfare data to minimize ticket purchase price. In Proceedings of the ninth ACM SIGKDD international conference on Knowledge discovery and data mining (KDD '03). ACM, New York, NY, USA, 119-128.
- Yiling Chen and Jennifer Wortman Vaughan. 2010. A new understanding of prediction markets via no-regret learning. In Proceedings of the 11th ACM conference on Electronic commerce (EC '10). ACM, New York, NY, USA, 189-198. DOI=10.1145/1807342.1807372
- Frongillo, R, Della Penna, N and Reid, M 2012, 'Interpreting Prediction Markets: A Stochastic Approach', Proceedings of the Neural Information Processing Systems Conference (NIPS 2012), Neural Information Processing Systems Foundation, Lake Tahoe, Nevada, pp. 1-9.
- Agrawal, R. and Ieong, S. (2012), Aggregating web offers to determine product prices., in Qiang Yang; Deepak Agarwal and Jian Pei, ed., 'KDD', ACM, pp. 435-443.
- Rakesh Agrawal, Samuel Ieong, and Raja Velu. 2011. Ameliorating buyer's remorse. In Proceedings of the 17th ACM SIGKDD international conference on Knowledge discovery and data mining (KDD '11). ACM, New York, NY, USA, 351-359.
- Saad, E.W.; Prokhorov, D.V.; Wunsch, D.C., "Comparative study of stock trend prediction using time delay, recurrent and probabilistic neural networks," Neural Networks, IEEE Transactions on , vol.9, no.6, pp.1456,1470, Nov 1998.
- RM Frongillo, J Abernethy, A Wibisono. Minimax Option Pricing Meets Black-Scholes in the Limit. STOC, 2012.
- Amos Storkey, Machine Learning Markets, Proceedings of the 14th International Conference on Artificial Intelligence and Statistics (AISTATS) 2011
- Rakesh Agrawal, Samuel Ieong, and Raja Velu. 2011. Timing when to buy. In Proceedings of the 20th ACM international conference on Information and knowledge management (CIKM '11), Bettina Berendt, Arjen de Vries, Wenfei Fan, Craig Macdonald, Iadh Ounis, and Ian Ruthven (Eds.). ACM, New York, NY, USA, 709-718.