VOL 207 .... No. 43

TUESDAY, AUGUST 14, 1990

Tagged ‘theory’

Perturbation Model of Price Movement

SATURDAY, OCTOBER 24, 1987 Kevin 1 comment

shwayze

I was sitting in my networks class today, thinking of how it would be possible to implement an algorithm for taking into consideration the similarity of documents for teasing apart temporal interference, when I started coming to a more coherent model of what I’ve been trying to do in general.  This article will set up some early ideas for a model of what’s going on, what we’re attempting to accomplish, and possible general procedures for doing so.  It also sets up some terminology. Read more…

Test Data Sets

TUESDAY, SEPTEMBER 7, 1999 Kevin No comments

test-data

From my last post, I introduced the idea of creating test data sets for the purpose of finding an algorithm to tease apart the influence of individual news articles.  I have done just that and am posting the data sets for further analysis. Read more…

Temporal Interference

THURSDAY, JULY 22, 1993 Kevin No comments

coyabaanniversary400

This article is the second of the Automated News Analysis series, regarding a particular problem I overlooked during my first try at news analysis.  The subject of this article is taking a dataset of news and price history, and attempting to assign sentiment to the news articles for which we know the price development.  The problem that we will explore in particular, is removing influences from other news articles near our target article in time. Read more…

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