金融業(yè)是大數據的重要產生者,交易、報價、業(yè)績報告、消費者研究報告、官方統(tǒng)計數據公報、調查、新聞報道無一不是數據來源。但反過來,大數據對于金融發(fā)展的助推作用也逐漸浮現。金融業(yè)必將成為大數據的消費者,大數據在加強風險管控、精細化管理、業(yè)務創(chuàng)新等業(yè)務轉型中將起到重要作用。
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The Journal of Finance and Data Science
Volume 2, Number 1, March 2016
Table of Contents
Original Articles
Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach Weiping Li , Su Chen 1
Foreign exchange market microstructure and the WM/Reuters 4 pm fix P.S. Michelberger , J.H. Witte 26
A hybrid stock trading framework integrating technical analysis with machine learning techniques Rajashree Dash , Pradipta Kishore Dash 42
Auto insurance fraud detection using unsupervised spectral ranking for anomaly Ke Nian , Haofan Zhang , Aditya Tayal , Thomas Coleman , Yuying Li 58
BRICS market nexus for cross listed stocks: A VECX* framework S. Visalakshmi , P. Lakshmi 76