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Do Short Sale Transactions Precede Bad News Events?, working paper

by Holger Daske, Scott A. Richardson, İrem Tuna , 2005
"... ABSTRACT: Do short sale transactions precede bad news events? Not recently. This paper examines short sale transactions around significant news events. Using a novel and comprehensive dataset covering daily short sale transactions for 4,193 securities on the New York Stock Exchange for the period Ap ..."
Abstract - Cited by 11 (0 self) - Add to MetaCart
ABSTRACT: Do short sale transactions precede bad news events? Not recently. This paper examines short sale transactions around significant news events. Using a novel and comprehensive dataset covering daily short sale transactions for 4,193 securities on the New York Stock Exchange for the period

Monitoring Sale Transactions for Illegal Activity Richardson Monitoring Sale Transactions for Illegal Activity

by Robert J. Richardson
"... Discriminant analysis and neural network methodologies were applied to the problem of identifying illegal sales transactions. The researchers independently developed models using data provided by a credit card company. A series of measures were developed and used to construct the models. The final r ..."
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Discriminant analysis and neural network methodologies were applied to the problem of identifying illegal sales transactions. The researchers independently developed models using data provided by a credit card company. A series of measures were developed and used to construct the models. The final

Optimization-Based Sale Transactions And Hydrothermal Scheduling

by Balakumar Prasannan, Peter B. Luh, Houzhong Yan, James A. Palmberg, Lan Zhang - Proceedings of the 1995 IEEE PICA Conference , 1995
"... Selling and purchasing power are important activities for utilities because of potential savings. When a selling utility presents an offer including prices, power levels and durations, a purchasing utility selects power levels and durations within the offered range subject to relevant constraints. T ..."
Abstract - Cited by 2 (1 self) - Add to MetaCart
of the power market caused by deregulation. In this paper, transactions are analyzed from a selling utility's viewpoint for a system consisting of thermal, hydro and pumped-storage units. To effectively solve the problem, linear sale revenues are approximated by nonlinear functions, and nonprofitable

Fast Algorithms for Mining Association Rules

by Rakesh Agrawal, Ramakrishnan Srikant , 1994
"... We consider the problem of discovering association rules between items in a large database of sales transactions. We present two new algorithms for solving this problem that are fundamentally different from the known algorithms. Empirical evaluation shows that these algorithms outperform the known a ..."
Abstract - Cited by 3612 (15 self) - Add to MetaCart
We consider the problem of discovering association rules between items in a large database of sales transactions. We present two new algorithms for solving this problem that are fundamentally different from the known algorithms. Empirical evaluation shows that these algorithms outperform the known

Mining Quantitative Association Rules in a Large Database of Sales Transactions

by Pauray S. M. Tsai, Chien-ming Chen , 2000
"... Previous studies on mining association rules focus on discovering associations among items without considering the relationships between items and their purchased quantities. However, exploring associations among items associated with their purchased quantities may discover information useful to imp ..."
Abstract - Cited by 1 (0 self) - Add to MetaCart
to improve the quality of business decisions. In this paper, we investigate the issue of mining quantitative association rules in a large database of sales transactions. When purchased quantities are considered, the supports of items associated with their purchased quantities may decrease drastically

Mining Association Rules between Sets of Items in Large Databases

by Rakesh Agrawal, Tomasz Imielinski, Arun Swami - IN: PROCEEDINGS OF THE 1993 ACM SIGMOD INTERNATIONAL CONFERENCE ON MANAGEMENT OF DATA, WASHINGTON DC (USA , 1993
"... We are given a large database of customer transactions. Each transaction consists of items purchased by a customer in a visit. We present an efficient algorithm that generates all significant association rules between items in the database. The algorithm incorporates buffer management and novel esti ..."
Abstract - Cited by 3331 (16 self) - Add to MetaCart
We are given a large database of customer transactions. Each transaction consists of items purchased by a customer in a visit. We present an efficient algorithm that generates all significant association rules between items in the database. The algorithm incorporates buffer management and novel

An efficient algorithm for mining association rules in large databases

by Ashok Savasere, Edward Omiecinski, Shamkant Navathe , 1995
"... Mining for a.ssociation rules between items in a large database of sales transactions has been described as an important database mining problem. In this paper we present an effi-cient algorithm for mining association rules that is fundamentally different from known al-gorithms. Compared to previous ..."
Abstract - Cited by 437 (0 self) - Add to MetaCart
Mining for a.ssociation rules between items in a large database of sales transactions has been described as an important database mining problem. In this paper we present an effi-cient algorithm for mining association rules that is fundamentally different from known al-gorithms. Compared

A SPATIO-TEMPORAL MODEL OF HOUSING PRICES BASED ON INDIVIDUAL SALES TRANSACTIONS OVER TIME �

by Tony E. Smith ∗a, Peggy Wu B , 2008
"... A spatio-temporal model of housing price trends is developed that focuses on individual housing sales over time. The model allows for both the spatio-temporal lag effects of previous sales in the vicinity of each housing sale, and for general autocorrelation effects over time. A key feature of this ..."
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A spatio-temporal model of housing price trends is developed that focuses on individual housing sales over time. The model allows for both the spatio-temporal lag effects of previous sales in the vicinity of each housing sale, and for general autocorrelation effects over time. A key feature

An effective hash-based algorithm for mining association rules

by Jong Soo Park, Ming-syan Chen, Philip S. Yu , 1995
"... In this paper, we examine the issue of mining association rules among items in a large database of sales transactions. The mining of association rules can be mapped into the problem of discovering large itemsets where a large itemset is a group of items which appear in a sufficient number of transac ..."
Abstract - Cited by 283 (3 self) - Add to MetaCart
In this paper, we examine the issue of mining association rules among items in a large database of sales transactions. The mining of association rules can be mapped into the problem of discovering large itemsets where a large itemset is a group of items which appear in a sufficient number

New

by Holger Daske, Scott A. Richardson, İrem Tuna , 2006
"... short sale transactions precede bad news events? ..."
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short sale transactions precede bad news events?
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