We study the coupling of basic quantitative portfolio selection strategies with a financial news article prediction system, AZFinText. By varying the degrees of portfolio formation time, we found that a hybrid system using both quantitative strategy and a full set of financial news articles, performed the best. With a 1-week portfolio formation period we achieved a 20.79% trading return using a...

It is well-known that news is essential in financial markets. The amount of news releases is continually growing due to the expansion of communication media in today’s computerised world, and the ability to correctly and efficiently interpret financial information has become much more important in trading. Financial news analytics allow the trader to significantly reduce the latency time to rea...

A new simple model of financial market is proposed, based on the sequential and inter-temporal nature of trader-trader interaction, and on a new simple trading strategy space. In this pattern-based speculation model, the traders open and close their positions explicitly. Information ecology is strikingly similar to that of the Minority Game which suggest to reinterpret the latter as a model of ...

The strategic pricing decisions of assembly products in assembly products supply chain are studied in this paper. Firstly, a two-stage assembly products supply chain model is developed. By building Nash game model, the Nash equilibrium solution of pricing strategy of supplier and assemblers is obtained. Next, a union decision model is built to analyze the optimal combination pricing strategy of...

A trader is a software component to matchmake between clients and servers on the basis of the type and attributes of the services requested and o ered. A prototype trader, Go-Between, has been developed within CEDIS to obtain practical experience with the concepts and realities of traders in order to: better in uence the development of the ISO/CCITT Trader standard expedite the development of a...