Applying modern investment theories to construct portfolios is a crucial way for investors reduce risks and obtain high returns in the market. This paper selects eight stocks from industries of US stock market constructs portfolio based on their historical return data over past five years. study uses CAPM model Fama French three-factor estimate expected these stocks, then applies mean-variance ...

Keyword extraction attracts much attention for its significant role in various natural language processing tasks. While some existing methods for keyword extraction have considered using single type of semantic relatedness between words or inherent attributes of words, almost all of them ignore two important issues: 1) how to fuse multiple types of semantic relations between words into a unifor...

It is well known that some XML elements correspond to objects (in the sense of object-orientation) and others do not. The question we consider in this paper is what benefits we can derive from paying attention to such object semantics, particularly for the problem of keyword queries. Keyword queries against XML data have been studied extensively in recent years, with several lowest-common-ances...

Stomata are adjustable pores in the plant epidermis that regulate gas exchange between the plant and atmosphere; they are present on the aerial portions of most higher plants. Genetic pathways controlling stomatal development and distribution have been described in some detail for one dicot species, Arabidopsis, in which three paralogous bHLH transcription factors, FAMA, MUTE and SPCH, control ...

The Anatomy of Fluctuations in Book/Market Ratios We analyze trading activity accompanying equities' year-to-year switches from " growth " (low book-to-market ratios) to " value " (high book-to-market ratios), and vice versa. We find that a large book/market ratio increase, i.e., a shift from growth to value, is accompanied by a strongly negative small-trade order imbalance. Large-trade imbalan...