金融业是大数据的重要产生者,交易、报价、业绩报告、消费者研究报告、官方统计数据公报、调查、新闻报道无一不是数据来源。但反过来,大数据对于金融发展的助推作用也逐渐浮现。金融业必将成为大数据的消费者,大数据在加强风险管控、精细化管理、业务创新等业务转型中将起到重要作用。
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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