Institutional Trading around the Ex-Dividend Day

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Andrew B. Ainsworth, Kingsley Y.L. Fong, David R. Gallagher, Graham Partington 10-05-09
The Threat of Exit with Optimal Contracting: Institutional Churning Trades and Sunsequent Firm Performance

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David R. Gallagher, Peter A. Gardener, Peter L. Swan 10-05-09
Unifying Global and Local Outlier Detection Using Commute Time Distance

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Nguyen Lu Dang Khoa, Sanjay Chawla 10-05-09
Corporate Collapse, Director Incentives and Motivations: A United States Investigation

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Josephone D. Donato 10-05-09
The Dynamic Prediction of Company Failure: The Influence of Time, the Economy and Non-Linearity

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Maria H. Kim, Graham Partington 10-05-09
Recent Advances of Exception Mining in Stock Market

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Chao Luo, Yanchang Zhao, Dan Luo, Yuming Ou, Li Liu 10-05-09
Agent-Based Distributed Data Mining: A Survey

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Chayapol Moemeng, Vladimir Gorodetsky, Ziye Zuo, Yong Yang, Chengqi Zhang 10-05-09
Mining Minimal Constrained Flow Cycles from Complex Transaction Data

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Meng Xu, Michael Bain 10-05-09
Decision Support for Fraud Investigation

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Timothy De Vries, Sanjay Chawla 10-05-09
Robust Record Linkage Blocking using Suffix Arrays

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Timothy De Vries, Sanjay Chawla, Hui Ke 10-05-09
A Game Theoretical Model for Adversarial Learning

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Wei Liu, Sanjay Chawla 10-05-09
Multi-Agent System for Customer Relationship Management with SVMs Tool

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Yanshan Xiao, Bo Liu, Longbing Cao, 10-05-09
Negative-GSP: An Efficient Method for Mining Negative Sequential Patterns

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Zhigang Zheng, Yanchang Zhao, Ziye Zuo, Longbing Cao 10-05-09
Service Providers of Australian Superannuation Funds

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Kevin Liu 10-05-09
Derivative use, fund flows and investment manager performance

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Alex Frino, Andrew Lepone, Brad Wong 10-05-09
Decision Trees for Imbalanced Data Sets

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Wei Liu, Sanjay Chawla 10-05-08
Price Manipulation in Auction Markets: an Order-Based Model

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Terrance Fung 10-05-08
Rating History and the Rating dynamics of Fallen Angels, Rising Stars and Big Rating Jumpers

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Huong Dang, Graham Partington 10-05-08
A Learning Process Using SVMs for Multi-Agents Decision Classification

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Yanshan Xiao, Feiqi Deng, Bo Liu, Shouqiang Liu, Dan Luo, Guohua Liang 10-05-08
Exception Mining on Multiple Time Series in Stock Market

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Chao Luo, Longbing Cao, Yuming Ou, Zhengqi Zhang 10-05-08
Outlier Mining on Multiple Time Series Data in Stock Market

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Chao Luo, Yanchang Zhao, Dan Luo, Yuming Ou, Li Liu 10-05-08
Disk-Based Sampling for Outlier Detection in High Dimensional Data

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Pei Sun, Sanjay Chawla, Timothy de Vries, Gia Vinh Anh Pham 10-05-08
An empirical study of IPO underpricing in China after the split share structure reform

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Fei Lu, Maria C. Balatbat 10-05-08
Fund size, transaction costs and performance: Size matters!

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Howard W.H. Chan, Robert W. Faff, David Gallagher, Adrian Looi 10-05-08
Choice of trading venue, and upstairs trade pricing on the Australian Stock Exchange

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Alex Frino, J George Li, Reuben Segara 10-05-08