Stiefel, Michael; Vivès, Rémi(Editorial Universitat Politècnica de València, 2018-09-07)
[EN] The sovereign debt literature emphasizes the possibility of avoiding a selffulfilling
default crisis if markets anticipate the central bank to act as the
lender of last resort. Motivated by the events of summer 2012 ...
Seppälä, Tomi; Thuy, Le(Editorial Universitat Politècnica de València, 2018-09-07)
[EN] Customer retention has been the focus of customer relationship management
in the financial sector during the past decade. The first and important step in
customer retention is to classify the customers into possible ...
[EN] Selection bias is the bias introduced by the non random selection of data, it leads to question whether the sample obtained is representative of the target population. Generally there are different types of selection ...
Kamakura, Wagner(Editorial Universitat Politècnica de València, 2018-09-07)
[EN] Market Basket Analysis (MBA), also known as Association Rule Mining
(ARM), is already widely known and utilized by traditional and online
retailers. This practice has its origin in the data-mining literature, with ...
González-Martel, Christian; Cazorla-Artiles, José M.; Pérez-González, Carlos(Editorial Universitat Politècnica de València, 2018-09-07)
[EN] The increasing availability of open data resources provides opportunities for research and data science. It is necessary to develope tools that take advantage of the full potential of new information resources. In ...
Gómez Martínez, Raúl; Prado Román, Camilo; De la Orden de la Cruz, María del Carmen(Editorial Universitat Politècnica de València, 2018-09-07)
[EN] In this paper we analyze five big data algorithmic trading systems based on artificial intelligence models that uses as predictors stats from Google Trends of dozens of financial terms. The systems were trained using ...
Çelik, Sadullah; İşbilen, Elif(Editorial Universitat Politècnica de València, 2018-09-07)
[EN] This paper applies Big Data concept to an emerging economy stock exchange market by examining the relationship between price and volume of the Banking index in BIST-100. Stock markets have been commonly analyzed in ...
[EN] The emergence and acceptance of social media have become a crucial aspect of daily lives in the worldwide population. As a result of this phenomenon, it is not surprising that customers’ buying patterns exhibit ...
Asdecker, Björn; Karl, David(Editorial Universitat Politècnica de València, 2018-09-07)
[EN] The more people shop online, the more consumer returns e-tailers face. In order to plan the returns management process capacity adequately, it is necessary to forecast the expected amount of returned parcels. Big data ...
[EN] The main purpose of this article is the understanding of which marketing strategies related to big data are being implemented by Brazilian companies in different sectors, in addition to assessing these actions within ...
[EN] In this paper the relationship between the Industrial Production Index (IPI),
the confidence index for the manufacturing sector and Google searches for
several words linked to the economic situation is explored. In ...
Valdivieso-Anívarro, María; Vicente, María(Editorial Universitat Politècnica de València, 2018-09-07)
[EN] Recent research has shown that big data sources provide timely granular
information of human behavior. Compared to traditional survey-based
statistics which rely on individuals properly recalling and reporting ...
[EN] A typical analytical lifecycle in data science projects starts with the process of data generation and collection, continues with data preparation and preprocessing and heads towards project specific analytics, ...
[EN] The main objective of modern Information Technology (IT) is to convert the transactional data derived from productive activity into business management information. It should, therefore, provide the Business Decision ...
[EN] Following recent research, we explore virtually contemporaneous, and geographically granular, user online activity related to entrepreneurship. In this paper, we present evidence that data harvested by Dstillery can ...
Habibi, Hanna; Feld, Jan(Editorial Universitat Politècnica de València, 2018-09-07)
[EN] This paper investigates whether people from Western countries pay more attention to earthquakes in Western countries than those in non-Western countries. Using Google Trends data, we examine the proportion of Google ...
[EN] In this paper we present results for nowcasting and one-month-ahead forecasting three key macroeconomic variables: inflation (measured by the month on month growth rate in the Harmonized Index of Consumer Prices), ...
[EN] Accurate understanding and forecasting of traffic conditions is a key contemporary problem for local policymakers. Road networks are increasingly congested, yet data on usage patterns is often scarce or expensive to ...
[EN] This article provides a retrospective and understanding of the development of automatic learning methods. The beginnings are visualized as a discipline within Computer Sciences in the subcategory of Artificial ...
Calò, Ernesto; Faggiano, Maria Paola; Gallo, Raffaella; Mongiardo, Melissa(Editorial Universitat Politècnica de València, 2018-09-07)
[EN] The digital media convergence has innovated all the information and
communication channels. ICTs have adapted to the reticular structure, which
can be interpreted as a paradigm of today's Network Society, invoking ...