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Community-of-Interest predicated Program Trading [Burnett]
Abstract:
It is proposed to summarise and statistically categorise multiple public and private information feeds to produce centroids directed by a combination of user constructed keywords and analysis of previously archived or disseminated knowledge. Social and physical networks will be extracted for temporal analysis and association projection. Comprehensive analysis of centroid relationships across sectors, categories and physical location will give a statistical event prediction capability and lead to the discovery of hidden relationships and associated events. End-users will construct a hierarchical keyword tree which will contain individual articles, summarisations, centroids or sets of related centroids. Users will also participate in a community of interest which they may form inter or intra-federation in order to disseminate emerging events or explicit knowledge. The system has applicability to financial market analysis, law enforcement and intelligence analysis.
Interesting!
I met with Fabio the other day, and have some ideas around the MarketPsyche sentiment analysis stuff which might be complementary- we should talk!
Ken Yeadon 10 February 2012
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