Financial information processing

Financial Markets: Very Noisy Information Processing

Financial Markets: Very Noisy Information Processing Malik Magdon-Ismail, Alexander Nicholson and Yaser S. Abu-Mostafa Abstract| We report new results about the impact of noise on information processing, with application to nancial markets. These results quantify the tradeo between the amount of data and the noise level in the data. They also provide estimates for the performance of a learning ...

Financial Markets: Very Noisy Information Processing - Proceedings of the IEEE

We report new results about the impact of noise on information processing with application to financial markets. These results quantify the tradeoff between the amount of data and the noise level in the data. They also provide estimates for the performance of a learning system in terms of the noise level. We use these results to derive a method for detecting the change in market volatility from...

Markets for Financial Information

Stochastic Fuzzy Discrimination Information Measure Cost Function in Image Processing

A new cost function based on stochastic fuzzy discrimination information measure is introduced in this paper. Focusing on their significant parts, this cost function is used to find the optimal value of threshold for denoising image. It is, in fact, an extension of fuzzy entropy cost function by the present author. Multivariable normal distribution is used for creating focus on significant part...

Excellence of Financial Reporting Information and Investment Productivity

Objective –This study intends to examine the relationship between investment efficiency and financial information excellence. The study is also examining the moderating impact of sustainability on the relation between excellence in financial information and investment productivity. Methodology –The cumulative measurements are 668 firm-years and are made up of 257 subsamples of underinvestment a...