Noise is essential for the existence of a liquid market, and if noise traders are not present in the market, the trade volume will drop severely and an important aspect of the market philosophy will be lost. However, these noise traders bring noise to the market, and the existence of noise in prices indicates a temporary deviation in prices from their fundamental values. In particular, high-fre...

An account is given of a variety of linear filters which can be used for extracting trends from economic time series and for generating de-trended series. A family of rational square-wave filters is described which enable designated frequency ranges to be selected or rejected. Their use is advocated in preference to other filters which are commonly used in quantitative economic analysis.

The worldwide span of the microblogging service Twitter gives an opportunity to make international comparisons of trending topics of interest, such as news stories. Previous international comparisons of news interests have tended to use surveys and may bypass topics not well covered in the mainstream media. This article uses 9 months of English tweets from the UK, USA, India, South Africa, New ...

Most messages posted in Twitter usually discuss an ongoing event, triggering a series of tweets that together may constitute a trending topic (e.g., #election2012, #jesuischarlie, #oscars2016). Sometimes, such a topic may be trending only locally, assuming that related posts have a geographical reference, either directly geotagging them with exact coordinates or indirectly by mentioning a well-...

In this paper we propose to approach the subject of Twitter Topic Detection when in the presence of a large number of trending topics. We use a new technique, called Twitter Topic Fuzzy Fingerprints, and compare it with two popular text classification techniques, Support Vector Machines (SVM) and k-Nearest Neighbours (kNN). Preliminary results show that it outperforms the other two techniques, ...

Many search engines identify bursts of activity around particular topics and reflect these back to users as Popular Now or Hot Searches. Activity around these topics typically evolves quickly in real-time during the course of a trending event. Users’ informational needs when searching for such topics will vary depending on the stage at which they engage with an event. Through a survey and log s...