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1. You need to select a different topic. Topics should be sufficiently specific avoiding general topics such as ‘What is Text Mining.
Topics could be :• Sentiment Analysis• Challenges of working with short texts and abbreviations (twitter / SMS)• E-mail analysis• Web usage mining• Named Entity Recognition• Using text/web content mining in a certain domain (e.g. Medicine, search engines, etc.)
2. Create a presentation using Jing
Use the Harvard Referencing styles
The paper should be written in your own words, with references made to information sources through out the paper.
Documentary Film and Social Change: A Rhetorical Investigation of Dissent
The distinct nature of SMEs makes the pricing and structuring of SME CDO products particularly difficult. First of all, SMEs are openly unrated causing information moral and asymmetries hazard complexities within the SME CDO market.
Why Cargills internal information attacked increased and how to minimize it by countermeasure ?
Knowledge Base of English as a Second Language Teachers
Carbon Trading - In this study we first begin a trading platform for a two-company development in a multi-period setting and derive an equilibrium carbon spot price.
This dissertation defines the semi-analytic Lattice Integration of a Markov Functional Term Structure Model. Markov functional models is to estimated LIBOR market models and to avoid complications the terminal forward measure is naturally used.
In this dissertation we suppose the problem of diversifying investments in common market securities under definite restrictions, such as budget constraints, etc. Asset Allocation under a Conditional Diversification Measure.
Optimal Time Domain Equalization Design for Maximizing Data Rate of Discrete Multi-Tone Systems
Value at risk (VaR) is of central importance in modern financial risk management. Of the various methods that exist to compute the VaR, the most popular are historical simulation, the variance-covariance method and Monte Carlo (MC) simulation.
The class of Markov functional models (MFMs) attempts to overcome this inconvenience by combining the strong points of market and short rate models, namely the exact replication of prices of calibration instruments and tractability.
Counterparty credit risk management and validation of out-of-the-money hedges require risk factor evolution models that are capable of reproducing essential statistical properties of historical time-series.
What we find is that there are still links between intrinsic currency values and these seemingly unrelated markets. Against what does one measure the currency values? Can we de ne intrinsic value of a currency?
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