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TREC'06 genomics track was focusing on text mining and passage retrieval. WIM lab participated in this year's TREC ge-nomics track. Our system consists of five parts: preprocessing, sentence generation, document retrieval, answer extraction and answer fusion. And we developed two different method: a automated profile matching-based method and a text(More)
High frequency financial data is irregularly spaced in time. The information content that determines the time between subsequent trades introduces is potentially related to volatility. We introduce a new continuous time model to jointly model stock return and duration between trades. This model include a bivariate Ornstein-Uhlenbeck process for two latent(More)
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