DSMM'16- Proceedings of the Second International Workshop on Data Science for Macro-Modeling

Full Citation in the ACM Digital Library

SESSION: WELCOME and FEIII Challenge Year One Report and Financial News

Financial Entity Identification and Information Integration (FEIII) Challenge: The Report of the Organizing Committee

How Twitter is Changing the Nature of Financial News Discovery

Supporting stock trading in multiple foreign markets: a multilingual news summarization approach

Combination of Rule-based and Textual Similarity Approaches to Match Financial Entities

Karsha Drawdown Explorer Demonstration

SESSION: Networks, Agents and Ontologies

Agent-Based Models of the Corporate Bond Market

resMBS: Constructing a Financial Supply Chain from Prospectus

Probabilistic Financial Community Models with Latent Dirichlet Allocation for Financial Supply Chains

An Ontology of Form PF

SESSION: SHORT papers and FEIII Participant Reports

Linking Deutsche Bundesbank Company Data using Machine-Learning-Based Classification: Extended Abstract

Measuring Systemic Risk with Network Connectivity: Extended Abstract

Online Learning of Volatility from Multiple Option Term Lengths

Financial Entity Record Linkage with Random Forests

An Ensemble Approach to Financial Entity Matching for the FEIII 2016 Challenge

Thomson Reuters and the FEIII Challenge

FactSet Concordance: Entity Data Management

Local, Domain-independent Heuristics for the FEIII Challenge: Lessons and Observations

Towards High-Precision and Reusable Entity Resolution Algorithms over Sparse Financial Datasets