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Relevant bibliographies by topics / Price indexes – Data processing

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Academic literature on the topic 'Price indexes – Data processing'

Author: Grafiati

Published: 4 June 2021

Last updated: 2 February 2022

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Journal articles on the topic "Price indexes – Data processing"

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Cottle, David, and Euan Fleming. "Do price premiums for wool characteristics vary for different end products, processing routes and fibre diameter categories?" Animal Production Science 56, no. 12 (2016): 2146. http://dx.doi.org/10.1071/an14744.

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No Australian wool price hedonic studies have separated auction data into different end product-processing groups (PPR) on the basis of all fibre attributes that affect the suitability of wool sale lots for PPR. This study was conducted to assess: (1) whether including information about PPR groupings is more useful in understanding price than clustering by broad fibre diameter (FD) categories, and (2) if the ‘noise’ of macroeconomic effects on price can be reduced by using a clean price relative to the market indicator (RelPrice) formula or a log RelPrice formula compared with log price or cle

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Mendoza Urdiales, Román Alejandro, Andrés García-Medina, and José Antonio Nuñez Mora. "Measuring information flux between social media and stock prices with Transfer Entropy." PLOS ONE 16, no. 9 (September 23, 2021): e0257686. http://dx.doi.org/10.1371/journal.pone.0257686.

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Transfer Entropy was applied to analyze the correlations and flow of information between 200,500 tweets and 23 of the largest capitalized companies during 6 years along the period 2013-2018. The set of tweets were obtained applying a text mining algorithm and classified according to daily date and company mentioned. We proposed the construction of a Sentiment Index applying a Natural Processing Language algorithm and structuring the sentiment polarity for each data set. Bootstrapped Simulations of Transfer Entropy were performed between stock prices and Sentiment Indexes. The results of the Tr

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Antoniuk, Olena, Natalya Kuzyk, Iryna Zhurakovska, Roman Sydorenko, and Liudmyla Sakhno. "The role of «BIG FOUR» auditing firms in the public procurement market in Ukraine." Independent Journal of Management & Production 11, no. 9 (November 1, 2020): 2483. http://dx.doi.org/10.14807/ijmp.v11i9.1432.

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The authors conducted a study aimed to identify the role of «Big Four» («Big 4») audit firms in the public procurement market in Ukraine.The purpose of the article is to answer the questions: whether Ukraine is in a general trend of most countries in the concentration of audit market; what is the share of revenues of the «Big Four» audit firms in the performance of audit services in the public procurement system in Ukraine. First of all, in order to get answers to these questions, the authors conducted a study of the main trends in the development of the «Big Four» companies in Ukraine. It was

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Tarrío-Saavedra, Javier, Elena Orois, and Salvador Naya. "Estudio métrico sobre la actividad investigadora usando el software libre R: el caso del sistema universitario gallego." Investigación Bibliotecológica: archivonomía, bibliotecología e información, sp1 (January 19, 2018): 221. http://dx.doi.org/10.22201/iibi.24488321xe.2017.nesp1.57891.

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Este trabajo representa una nueva alternativa para el estudio, clasificación y comparación de la producción científica de centros de investigación, utilizando las funciones de tratamiento de datos del paquete Citan del software estadístico R. En particular, se muestra el análisis bibliométrico de las publicaciones de las universidades de A Coruña, Santiago de Compostela y Vigo, en el periodo 2000-2011, recopiladas por la base de datos Scopus. Entre las técnicas usadas se aplicaron modelos de Lotka y Price, modelización no paramétrica y paramétrica de los datos, así como el cálculo y análisis d

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Kőműves, Zsolt, and Viktória Horváthné Petrás. "A sertéshústermelést és -fogyasztást befolyásoló tényezők." Élelmiszer, Táplálkozás és Marketing 13, no. 1 (February 27, 2019): 3–9. http://dx.doi.org/10.33567/etm.2253.

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The decrease in the number of pigs grew to a drastic proportion during the past few decades. before the change of the regime therewere approximately 10 million pigs counted, but today this number is slightly beyond 3 million. The decline in livestock has anegative effect on the competitive position of both this sector and that of other branches of industry as well weakening significantlythe economic importance of the sector. The underlying causes of the process leading to the decline are diverse. to reveal thesolution a versatile analysis of the economic situation is essential, which should be

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Saad, Ammar, Ruitao Zhang, and Ying Xia. "The Policy Analysis Matrix (PAM): Comparative Advantage of China’s Wheat Crop Production 2017." Journal of Agricultural Science 11, no. 17 (October 15, 2019): 150. http://dx.doi.org/10.5539/jas.v11n17p150.

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As the third-largest crop in China, wheat production plays an essential role in China&#39;s agricultural production, food processing and consumption structure. Besides, China is the world&rsquo;s largest wheat producer and consumer, where it produces 14.83% of the world&#39;s total wheat production in 2017. So it is necessary to analyze and evaluate the government policy for wheat production in China using PAM. This research depends on the data has issued by the National Development and Reform Commission/China statistics press 2018 (National farm production cost-benefit survey 2017

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Oleinik, A. N. "Uses of content analysis in economic sciences: An overview of the current situation and prospects." Voprosy Ekonomiki, no. 4 (April 8, 2021): 79–95. http://dx.doi.org/10.32609/0042-8736-2021-4-79-95.

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The article discusses the status of quantitative and qualitative data in economic sciences, as well as methods for transforming data into information and knowledge. Particular attention is devoted to content analysis as a set of methods for aggregating, processing and analyzing qualitative data; its forms (qualitative, quantitative and mixed methods) and uses by economists. Content analysis appears to be particularly suitable for non-orthodox economists because of their refusal to consider price as the only source of economic information. The content analysis of metadata of articles indexed in

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Zulqarnain, Muhammad, Rozaida Ghazali, Muhammad Ghulam Ghouse, Yana Mazwin Mohmad Hassim, and Irfan Javid. "Predicting Financial Prices of Stock Market using Recurrent Convolutional Neural Networks." International Journal of Intelligent Systems and Applications 12, no. 6 (December 8, 2020): 21–32. http://dx.doi.org/10.5815/ijisa.2020.06.02.

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Financial time-series prediction has been long and the most challenging issues in financial market analysis. The deep neural networks is one of the excellent data mining approach has received great attention by researchers in several areas of time-series prediction since last 10 years. “Convolutional neural network (CNN) and recurrent neural network (RNN) models have become the mainstream methods for financial predictions. In this paper, we proposed to combine architectures, which exploit the advantages of CNN and RNN simultaneously, for the prediction of trading signals. Our model is essentia

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Zhen, Chen, Eric A. Finkelstein, Shawn A. Karns, Ephraim S. Leibtag, and Chenhua Zhang. "Scanner Data‐Based Panel Price Indexes." American Journal of Agricultural Economics 101, no. 1 (June 18, 2018): 311–29. http://dx.doi.org/10.1093/ajae/aay032.

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Bourassa, Steven C., Eva Cantoni, and Martin Hoesli. "Robust hedonic price indexes." International Journal of Housing Markets and Analysis 9, no. 1 (March 7, 2016): 47–65. http://dx.doi.org/10.1108/ijhma-11-2014-0050.

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Purpose – The purpose of this paper is to demonstrate the application of robust techniques to the estimation of hedonic house price indexes. Design/methodology/approach – The authors use simulation analysis to compare an index estimated using ordinary least squares (OLS) with several indexes estimated using robust techniques. The analysis uses sales transactions data from a US city. The authors then explore how robust methods can correct for omitted variables under some circumstances and how they affect the revision problem that occurs when longitudinal hedonic indexes are updated. Findings –

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Dissertations / Theses on the topic "Price indexes – Data processing"

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Hon, Wing-kai. "On the construction and application of compressed text indexes." Click to view the E-thesis via HKUTO, 2004. http://sunzi.lib.hku.hk/hkuto/record/B31059739.

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Hon, Wing-kai, and 韓永楷. "On the construction and application of compressed text indexes." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B31059739.

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Hu, Haixin. "Sample selection and spatial models of housing price indexes and a disequilibrium analysis of the U.S. gasoline market using panel data /." Full text available from ProQuest UM Digital Dissertations, 2008. http://0-proquest.umi.com.umiss.lib.olemiss.edu/pqdweb?index=0&did=1850404651&SrchMode=1&sid=2&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1277474405&clientId=22256.

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Thesis (Ph.D.)--University of Mississippi, 2008.<br>Typescript. Vita. "August 2008." Committee chair : Walter Mayer Includes bibliographical references (leaves 82-83). Also available online via ProQuest to authorized users.

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Heinze, Christian [Verfasser], Harry [Akademischer Betreuer] Haupt, and Dietmar [Akademischer Betreuer] Bauer. "A framework for spatiotemporal prediction with small and heterogeneous data - and an application to consumer price indexes - / Christian Heinze ; Harry Haupt, Dietmar Bauer." Bielefeld : Universitätsbibliothek Bielefeld, 2016. http://d-nb.info/1119981298/34.

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Seshadri, Mukund. "Comprehensibility, overfitting and co-evolution in genetic programming for technical trading rules." Link to electronic thesis, 2003. http://www.wpi.edu/Pubs/ETD/Available/etd-0430103-121518.

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Thesis (M.S.)--Worcester Polytechnic Institute.<br>Keywords: comprehensiblity; technical analysis; genetic programming; overfitting; cooperative coevolution. Includes bibliographical references (p. 82-87).

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Brunel, Guilhem. "Caractérisation automatique d’organisations cellulaires dans des mosaïques d’images microscopiques de bois." Thesis, Montpellier 2, 2014. http://www.theses.fr/2014MON20225/document.

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Ce travail porte sur l'analyse d'images numériques biologiques. Il vise à définir et mettre en œuvre des processus de mesures automatiques de données biologiques à partir d'images numériques dans un cadre de traitement de masse, et aborde notamment : l'incidence des choix méthodologiques sur la stabilité des résultats, l'étude de la validation des mesures produites et les limites de la généricité des méthodes et modèles appliquées à la biologie végétale.La réflexion est menée dans le cadre de l'étude de certaines organisations cellulaires, et plus particulièrement de l'identification et l'anal

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Colliri, Tiago Santos. "Avaliação de preços de ações: proposta de um índice baseado nos preços históricos ponderados pelo volume, por meio do uso de modelagem computacional." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/100/100132/tde-07072013-015903/.

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A importância de se considerar os volumes na análise dos movimentos de preços de ações pode ser considerada uma prática bastante aceita na área financeira. No entanto, quando se olha para a produção científica realizada neste campo, ainda não é possível encontrar um modelo unificado que inclua os volumes e as variações de preços para fins de análise de preços de ações. Neste trabalho é apresentado um modelo computacional que pode preencher esta lacuna, propondo um novo índice para analisar o preço das ações com base em seus históricos de preços e volumes negociados. O objetivo do modelo é o de

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Ivancic, Lorraine Economics Australian School of Business UNSW. "Scanner data and the construction of price indices." 2007. http://handle.unsw.edu.au/1959.4/40782.

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This thesis explores whether scanner data can be used to inform Consumer Price Index (CPI) construction, with particular reference to the issues of substitution bias and choice of aggregation dimensions. The potential costs and benefits of using scanner data are reviewed. Existing estimates of substitution bias are found to show considerable variation. An Australian scanner data set is used to estimate substitution bias for six different aggregation methods and for fixed base and superlative indexes. Direct and chained indexes are also calculated. Estimates of substitution bias are found to b

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"Price discovery of stock index with informationally-linked markets using artificial neural network." 1999. http://library.cuhk.edu.hk/record=b5889930.

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by Ng Wai-Leung Anthony.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.<br>Includes bibliographical references (leaves 83-87).<br>Abstracts in English and Chinese.<br>Chapter I. --- INTRODUCTION --- p.1<br>Chapter II. --- LITERATURE REVIEW --- p.5<br>Chapter 2.1 --- The Importance of Stock Index and Index Futures --- p.6<br>Chapter 2.2 --- Importance of Index Forecasting --- p.6<br>Chapter 2.3 --- Reasons for the Lead-Lag Relationship between Stock and Futures Markets --- p.9<br>Chapter 2.4 --- Importance of the lead-lag relationship --- p.10<br>Chapter 2.5 --- Some Empirica

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"Discovering patterns on financial data streams." Thesis, 2010. http://library.cuhk.edu.hk/record=b6075026.

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Then, we consider the patterns between news stream and time series indices stream. We first transform the news stream into a set of bursty feature (keywords) time series streams and propose three technique to study their relationship to time series index. First, we explore a Non-homogeneous Hidden Markov Model (NHMM) to predict the stock market process which takes both stock prices and news articles into consideration. Second, we propose a risk analytical model to predict the volatility of price indices by integrating news information. Finally, we devise an algorithm to detect the priming even

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Books on the topic "Price indexes – Data processing"

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missing], [name. Scanner data and price indexes. Chicago, IL: University of Chicago Press, 2002.

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Mahy, E. PRICE S: A debrief report. Manchester: NCC, 1985.

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Krueger, Alan B. Assessing bias in the Consumer Price Index from survey data. Cambridge, MA: National Bureau of Economic Research, 1998.

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Shiryōkan, Kokubungaku Kenkyū. Renga shiryō no konpyūta shori no kenkyū: Tsuketari renga sakuhin mokuroku honkoku ichiran. Tōkyō: Meiji Shoin, 1985.

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Institute, SAS, ed. The complete guide to SAS indexes. Cary, N.C: SAS Institute, 2006.

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Berndt, Ernst R. On the accuracy of producer price indexes for pharmaceutical preparations: An audit based on detailed firm-specific data. Cambridge, MA: National Bureau of Economic Research, 1990.

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Lixiang, Shen, and Cao Lijuan, eds. Ordinary shares, exotic methods: Financial forecasting using data mining techniques. River Edge, N.J: World Scientific, 2003.

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Hurd, Julie M. Online searching in religion indexes. Evanston, Ill: American Theological Library Association, 1989.

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Holl, Alfred. Rückläufiges Wörterbuch zur alt- und neugriechischen Verbalmorphologie: Aufbereitung mit Datenanalyseverfahren der Informatik (Data Mining). Regensburg: S. Roderer, 2006.

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Evgenii, Vityaev, ed. Data mining in finance: Advances in relational and hybrid methods. Boston: Kluwer Academic, 2000.

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Book chapters on the topic "Price indexes – Data processing"

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Färe, Rolf, Shawna Grosskopf, and Pontus Roos. "Price Indexes for Nonmarketed Goods." In Data Envelopment Analysis in the Service Sector, 121–32. Wiesbaden: Deutscher Universitätsverlag, 1999. http://dx.doi.org/10.1007/978-3-663-08343-6_7.

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Ye, Xiaoping, Huan Guo, Xiongxiong Zhu, and Yidong Ja. "Indexes for Moving-Objects Data." In Temporal Information Processing Technology and Its Application, 175–202. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-14959-7_9.

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Demiriz, Ayhan, Ahmet Cihan, and Ufuk Kula. "Analyzing Price Data to Determine Positive and Negative Product Associations." In Neural Information Processing, 846–55. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-10677-4_96.

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Lovell, C. A. Knox, and Kimberly D. Zieschang. "The Problem of New and Disappearing Commodities in the Construction of Price Indexes." In Data Envelopment Analysis: Theory, Methodology, and Applications, 353–67. Dordrecht: Springer Netherlands, 1994. http://dx.doi.org/10.1007/978-94-011-0637-5_18.

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de Haan, Jan, Bert M. Balk, and Carsten Boldsen Hansen. "Retrospective Approximations of Superlative Price Indexes for Years Where Expenditure Data Is Unavailable." In Contributions to Statistics, 25–42. Heidelberg: Physica-Verlag HD, 2009. http://dx.doi.org/10.1007/978-3-7908-2140-6_2.

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Desbrosses, Nathalie, and Jacques Girod. "Energy Quantity and Price Data: Collection, Processing and Methods of Analysis." In The Econometrics of Energy Systems, 1–26. London: Palgrave Macmillan UK, 2007. http://dx.doi.org/10.1057/9780230626317_1.

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Widiputra, Harya, Russel Pears, and Nikola Kasabov. "Personalised Modelling for Multiple Time-Series Data Prediction: A Preliminary Investigation in Asia Pacific Stock Market Indexes Movement." In Advances in Neuro-Information Processing, 1237–44. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02490-0_150.

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Romanowski, Andrzej, and Michał Skuza. "Towards Predicting Stock Price Moves with Aid of Sentiment Analysis of Twitter Social Network Data and Big Data Processing Environment." In Advances in Business ICT: New Ideas from Ongoing Research, 105–23. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-47208-9_7.

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Kim, Yoosin, Michelle Jeong, and Seung Ryul Jeong. "Using Big Data Opinion Mining to Predict Rises and Falls in the Stock Price Index." In Advances in Business Information Systems and Analytics, 30–42. IGI Global, 2015. http://dx.doi.org/10.4018/978-1-4666-7272-7.ch003.

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In light of recent research that has begun to examine the link between textual “big data” and social phenomena such as stock price increases, this chapter takes a novel approach to treating news as big data by proposing the intelligent investment decision-making support model based on opinion mining. In an initial prototype experiment, the researchers first built a stock domain-specific sentiment dictionary via natural language processing of online news articles and calculated sentiment scores for the opinions extracted from those stories. In a separate main experiment, the researchers gathered 78,216 online news articles from two different media sources to not only make predictions of actual stock price increases but also to compare the predictive accuracy of articles from different media sources. The study found that opinions that are extracted from the news and treated with proper sentiment analysis can be effective in predicting changes in the stock market.

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Bellatreche, Ladjel. "Bitmap Join Indexes vs. Data Partitioning." In Database Technologies, 2292–300. IGI Global, 2009. http://dx.doi.org/10.4018/978-1-60566-058-5.ch140.

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Scientific databases and data warehouses store large amounts of data ith several tables and attributes. For instance, the Sloan Digital Sky Survey (SDSS) astronomical database contains a large number of tables with hundreds of attributes, which can be queried in various combinations (Papadomanolakis & Ailamaki, 2004). These queries involve many tables using binary operations, such as joins. To speed up these queries, many optimization structures were proposed that can be divided into two main categories: redundant structures like materialized views, advanced indexing schemes (bitmap, bitmap join indexes, etc.) (Sanjay, Chaudhuri & Narasayya, 2000) and vertical partitioning (Sanjay, Narasayya & Yang 2004) and non redundant structures like horizontal partitioning (Sanjay, Narasayya & Yang 2004; Bellatreche, Boukhalfa & Mohania, 2007) and parallel processing (Datta, Moon, & Thomas, 2000; Stöhr, Märtens & Rahm, 2000). These optimization techniques are used either in a sequential manner ou combined. These combinations are done intra-structures: materialized views and indexes for redundant and partitioning and data parallel processing for no redundant. Materialized views and indexes compete for the same resource representing storage, and incur maintenance overhead in the presence of updates (Sanjay, Chaudhuri & Narasayya, 2000). None work addresses the problem of selecting combined optimization structures. In this paper, we propose two approaches; one for combining a non redundant structures horizontal partitioning and a redundant structure bitmap indexes in order to reduce the query processing and reduce the maintenance overhead, and another to exploit algorithms for vertical partitioning to generate bitmap join indexes. To facilitate the understanding of our approaches, for review these techniques in details.

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Conference papers on the topic "Price indexes – Data processing"

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Hill, Robert, and Michael Scholz. "Can Geospatial Data Improve House Price Indexes? A Hedonic Imputation Approach with Splines." In 25th Annual European Real Estate Society Conference. European Real Estate Society, 2016. http://dx.doi.org/10.15396/eres2016_146.

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Karcıoğlu, Reşat, Muhammet Özcan, and Ensar Ağırman. "The Relationship of Petroleum Price and BIST Sector Indexes." In International Conference on Eurasian Economies. Eurasian Economists Association, 2017. http://dx.doi.org/10.36880/c08.01878.

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Energy is not only indispensable element of everyday life, but also underlies industrialization and manufacturing. Energy and manufacturing have become integral parts with the importance of mechanization since the Industrial Revolution. As a result of this emerging situation, businesses, have become sensitive energy and energy prices. For this reason, changes in energy prices directly affect businesses and are thought to have effects on fluctuations in stock prices. Changes in the prices of primary energy sources directly or indirectly affect capital markets. In energy importer countries inclu

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Sinha, R. R., S. Mitra, and M. Winslett. "Bitmap indexes for large scientific data sets: a case study." In Proceedings 20th IEEE International Parallel & Distributed Processing Symposium. IEEE, 2006. http://dx.doi.org/10.1109/ipdps.2006.1639304.

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Lam, K. P., and P. Y. Mok. "Stock price prediction using intraday and AHIPMI data." In 9th International Conference on Neural Information Processing. IEEE, 2002. http://dx.doi.org/10.1109/iconip.2002.1201876.

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Kamaruddin, Saadi Bin Ahmad, Nor Azura Md Ghani, and Norazan Mohamed Ramli. "Forecasting techniques suitable to estimate unitary charges price indexes of PFI data: Context of northern region Peninsular Malaysia." In 2013 IEEE Business Engineering and Industrial Applications Colloquium (BEIAC). IEEE, 2013. http://dx.doi.org/10.1109/beiac.2013.6560160.

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Kim, Younghoon, Kyoung-Gu Woo, Hyoungmin Park, and Kyuseok Shim. "Efficient processing of substring match queries with inverted q-gram indexes." In 2010 IEEE 26th International Conference on Data Engineering (ICDE 2010). IEEE, 2010. http://dx.doi.org/10.1109/icde.2010.5447866.

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Ahmad Kamaruddin, Saadi Bin, Nor Azura Md Ghani, and Norazan Mohamed Ramli. "Determining the best forecasting method to estimate unitary charges price indexes of PFI data in central region Peninsular Malaysia." In PROCEEDINGS OF THE 20TH NATIONAL SYMPOSIUM ON MATHEMATICAL SCIENCES: Research in Mathematical Sciences: A Catalyst for Creativity and Innovation. AIP, 2013. http://dx.doi.org/10.1063/1.4801271.

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Nwulu, Nnamdi I. "A decision trees approach to oil price prediction." In 2017 International Artificial Intelligence and Data Processing Symposium (IDAP). IEEE, 2017. http://dx.doi.org/10.1109/idap.2017.8090313.

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Tang, Yajuan, Shuang Qiu, and Pengcheng Gui. "Predicting Housing Price Based on Ensemble Learning Algorithm." In 2018 International Conference on Artificial Intelligence and Data Processing (IDAP). IEEE, 2018. http://dx.doi.org/10.1109/idap.2018.8620781.

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Paul, Debdeep, and Wen-De Zhong. "Price and renewable aware geographical load balancing technique for data centres." In 2013 9th International Conference on Information, Communications & Signal Processing (ICICS). IEEE, 2013. http://dx.doi.org/10.1109/icics.2013.6782783.

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Reports on the topic "Price indexes – Data processing"

1

Berndt, Ernst, Zvi Griliches, and Joshua Rosett. On the Accuracy of Producer Price Indexes for Pharmaceutical Preparations: An Audit Based on Detailed Firm-Specific Data. Cambridge, MA: National Bureau of Economic Research, October 1990. http://dx.doi.org/10.3386/w3490.

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