Searching for return: How Google search engine query data can beat the market

Throughout the last years technologic improvements have enabled internet users to analyze and retrieve data regarding Internet searches. In several fields of study this data has been used. Some authors have been using search engine query data to forecast economic variables, to detect influenza areas or to demonstrate that it is possible to capture some patterns in stock markets indexes. In this paper one investment strategy is presented using Google Trends’ weekly query data from major global stock market indexes’ constituents. The results suggest that it is indeed possible to achieve higher Info Sharpe ratios, especially for the major European stock market indexes in comparison to those provided by a buy-and-hold strategy for the period considered.

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Direito a ser esquecido na internet

With the recent technological development, we have been witnessing a progressive loss of control over our personal information. Whether it is the speed in which it spreads over the internet or the permanent storage of information on cloud services, the means by which our personal information escapes our control are vast. Inevitably, this situation allowed serious violations of personal rights. The necessity to reform the European policy for protection of personal information is emerging, in order to adapt to the technological era we live in. Granting individuals the ability to delete their personal information, mainly the information which is available on the Internet, is the best solution for those whose rights have been violated. However, once supposedly deleted from the website the information is still shown in search engines. In this context, “the right to be forgotten in the internet” is invoked. Its implementation will result in the possibility for any person to delete and stop its personal information from being spread through the internet in any way, especially through search engines directories. This way we will have a more comprehensive control over our personal information in two ways: firstly, by allowing individuals to completely delete their information from any website and cloud service and secondly by limiting access of search engines to the information. This way, it could be said that a new and catchier term has been found for an “old” right.