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.

Perspectives and approaches for the internet of things

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Web search activity data accurately predict population chronic disease risk in the USA

BACKGROUND: The WHO framework for non-communicable disease (NCD) describes risks and outcomes comprising the majority of the global burden of disease. These factors are complex and interact at biological, behavioural, environmental and policy levels presenting challenges for population monitoring and intervention evaluation. This paper explores the utility of machine learning methods applied to population-level web search activity behaviour as a proxy for chronic disease risk factors. METHODS: Web activity output for each element of the WHO's Causes of NCD framework was used as a basis for identifying relevant web search activity from 2004 to 2013 for the USA. Multiple linear regression models with regularisation were used to generate predictive algorithms, mapping web search activity to Centers for Disease Control and Prevention (CDC) measured risk factor/disease prevalence. Predictions for subsequent target years not included in the model derivation were tested against CDC data from population surveys using Pearson correlation and Spearman's r. RESULTS: For 2011 and 2012, predicted prevalence was very strongly correlated with measured risk data ranging from fruits and vegetables consumed (r=0.81; 95% CI 0.68 to 0.89) to alcohol consumption (r=0.96; 95% CI 0.93 to 0.98). Mean difference between predicted and measured differences by State ranged from 0.03 to 2.16. Spearman's r for state-wise predicted versus measured prevalence varied from 0.82 to 0.93. CONCLUSIONS: The high predictive validity of web search activity for NCD risk has potential to provide real-time information on population risk during policy implementation and other population-level NCD prevention efforts.

Limited attention and investor disagreement: a nowcasting approach

When disagreement in economic models occurs due to different interpretations of public signals, the level of ``marketwide disagreement'' not necessarily decreases upon the arrival of a public signal. We propose an empirical assessment of this phenomenon. By using a measure of attention based on Google Trends, we show that an increase in the attention allocated by the market to a company is associated to a significant increase in disagreement about it.

Investor disagreement: the modern approach

Disagreement between economists is a well know fact. However, it took a long time for this concept to be incorporated in economic models. In this survey, we review the consequences and insights provided by recent models. Since disagreement between market agents can be generated through different hypotheses, the main differences between them are highlighted. Finally, this work concludes with a short review of nowcasting using google trends, emphasizing advances connecting both literatures.

Új megoldások a fogyasztói magatartás tendenciáinak vizsgálatára

Törőcsik Mária "A fogyasztói magatartás új tendenciái" című munkájában egy átfogó betekintést ad a posztmodern fogyasztói társadalomba. E világban a dinamikusan változó környezethez alkalmazkodni igyekvő, vágyai és félelmei által vezérelt fogyasztó képe rajzolódik ki, akit folyamatos megfelelni és megmutatni akarás, valamint a József Attila-i „elvegyültem és kiváltam” érzés jellemez. A szerző jelen tanulmányában további szempontokkal kívánja kiegészíteni a Törőcsik Mária megállapításait, így közelebb jutva az általa feltett kérdések megválaszolásához. E célból a fogyasztói magatartás nemzetközi szakirodalmi trendjeit veti össze Törőcsik megállapításaival, illetve egy új fogyasztói trendkutatási eszköz, a Google Trends alkalmazását mutatja be. Teszi ezt azzal a szándékkal, hogy Törőcsik gondolatait alátámassza, illetve kiegészítse az általa meghatározott célrendszerhez igazodóan, miszerint: "Tegyünk most kísérletet arra, hogy a marketinggondolkodás jellemzőit, a kutatók publikációs tevékenységének sűrűsödési pontjait, a gyakorlat megoldásra váró kérdéseit és reakcióit vegyük sorra."

Trends and guidelines in online privacy policy

Online privacy policies (OPP) are important mechanisms for informing online consumers about the level of information privacy protection afforded when visiting web sites. To date, societal mechanisms and technologies have been the focus of attempts to improve the quality and effectiveness of OPPs. We present findings from a longitudinal, empirical study of online privacy policies. Our research found that although online privacy policies have improved in quality and effectiveness since 2000, they still fall well short of the level of privacy assurance desired by consumers. This study analyses trends in OPPs over the two years of the study, identifying areas of deficiency and improvements, and offering a solution in the form of a detailed set of guidelines for organisational online privacy policy. Our study adds to existing theory in this area and, more immediately, will assist businesses concerned about the effect of privacy issues on consumer web usage.

Evidence for mental health occupational therapy: trends in the first decade of the new millenium (200-2013)

This article reports on the evidence for mental health occupational therapy in peer-reviewed journals from 2000 to 2013. Descriptive and inductive methods were used to address this question, with evidence from CINAHL, OTDBase, PSYCInfo, SCOPUS, and Google Scholar® included. Many articles (n = 1,747) were found that met the inclusion and exclusion criteria. A total of 47 different methods were used to develop evidence for mental health occupational therapy, and evidence appeared in 300 separate peer-reviewed journals. It takes on average 7 months for an article to progress from submission to acceptance, and a further 7 months to progress from acceptance to publication. More than 95% of articles published between 2000 and 2002 were cited at least once in the following decade, and around 70% of these citations were recorded in non-occupational therapy journals. The current evidence base for mental health occupational therapy is both substantial and diverse.

Latin America, economic growth trends /

Description based on: Dec., 1969; title from cover.

Unauthorized immigration and immigration reform : present trends and prospects /

Cover title.

Production, consumption and price trends of coffee /

Cover title.

Cotton in Mexico : trends and outlook /

Cover title.

Past and future trends in light truck sales. Final report.

National Highway Traffic Safety Administration, Office of Research and Development, Washington, D.C.

Nonimmigrant workers in the U.S. : current trends and future implications /

Includes bibliographies.