Information Technology papers

Developing high frequency foreign exchange trading systems

Bruce Vanstone et al. — Tue, 06 Nov 2012 16:08:08 PST

The foreign exchange (FX) spot markets are well suited to high frequency trading. They are highly liquid, allow leverage, and trade 24 hours a day, 5 days a week. This paper documents and tests the stylized facts known about high-frequency FX markets. It then postulates a high frequency trading system on the basis of these stylized facts. Benchmarking confirms the robustness of the approach, demonstrating the role algorithmic trading has to play in higher frequency trading environments.

Momentum returns to S&P/ASX 100 constituents

Bruce Vanstone et al. — Tue, 06 Nov 2012 15:23:06 PST

Quantitative approaches to content analysis: Identifying conceptual drift across publication outlets

Marta Indulska et al. — Sun, 14 Oct 2012 21:05:16 PDT

Unstructured text data, such as emails, blogs, contracts, academic publications, organizational documents, transcribed interviews, and even tweets, are important sources of data in Information Systems research. Various forms of qualitative analysis of the content of these data exist and have revealed important insights. Yet, to date, these analyses have been hampered by limitations of human coding of large data sets, and by bias due to human interpretation. In this paper, we compare and combine two quantitative analysis techniques to demonstrate the capabilities of computational analysis for content analysis of unstructured text. Specifically, we seek to demonstrate how two quantitative analytic methods, viz., Latent Semantic Analysis and data mining, can aid researchers in revealing core content topic areas in large (or small) data sets, and in visualizing how these concepts evolve, migrate, converge or diverge over time. We exemplify the complementary application of these techniques through an examination of a 25-year sample of abstracts from selected journals in Information Systems, Management, and Accounting disciplines. Through this work, we explore the capabilities of two computational techniques, and show how these techniques can be used to gather insights from a large corpus of unstructured text.

Member engagement within digitally enabled social network communities: New methodological considerations

M. Germonprez et al. — Sun, 14 Oct 2012 20:03:38 PDT

Developing interfield nomological nets

K. R. Larsen et al. — Sun, 14 Oct 2012 19:33:38 PDT

As behavioral research has expanded in Information Systems and other scientific fields, researchers are recognizing that construct proliferation increases the difficulty in identifying the nomological networks of constructs pertaining to any given research question. An Inter-Nomological Network uses semantic analysis to systematically identify, categorize, and predict relationships among the constructs that define the combined cognitive interest of behavioral scientific fields. Researchers can thereby identify concentrations in behavioral research around similar phenomena related to human experiences that transcend field boundaries, and that may in fact have common cognitive underpinnings. Interfield theory development is supported by discovery of nomological relationships between scientific fields. Preliminary results demonstrating confirmatory, exploratory, and interfield research applications are presented.

Localizing and identifying theory: A meta-theoretical approach

Dirk S. Hovorka et al. — Sun, 14 Oct 2012 19:10:39 PDT

Despite extensive research in Information Systems regarding the development, anatomy, evaluation , characteristics of, and nativeness of theory, the identity of theory remains problematic. Theories develop over time and as the constituent variable and associations are modified, the “true” representation of a theory becomes a salient question. In this research, theory domains for quantitative theories are located and identified in a large-scale nomological net. This metatheoretical approach is demonstrated to provide researchers a method for comparison of the degree of evidentiary support for theory domains, locating areas of theoretical saturation and sparsity, and identifying possible pathways for theory integration and extension.

Visualizing the core-periphery distinction: A meta-theoretical approach

D. S. Hovorka et al. — Sun, 14 Oct 2012 18:03:51 PDT

As the specific parts of a theory are refined over time the core concepts and associations of a theory provide the identity of a theory’s domain. This research applies a meta-theoretical analysis to the problem of theory identity and the core-periphery distinction. The theoreticoempirical network for quantitative publications over a 30 year span of top Information Systems journals is analysed and visualized to illustrate these aspects of theory. The analysis provides insight into the density of research in specific theory domains, the explanatory ubiquity of core postulates, and suggests opportunities for increasing explanatory depth and integration in select theory domains.

IS sustainability research: A trans-disciplinary framework for a ‘grand challenge'

Dirk S. Hovorka et al. — Sun, 14 Oct 2012 17:33:38 PDT

To address the “grand challenge” of biosphere sustainability, it is imperative that we examine the assumptions and philosophies underlying Information Systems sustainability research and expand research approaches. Despite calls for trans-disciplinary research and recognition that addressing sustainability will require multiple perspectives, a review of the IS sustainability literature finds that few publications incorporate knowledge or methods from outside traditional businesscentric boundaries. Drawing on a diverse range of IS and sustainability literature, we develop a trans-disciplinary framework for IS Sustainability Research (ISSR) based on a view of sustainability that recognizes the environment as a critical stakeholder rather than a collection of resources to be managed and exploited. We identify three broad areas of inquiry and representative research questions which address the connections between human activity, the natural capital of the biosphere, and the societal goals of human-environment interactions through which ISSR can contribute to the grand challenge of biosphere sustainability.

A meta-theoretic approach to theory integration in information systems

Dirk Hovorka et al. — Wed, 03 Oct 2012 16:38:05 PDT

This research presents a meta-theoretic analysis of a nomological net for the purpose of identification of potential pathways for theory integration and multi-level theory development. Success in these two areas holds the potential to reduce theory clutter in IS and related social sciences. As a proof-of-concept, we identify theory domains that share ancillary variables or functional/structural components, using a 20-year sample of construct-based quantitative research published in core journals of the IS discipline. Identification of shared variables provide possible extension and integration development that will reduce theory fragmentation and may lead to discovery of fundamental unifying processes that underlie phenomena across disciplines.

The balance of routing energy consumption in wireless sensor networks

Xiaoguang Zhang et al. — Mon, 12 Sep 2011 23:30:27 PDT

In order to tackle the energy hole problem of sensor networks, the non-uniform node deployment strategy was presented recently. For achieving the expected performance of this deployment method, nodes need to transmit data to the sink node by selecting a node in the adjacent inner region decided by the deployment strategy. Since nodes near the outer boundary of a region will be covered by more nodes, the random selection method will cause the unbalanced energy consumption problem. In this paper, this issue is rigorously studied and a region constraint selection scheme is proposed based on the analytical result. By combining the region constraint strategy and the maximum energy node selection mechanism, a hybrid scheme is presented. Numerical and simulation results show that the region constraint scheme can achieve acceptable performance improvements over the random scheme and the hybrid mechanism also gains better performance in comparison to the maximum energy node selection scheme.