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Self-learning improvement by means of cloud computing


  • Gicu Călin DEAC

    (University POLITEHNICA of Bucharest, Splaiul Independentei nr. 313, Sector 6, Bucharest)

  • Crina Narcisa DEAC

    (University POLITEHNICA of Bucharest, Splaiul Independentei nr. 313, Sector 6, Bucharest)

  • Costel Emil Cotet

    (University POLITEHNICA of Bucharest, Splaiul Independentei nr. 313, Sector 6, Bucharest)

  • Mihalache GHINEA

    (University POLITEHNICA of Bucharest, Splaiul Independentei nr. 313, Sector 6, Bucharest)


This paper describes some results of authors' research in machine reading at scale as a support for self-learning, which combines the challenges of document retrieval (finding the relevant articles) with that of machine comprehension of text (identifying the answer spans from those articles). Our approach combines a search component based on bigram hashing and TF-IDF (term frequency–inverse document frequency) matching with a multi-layer recurrent neural network model trained to detect answers in Wikipedia paragraphs.

Suggested Citation

  • Gicu Călin DEAC & Crina Narcisa DEAC & Costel Emil Cotet & Mihalache GHINEA, 2017. "Self-learning improvement by means of cloud computing," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 4(1), pages 101-108, November.
  • Handle: RePEc:icb:wpaper:v:4:y:2017:i:1:101-108

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    References listed on IDEAS

    1. Hoesli, Martin & Oikarinen, Elias, 2012. "Are REITs real estate? Evidence from international sector level data," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1823-1850.
    2. Roger G. Ibbotson & Laurence B. Siegel, 1984. "Real Estate Returns: A Comparison with Other Investments," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 12(3), pages 219-242.
    3. Alexander, Gordon J. & Baptista, Alexandre M., 2002. "Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 26(7-8), pages 1159-1193, July.
    4. Clayton, Jim & MacKinnon, Greg, 2003. "The Relative Importance of Stock, Bond and Real Estate Factors in Explaining REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 27(1), pages 39-60, July.
    5. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007. "Investing for the Long-run in European Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 35-80, January.
    6. Elias Oikarinen & Martin Hoesli & Camilo Serrano, 2011. "The Long-Run Dynamics between Direct and Securitized Real Estate," Journal of Real Estate Research, American Real Estate Society, vol. 33(1), pages 73-104.
    7. Haim Levy, 1992. "Stochastic Dominance and Expected Utility: Survey and Analysis," Management Science, INFORMS, vol. 38(4), pages 555-593, April.
    8. repec:arz:wpaper:eres2012-232 is not listed on IDEAS
    9. Westerheide, Peter, 2006. "Cointegration of real estate stocks and REITs with common stocks, bonds and consumer price inflation: an international comparison," ZEW Discussion Papers 06-057, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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    More about this item


    self-learning; NLP; machine learning;

    JEL classification:

    • I29 - Health, Education, and Welfare - - Education - - - Other


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