Exploiting social media with higher-order factorization machines: statistical arbitrage on high-frequency data of the S&P 500
Julian Knoll, Johannes Stübinger, Michael Grottke
| Year of publication: |
2017
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|---|---|
| Authors: | Knoll, Julian ; Stübinger, Johannes ; Grottke, Michael |
| Published in: |
Higher-order factorization machines : implementation, application, and comparison of a state-of-the-art recommender approach. - Erlangen. - 2017, p. 69-104
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| Subject: | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Social Web | Social web | Text | Künstliche Intelligenz | Artificial intelligence | Lernprozess | Learning process | Theorie | Theory | USA | United States | 2014-2015 |