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: |
2018
|
|---|---|
| Authors: | Knoll, Julian ; Stübinger, Johannes ; Grottke, Michael |
| Published in: |
Essays on quantitative finance in the context of statistical arbitrage. - Erlangen. - 2018, p. 203-236
|
| 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, |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011901819