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~person:"Knoll, Julian"
~subject:"Social media"
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Exploiting social media with higher-order Factorization Machines : statistical arbitrage on high-frequency data of the S&P 500
Knoll, Julian
;
Stübinger, Johannes
;
Grottke, Michael
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 571-585
Persistent link: https://www.econbiz.de/10012194697
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