Stübinger, Johannes; Walter, Dominik; Knoll, Julian - 2017
financial markets using Factorization Machines, which represent a state-of-the-art algorithm coping with high-dimensional data …-order Factorization Machines (SFM), third-order Factorization Machines (TFM), and adaptive-order FactorizationMachines (AFM). In the back …-testing study, we prove the efficiency of Factorization Machines in general and show that increasing complexity of Factorization …