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When the U.S. catches a cold, Canada sneezes : a lower-bound tale told by deep learning

Lepetyuk, Vadym; Maliar, Lilia; Maliar, Serguei - 2019

Persistent link: https://www.econbiz.de/10012196854

Demand estimation with machine learning and model combination

Bajari, Patrick L.; Nekipelov, Denis N.; Ryan, Stephen; … - 2015

Persistent link: https://www.econbiz.de/10010496176

When the U.S. catches a cold, Canada sneezes : a lower-bound tale told by deep learning

Lepetyuk, Vadym; Maliar, Lilia; Maliar, Serguei - In: Journal of economic dynamics & control 117 (2020), pp. 1-37

Persistent link: https://www.econbiz.de/10012503249

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: Higher-order factorization machines : implementation, …, (pp. 69-104). 2017

Persistent link: https://www.econbiz.de/10011901662

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: Essays on quantitative finance in the context of …, (pp. 203-236). 2018

Persistent link: https://www.econbiz.de/10011901819

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 - 2017

Over the past 15 years,there have been a number of studies using text mining for predicting stock market data. Two recent publications employed support vector machines and second-order Factorization Machines, respectively, to this end. However, these approaches either completely neglect...

Persistent link: https://www.econbiz.de/10011656152