Exploiting social media with higher-order Factorization Machines : statistical arbitrage on high-frequency data of the S&P 500
Julian Knoll, Johannes Stübinger and Michael Grottke
| Year of publication: |
2019
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|---|---|
| Authors: | Knoll, Julian ; Stübinger, Johannes ; Grottke, Michael |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 4, p. 571-585
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| Subject: | Factorization Machine | Finance | High-frequency trading | Machine learning | Social media | Statistical arbitrage | Künstliche Intelligenz | Artificial intelligence | Social Web | Social web | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Lernprozess | Learning process | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Text | Arbitrage |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1521002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194697