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~person:"Grottke, Michael"
~type_genre:"Aufsatz im Buch"
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Essays on quantitative finance in the context of statistical arbitrage
1
Higher-order factorization machines : implementation, application, and comparison of a state-of-the-art recommender approach
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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:
Essays on quantitative finance in the context of …
,
(pp. 203-236)
.
2018
Persistent link: https://www.econbiz.de/10011901819
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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:
Higher-order factorization machines : implementation, …
,
(pp. 69-104)
.
2017
Persistent link: https://www.econbiz.de/10011901662
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