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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

Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500

Stübinger, Johannes - In: Quantitative finance 19 (2019) 6, pp. 921-935

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Artificial intelligence in innovation : how to spot emerging trends and technologies

Mühlroth, Christian; Grottke, Michael - In: IEEE transactions on engineering management : EM 69 (2022) 2, pp. 493-510

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A systematic literature review of constraint-based innovations : state of the art and future perspectives

Agarwal, Nivedita; Grottke, Michael; Mishra, Shefali; … - In: IEEE transactions on engineering management : EM 64 (2017) 1, pp. 3-15

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Towards a higher socio-economic impact through shared understanding of product requirements in emerging markets : the case of the Indian healthcare innovations

Agarwal, Nivedita; Brem, Alexander; Grottke, Michael - In: Technological forecasting & social change : an … 135 (2018), pp. 91-98

Persistent link: https://www.econbiz.de/10011961296

Big Data im Innovationsmanagement: Wie Machine Learning die Suche nach Trends und Technologien revolutioniert

Kölbl, Laura; Mühlroth, Christian; Wiser, Fabian; … - In: HMD : Praxis der Wirtschaftsinformatik 56 (2019) 329, pp. 900-913

Innovationsmanagement ist für Unternehmen in der heutigen Zeit ein wichtiges Instrument, um in sich schnell wandelnden Märkten konkurrenzfähig und erfolgreich zu bleiben. Dafür stehen in der heutigen Zeit große Mengen an Daten zur Verfügung, aus denen die relevanten Informationen jedoch...

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A systematic literature review of mining weak signals and trends for corporate foresight

Mühlroth, Christian; Grottke, Michael - In: Journal of business economics : JBE 88 (2018) 5, pp. 643-687

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Statistical arbitrage with vine copulas

Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher - In: Quantitative finance 18 (2018) 11, pp. 1831-1849

Persistent link: https://www.econbiz.de/10012262849

Non-linear dependence modelling with bivariate copulas : statistical arbitrage pairs trading on the S&P 100

Krauss, Christopher; Stübinger, Johannes - In: Applied economics 49 (2017) 52, pp. 5352-5369

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A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns

Endres, Sylvia; Stübinger, Johannes - In: Quantitative finance 19 (2019) 10, pp. 1727-1740

Persistent link: https://www.econbiz.de/10012194819