Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (Q5234313)
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scientific article; zbMATH DE number 7110436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 |
scientific article; zbMATH DE number 7110436 |
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Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (English)
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26 September 2019
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finance
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factorization machine
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social media
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statistical arbitrage
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high-frequency trading
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machine learning
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