Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data
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More about this item
Keywords
finance; social media data; Factorization Machine; overnight information; statistical arbitrage; high-frequency trading;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2017-11-19 (Computational Economics)
- NEP-MST-2017-11-19 (Market Microstructure)
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