Finanzmarktprognosen

A Topic Modeling Perspective on Investor Uncertainty (2023) Perico Ortiz H, Schnaubelt M, Seifert O Other publication type Forecasting Realized Volatility in Turbulent Times using Temporal Fusion Transformers (2023) Frank J Other publication type Machine Learning in Futures Markets (2021) Waldow F, Schnaubelt M, Krauss C, Fischer T Journal article Deep reinforcement learning for the optimal placement of cryptocurrency limit orders (2021) Schnaubelt M Journal article Dispersion trading based on the explanatory power of S&P 500 stock returns (2020) Schneider L, Stübinger J Journal article Zur Reaktion von Unternehmen auf die Coronakrise: Welche Rolle spielen die erwartete Krisendauer und die Geschäftslage vor der Krise? (2020) Buchheim L, Dovern J, Krolage C, Link S Other publication type Separating the signal from the noise - financial machine learning for Twitter (2020) Schnaubelt M, Fischer T, Krauß C Journal article, Original article Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (2020) dos Reis G, Pfeuffer M, Smith G Journal article Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (2019) Knoll J, Stübinger J, Grottke M Journal article A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (2019) Endres S, Stübinger J Journal article