Browsing All of EconStor by Author Schnaubelt, Matthias
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
2018 | Separating the signal from the noise - financial machine learning for Twitter | Schnaubelt, Matthias; Fischer, Thomas G.; Krauss, Christopher |
2019 | A comparison of machine learning model validation schemes for non-stationary time series data | Schnaubelt, Matthias |
2019 | Testing stylized facts of Bitcoin limit order books | Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher |
2020 | Deep reinforcement learning for the optimal placement of cryptocurrency limit orders | Schnaubelt, Matthias |
2020 | Valuation ratios, surprises, uncertainty or sentiment: How does financial machine learning predict returns from earnings announcements? | Schnaubelt, Matthias; Seifert, Oleg |
2021 | Machine learning in futures markets | Waldow, Fabian; Schnaubelt, Matthias; Krauss, Christopher; Fischer, Thomas G. |
2023 | A topic modeling perspective on investor uncertainty | Perico Ortiz, Daniel; Schnaubelt, Matthias; Seifert, Oleg |