How to enable automated trading engines to cope with news-related liquidity shocks? Extracting signals from unstructured data

Decision Support Systems

Volumn 62, Issue , 2014, Pages 32-42

  Groth, Sven S ^a   Siering, Michael ^a   Gomber, Peter ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

Automated trading; e Finance; Forecasting; Liquidity; Simulation; Text mining

Indexed keywords

AUTOMATION; COSTS; DATA MINING; ENGINES; FORECASTING; INVESTMENTS; SIGNAL PROCESSING;

AUTOMATED TRADING; E FINANCES; LIQUIDITY; SIMULATION; TEXT MINING;

COMMERCE;

EID: 84900526411     PISSN: 01679236     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.dss.2014.03.002     Document Type: Article

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