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

Sven S. Groth, Michael Siering, Peter Gomber. How to enable automated trading engines to cope with news-related liquidity shocks? Extracting signals from unstructured data. Decision Support Systems, 62:32-42, 2014. [doi]

Authors

Sven S. Groth

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Michael Siering

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Peter Gomber

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