Tamás Budavári

Johns Hopkins University - Department of Applied Mathematics and Statistics

3400 N Charles Street

Whitehead 100

Baltimore, MD 21218

United States

SCHOLARLY PAPERS

3

DOWNLOADS

616

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Do Tweet Sentiments Still Predict the Stock Market?

Number of pages: 16 Posted: 22 Aug 2016
Jim Kyung-Soo Liew and Tamás Budavári
Johns Hopkins University - Carey Business School and Johns Hopkins University - Department of Applied Mathematics and Statistics
Downloads 616 (42,767)
Citation 2

Abstract:

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Tweet, Sentiment, Market Efficiency, Stock Markets

2.

Pairs Trading Strategy with Geolocation Data: The Battle Between Under Armour and Nike

Posted: 19 Aug 2019
Johns Hopkins University - Carey Business School, Johns Hopkins University - Department of Applied Mathematics and Statistics, Johns Hopkins University, Johns Hopkins University - Carey Business School, Johns Hopkins University and Johns Hopkins University

Abstract:

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pairs trading, geolocation data, machine learning, tweet sentiments, alternative data, artificial intelligence, intraday trading

3.

Probabilistic Record Linkage in Astronomy: Directional Cross-Identification and Beyond

Annual Review of Statistics and Its Application, Vol. 2, Issue 1, pp. 113-139, 2015
Posted: 23 Apr 2015
Tamás Budavári and Thomas Loredo
Johns Hopkins University - Department of Applied Mathematics and Statistics and Cornell University - Center for Radiophysics and Space Research

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Other Papers (1)

Total Downloads: 2
1.

Is Geo-Location Information Helpful in Trading the Spread Between Under Armour and Nike? (Presentation Slides)

IDIES Annual Symposium Oct 2018
Number of pages: 15 Posted: 10 Dec 2018
Jim Kyung-Soo Liew, Tamás Budavári, Xuzhi Wang and Shihao Ma
Johns Hopkins University - Carey Business School, Johns Hopkins University - Department of Applied Mathematics and Statistics, Johns Hopkins University and Johns Hopkins University
Downloads 2

Abstract:

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Pairs, Trading, Geolocation, Machine Learning, AI