Hans Christian Schmitz

Deka Investment GmbH

Mainzer Landstrasse 16

Frankfurt am Main, 60325

Germany

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When Machines Trade on Corporate Disclosures: Using Text Analytics for Investment Strategies

Number of pages: 30 Posted: 26 Sep 2021 Last Revised: 26 Oct 2021
Hans Christian Schmitz, Bernhard Lutz, Dominik Wolff, Dominik Wolff and Dirk Neumann
Deka Investment GmbH, University of Freiburg, Deka Investment GmbHTechnical University of Darmstadt and University of Freiburg
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Abstract:

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Finance, investment strategies, machine learning, text mining, decision support