1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.SI2014
News-Based Group Modeling and Forecasting
Wenbin Zhang, Steven Skiena
In this paper, we study news group modeling and forecasting methods using quantitative data generated by our large-scale natural language processing (NLP) text analysis system. A n…
q-fin.PM2014★ 1 cited
A Multi-factor Adaptive Statistical Arbitrage Model
Wenbin Zhang, Zhen Dai, Bindu Pan +1
This paper examines the implementation of a statistical arbitrage trading strategy based on co-integration relationships where we discover candidate portfolios using multiple facto…