# Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500

> Research article (Quantitative Finance, 2018) · cited 26× · AI/ML

**Wikidata**: [openalex:W2745188987](https://www.wikidata.org/wiki/openalex:W2745188987)  
**Source**: https://4ort.xyz/entity/exploiting-social-media-with-higher-order-factorization-machines-statistical-arbitrage-on-high-frequency-data-of-the-s-a