Sven S. Groth

According to our database, Sven S. Groth authored at least 8 papers between 2008 and 2014.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2014

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

Decis. Support Syst., 2014

2011

An intraday market risk management approach based on textual analysis.

Sven S. Groth, Jan Muntermann

Decis. Support Syst., 2011

Does Algorithmic Trading Increase Volatility? Empirical Evidence from the Fully-Electronic Trading Platform Xetra.

Sven S. Groth

Proceedings of the 10. Internationale Tagung Wirtschaftsinformatik, 2011

2010

Discovering Intraday Market Risk Exposures in Unstructured Data Sources: The Case of Corporate Disclosures.

Sven S. Groth, Jan Muntermann

Proceedings of the 43rd Hawaii International International Conference on Systems Science (HICSS-43 2010), 2010

Enhancing Automated Trading Engines To Cope With News-Related Liquidity Shocks.

Sven S. Groth

Proceedings of the 18th European Conference on Information Systems, 2010

2009

Supporting Investment Management Processes with Machine Learning Techniques.

Sven S. Groth, Jan Muntermann

Proceedings of the Business Services: Konzepte, 2009

Algorithmic Trading Engines and Liquidity Contribution: The Blurring of "Traditional" Definitions.

Sven S. Groth

Proceedings of the Software Services for e-Business and e-Society, 2009

2008

A Text Mining Approach to Support Intraday Financial Decision-Making.

Sven S. Groth, Jan Muntermann

Proceedings of the Learning from the past & charting the future of the discipline. 14th Americas Conference on Information Systems, 2008