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Christopher Krauß
List of publications:
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Lehrstuhl für Statistik und Ökonometrie
Publications
(13)
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Journal article
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Book chapter / Article in edited volumes
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Machine Learning in Futures Markets (2021)
Waldow F, Schnaubelt M, Krauss C, Fischer T
Journal article
Separating the signal from the noise - financial machine learning for Twitter (2020)
Schnaubelt M, Fischer T, Krauß C
Journal article, Original article
Statistical Arbitrage in Cryptocurrency Markets (2019)
Fischer T, Krauss C, Deinert A
Journal article
Testing Stylized Facts of Bitcoin Limit Order Books (2019)
Schnaubelt M, Rende J, Krauss C
Journal article
Statistical arbitrage with vine copulas (2018)
Stübinger J, Mangold B, Krauss C
Journal article, Original article
Pairs trading with partial cointegration (2018)
Clegg M, Krauß C
Journal article
Deep learning with long short-term memory networks for financial market predictions (2018)
Fischer T, Krauß C
Journal article, Original article
Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100. (2017)
Krauss C, Stübinger J
Journal article, Original article
partialCI: An R package for the analysis of partially cointegrated time series (2017)
Clegg M, Krauss C, Rende J
Other publication type
On the power and size properties of cointegration tests in the light of high-frequency stylized facts (2017)
Krauß C, Herrmann K
Journal article
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