Christopher Krauß


Lehrstuhl für Statistik und Ökonometrie

Publikationen (Download BibTeX)

Schnaubelt, M., Fischer, T., & Krauß, C. (2019). Separating the signal from the noise - financial machine learning for Twitter. (Unpublished, Submitted).
Fischer, T., & Krauß, C. (2018). Deep learning with long short-term memory networks for financial market predictions. European Journal of Operational Research, 270(2), 654-669.
Clegg, M., & Krauß, C. (2018). Pairs trading with partial cointegration. Quantitative Finance, 18(1), 121-138.
Stübinger, J., Mangold, B., Krauß, C., & Krauss, C. (2018). Statistical arbitrage with vine copulas. Quantitative Finance.
Krauß, C., Do, X.A., & Huck, N. (2017). Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500. European Journal of Operational Research, 259(2), 689-702.
Krauß, C., & Herrmann, K. (2017). On the power and size properties of cointegration tests in the light of high-frequency stylized facts. Journal of Financial Risk Management, 10(1).
Krauß, C. (2017). Statistical arbitrage pairs trading strategies: Review and outlook. Journal of Economic Surveys, 31(2), 513-545.

Zuletzt aktualisiert 2019-23-01 um 22:23