Johannes Stübinger

Lehrstuhl für Statistik und Ökonometrie

Using Multi-Dimensional Dynamic Time Warping to Identify Time-Varying Lead-Lag Relationships (2022) Stübinger J, Walter D Journal article Understanding smart city—a data-driven literature review (2020) Stübinger J, Schneider L Journal article Dispersion trading based on the explanatory power of S&P 500 stock returns (2020) Schneider L, Stübinger J Journal article Epidemiology of Coronavirus COVID-19: Forecasting the Future Incidence in Different Countries (2020) Stübinger J, Schneider L Journal article How to identify varying lead-lag effects in time series data: Implementation, validation, and application of the generalized causality algorithm (2020) Stübinger J, Adler K Journal article Machine-Learning-Based Statistical Arbitrage Football Betting (2020) Knoll J, Stübinger J Journal article Machine learning in football betting: Prediction of match results based on player characteristics (2020) Stübinger J, Mangold B, Knoll J Journal article Optimal trading strategies for Levy-driven Ornstein-Uhlenbeck processes (2019) Endres S, Stübinger J Journal article Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (2019) Stübinger J Journal article Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 (2019) Stübinger J, Schneider L Journal article