Christopher Krauß

List of publications:

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Lehrstuhl für Statistik und Ökonometrie
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Types of publications

Journal article
Book chapter / Article in edited volumes
Authored book
Translation
Thesis
Edited Volume
Conference contribution
Other publication type
Unpublished / Preprint

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Abstract

Journal

Statistical arbitrage pairs trading strategies: Review and outlook (2017) Krauß C Journal article, Original article Non-linear dependence modelling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100 (2017) Krauss C, Stübinger J Journal article, Original article Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2017) Krauß C, Do XA, Huck N Journal article, Original article
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