Browsing All of EconStor by Author Krauss, Christopher
Showing results 1 to 16 of 16
| Year of Publication | Title | Author(s) |
| 2015 | The Piotroski F-Score: A fundamental value strategy revisited from an investor's perspective | Krauss, Christopher; Krüger, Tom; Beerstecher, Daniel |
| 2015 | Statistical arbitrage pairs trading strategies: Review and outlook | Krauss, Christopher |
| 2015 | Feasible earnings momentum in the U.S. stock market: An investor's perspective | Krauss, Christopher; Beerstecher, Daniel; Krüger, Tom |
| 2015 | On the power and size properties of cointegration tests in the light of high-frequency stylized facts | Krauss, Christopher; Herrmann, Klaus; Teis, Stefan |
| 2015 | Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100 | Krauss, Christopher; Stübinger, Johannes |
| 2016 | Pairs trading with partial cointegration | Clegg, Matthew; Krauss, Christopher |
| 2016 | Statistical arbitrage with vine copulas | Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher |
| 2016 | Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 | Krauss, Christopher; Do, Xuan Anh; Huck, Nicolas |
| 2017 | Deep learning with long short-term memory networks for financial market predictions | Fischer, Thomas; Krauss, Christopher |
| 2017 | partialCI: An R package for the analysis of partially cointegrated time series | Clegg, Matthew; Krauss, Christopher; Rende, Jonas |
| 2017 | On the power and size properties of cointegration tests in the light of high-frequency stylized facts | Krauss, Christopher; Herrmann, Klaus |
| 2018 | Machine learning for time series forecasting - a simulation study | Fischer, Thomas; Krauss, Christopher; Treichel, Alex |
| 2018 | Separating the signal from the noise - financial machine learning for Twitter | Schnaubelt, Matthias; Fischer, Thomas G.; Krauss, Christopher |
| 2019 | Testing stylized facts of Bitcoin limit order books | Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher |
| 2019 | Statistical arbitrage in cryptocurrency markets | Fischer, Thomas Günter; Krauss, Christopher; Deinert, Alexander |
| 2021 | Machine learning in futures markets | Waldow, Fabian; Schnaubelt, Matthias; Krauss, Christopher; Fischer, Thomas G. |
