Browsing All of EconStor by Author Krauss, Christopher


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