Browsing All of EconStor by Author Krauss, Christopher

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Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2015 Statistical arbitrage pairs trading strategies: Review and outlookKrauss, Christopher
2015 On the power and size properties of cointegration tests in the light of high-frequency stylized factsKrauss, Christopher; Herrmann, Klaus; Teis, Stefan
2015 Nonlinear dependence modeling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100Krauss, Christopher; Stübinger, Johannes
2015 Feasible earnings momentum in the U.S. stock market: An investor's perspectiveKrauss, Christopher; Beerstecher, Daniel; Krüger, Tom
2015 The Piotroski F-Score: A fundamental value strategy revisited from an investor's perspectiveKrauss, Christopher; Krüger, Tom; Beerstecher, Daniel
2016 Statistical arbitrage with vine copulasStübinger, Johannes; Mangold, Benedikt; Krauss, Christopher
2016 Pairs trading with partial cointegrationClegg, Matthew; Krauss, Christopher
2016 Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500Krauss, Christopher; Do, Xuan Anh; Huck, Nicolas
2017 On the power and size properties of cointegration tests in the light of high-frequency stylized factsKrauss, Christopher; Herrmann, Klaus
2017 Deep learning with long short-term memory networks for financial market predictionsFischer, Thomas; Krauss, Christopher
2017 partialCI: An R package for the analysis of partially cointegrated time seriesClegg, Matthew; Krauss, Christopher; Rende, Jonas
2018 Separating the signal from the noise - financial machine learning for TwitterSchnaubelt, Matthias; Fischer, Thomas G.; Krauss, Christopher
2018 Machine learning for time series forecasting - a simulation studyFischer, Thomas; Krauss, Christopher; Treichel, Alex