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Search: subject:"statistical arbitrage"
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Finance
Arbitrage
96
statistical arbitrage
72
Statistical arbitrage
64
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54
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54
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53
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53
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25
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English
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Stübinger, Johannes
12
Krauss, Christopher
6
Endres, Sylvia
5
Knoll, Julian
3
Fischer, Thomas
2
Fischer, Thomas G.
2
Grottke, Michael
2
Mangold, Benedikt
2
Schnaubelt, Matthias
2
Flori, Andrea
1
Huck, Nicolas
1
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1
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FAU discussion papers in economics
8
Quantitative finance
5
European journal of operational research : EJOR
3
FAU Discussion Papers in Economics
1
International journal of economics and financial issues : IJEFI
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
18
EconStor
1
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11
Separating the signal from the noise : financial machine learning for Twitter
Schnaubelt, Matthias
;
Fischer, Thomas G.
;
Krauss, …
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012502565
Saved in:
12
Statistical
arbitrage
with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
-
2016
We develop a multivariate
statistical
arbitrage
strategy based on vine copulas - a highly flexible instrument for …
Persistent link: https://www.econbiz.de/10011549742
Saved in:
13
Large data sets and machine learning : applications to
statistical
arbitrage
Huck, Nicolas
- In:
European journal of operational research : EJOR
278
(
2019
)
1
,
pp. 330-342
Persistent link: https://www.econbiz.de/10012102616
Saved in:
14
Exploiting social media with higher-order Factorization Machines :
statistical
arbitrage
on high-frequency data of the S&P 500
Knoll, Julian
;
Stübinger, Johannes
;
Grottke, Michael
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 571-585
Persistent link: https://www.econbiz.de/10012194697
Saved in:
15
Statistical
arbitrage
with optimal causal paths on high-frequency data of the S&P 500
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 921-935
Persistent link: https://www.econbiz.de/10012194730
Saved in:
16
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
Endres, Sylvia
;
Stübinger, Johannes
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1727-1740
Persistent link: https://www.econbiz.de/10012194819
Saved in:
17
Statistical
arbitrage
with vine copulas
Stübinger, Johannes
;
Mangold, Benedikt
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1831-1849
Persistent link: https://www.econbiz.de/10012262849
Saved in:
18
Deep learning with long short-term memory networks for financial market predictions
Fischer, Thomas
;
Krauss, Christopher
- In:
European journal of operational research : EJOR
270
(
2018
)
2
,
pp. 654-669
Persistent link: https://www.econbiz.de/10011869420
Saved in:
19
Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
Stübinger, Johannes
;
Endres, Sylvia
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1735-1751
Persistent link: https://www.econbiz.de/10012261908
Saved in:
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