//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the power and size properti...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Arbitrage
6
Portfolio selection
5
Portfolio-Management
5
Statistical arbitrage
5
Finance
4
Learning process
3
Lernprozess
3
Multivariate Verteilung
3
Multivariate distribution
3
Aggregation of risk
2
Capital income
2
Deep learning
2
Financial investment
2
Kapitalanlage
2
Kapitaleinkommen
2
Learning
2
Lernen
2
Machine learning
2
Pairs trading
2
Quantitative strategies
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Statistical method
2
Statistische Methode
2
copula
2
dependence
2
(G)AEP algorithm
1
Anlageverhalten
1
Artificial intelligence
1
Behavioural finance
1
Cointegration
1
Copula
1
Copulas
1
Dependence
1
Dependence structures
1
Ensemble learning
1
more ...
less ...
Online availability
All
Undetermined
Free
47
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
12
Undetermined
1
Author
All
Krauss, Christopher
7
Herrmann, Klaus
6
Fischer, Matthias
2
Gijbels, Irène
2
Stübinger, Johannes
2
Beirlant, Jan
1
Clegg, Matthew
1
De Spiegeleer, Jan
1
Do, Xuan Anh
1
Fischer, Thomas
1
Fischer, Thomas G.
1
Hofert, Marius
1
Huck, Nicolas
1
Mailhot, Mélina
1
Mangold, Benedikt
1
Reynkens, Tom
1
Schnaubelt, Matthias
1
Schoutens, Wim
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
2
Quantitative finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Applied economics
1
Applied mathematical finance
1
Insurance: Mathematics and Economics
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
OLC EcoSci
1
RePEc
1
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical arbitrage pairs trading strategies : review and outlook
Krauss, Christopher
- In:
Journal of economic surveys
31
(
2017
)
2
,
pp. 513-545
Persistent link: https://www.econbiz.de/10011757532
Saved in:
2
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:
3
Deep neural networks, gradient-boosted trees, random forests : statistical arbitrage on the S&P 500
Krauss, Christopher
;
Do, Xuan Anh
;
Huck, Nicolas
- In:
European journal of operational research : EJOR
259
(
2017
)
2
,
pp. 689-702
Persistent link: https://www.econbiz.de/10011661795
Saved in:
4
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:
5
Non-linear dependence modelling with bivariate copulas : statistical arbitrage pairs trading on the S&P 100
Krauss, Christopher
;
Stübinger, Johannes
- In:
Applied economics
49
(
2017
)
52
,
pp. 5352-5369
Persistent link: https://www.econbiz.de/10011845139
Saved in:
6
Pairs trading with partial cointegration
Clegg, Matthew
;
Krauss, Christopher
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 121-138
Persistent link: https://www.econbiz.de/10011905837
Saved in:
7
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:
8
An alternative maximum entropy model for time-varying moments with application to financial returns
Herrmann, Klaus
;
Fischer, Matthias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009515146
Saved in:
9
Multivariate geometric tail- and range-value-at-risk
Herrmann, Klaus
;
Hofert, Marius
;
Mailhot, Mélina
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 265-292
Persistent link: https://www.econbiz.de/10012194132
Saved in:
10
Optimal expected-shortfall portfolio selection with copula-induced dependence
Gijbels, Irène
;
Herrmann, Klaus
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 66-106
Persistent link: https://www.econbiz.de/10011959117
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->