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ECONIS (ZBW)
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RePEc
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Other ZBW resources
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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:
2
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:
3
Deep reinforcement learning for the optimal placement of cryptocurrency limit orders
Schnaubelt, Matthias
- In:
European journal of operational research : EJOR
296
(
2022
)
3
,
pp. 993-1006
Persistent link: https://www.econbiz.de/10013256900
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Thomas Piketty and the rate of time preference
Fischer, Thomas
- In:
Journal of economic dynamics & control
77
(
2017
),
pp. 111-133
Persistent link: https://www.econbiz.de/10011817460
Saved in:
10
Spatial inequality and housing in China
Fischer, Thomas
- In:
Journal of urban economics
134
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014286247
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