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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
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Big data, computational science, economics, finance, marketing, management, and psychology : connections
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 11 (2018) 1, pp. 1-29
The paper provides a review of the literature that connects Big Data, Computational Science, Economics, Finance …
Persistent link: https://www.econbiz.de/10011855163
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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
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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
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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
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Editorial statement in honor of Professor Michael McAleer
Alghalith, Moawia; Swanson, Norman R.; Vasnev, Andrey; … - In: Annals of financial economics 16 (2021) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10013185326