Person:4619516

Available identifiers

zbMath Open stubinger.johannesMaRDI QIDQ4619516

List of research outcomes

Publication	Date of Publication	Type
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns	2019-10-11	Paper
Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500	2019-09-26	Paper
Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500	2019-09-26	Paper
Pairs trading with a mean-reverting jump–diffusion model on high-frequency data	2019-02-06	Paper
Statistical arbitrage with vine copulas	2019-02-06	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Johannes Stübinger