Christopher Krauss
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Pairs trading with partial cointegration Quantitative Finance | 2021-09-03 | Paper |
| Separating the signal from the noise -- financial machine learning for Twitter Journal of Economic Dynamics and Control | 2020-06-25 | Paper |
| Statistical arbitrage with vine copulas Quantitative Finance | 2019-02-06 | Paper |
| Pairs trading with partial cointegration Quantitative Finance | 2018-11-14 | Paper |
| Deep learning with long short-term memory networks for financial market predictions European Journal of Operational Research | 2018-07-12 | Paper |
| Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500 European Journal of Operational Research | 2018-05-25 | Paper |
Research outcomes over time
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