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
This page was built for person: Christopher Krauss
