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Christopher Krauss

Christopher Krauss

Friedrich Alexander Universität Erlangen Nürnberg FAU - Erlangen / Germany
Engineering & Technology / Computer Science
AD Scientific Index ID: 1757949
Friedrich-Alexander University Erlangen-Nürnberg
person_outline Christopher Krauss's MOST POPULAR ARTICLES
1-) Deep learning with long short-term memory networks for financial market predictions European journal of operational research 270 (2), 654-669, 2018
2-) Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 European Journal of Operational Research 259 (2), 689-702, 2017
3-) Statistical arbitrage pairs trading strategies: Review and outlook Journal of Economic Surveys 31 (2), 513-545, 2017
4-) Pairs trading with partial cointegration Quantitative Finance 18 (1), 121-138, 2018
5-) Statistical arbitrage in cryptocurrency markets Journal of Risk and Financial Management 12 (1), 31, 2019