| Deep learning with long short-term memory networks for financial market predictions T Fischer, C Krauss European journal of operational research 270 (2), 654-669, 2018 | 1997 | 2018 |
| Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 C Krauss, XA Do, N Huck European Journal of Operational Research 259 (2), 689-702, 2017 | 638 | 2017 |
| Statistical arbitrage pairs trading strategies: Review and outlook C Krauss Journal of Economic Surveys 31 (2), 513-545, 2017 | 252 | 2017 |
| Pairs trading with partial cointegration M Clegg, C Krauss Quantitative Finance 18 (1), 121-138, 2018 | 71 | 2018 |
| Statistical arbitrage in cryptocurrency markets TG Fischer, C Krauss, A Deinert Journal of Risk and Financial Management 12 (1), 31, 2019 | 60 | 2019 |
| Statistical arbitrage with vine copulas J Stübinger, B Mangold, C Krauss Quantitative Finance 18 (11), 1831-1849, 2018 | 52 | 2018 |
| Non-linear dependence modelling with bivariate copulas: Statistical arbitrage pairs trading on the S&P 100 C Krauss, J Stübinger Applied Economics 49 (52), 5352-5369, 2017 | 39 | 2017 |
| Separating the signal from the noise–financial machine learning for twitter M Schnaubelt, TG Fischer, C Krauss Journal of Economic Dynamics and Control 114, 103895, 2020 | 28 | 2020 |
| Testing stylized facts of bitcoin limit order books M Schnaubelt, J Rende, C Krauss Journal of Risk and Financial Management 12 (1), 25, 2019 | 21 | 2019 |
| Machine learning for time series forecasting-a simulation study T Fischer, C Krauss, A Treichel FAU Discussion Papers in Economics, 2018 | 17 | 2018 |
| The Piotroski F-Score: A fundamental value strategy revisited from an investor's perspective C Krauss, T Krüger, D Beerstecher IWQW Discussion Papers, 2015 | 15 | 2015 |
| On the power and size properties of cointegration tests in the light of high-frequency stylized facts C Krauss, K Herrmann Journal of Risk and Financial Management 10 (1), 7, 2017 | 10 | 2017 |
| Machine learning in futures markets F Waldow, M Schnaubelt, C Krauss, TG Fischer Journal of risk and financial management 14 (3), 119, 2021 | 5 | 2021 |
| Feasible earnings momentum in the US stock market: An investor's perspective C Krauss, D Beerstecher, T Krüger IWQW Discussion Papers, 2015 | 4 | 2015 |
| partialCI: An R package for the analysis of partially cointegrated time series M Clegg, C Krauss, J Rende FAU Discussion Papers in Economics, 2017 | 3 | 2017 |
| Package ‘partialCI’ M Clegg, C Krauss, J Rende, MJ Rende | | 2018 |
| Essays on statistical arbitrage C Krauss Friedrich-Alexander-Universität Erlangen-Nürnberg, 2016 | | 2016 |
| Wertmanagement im Marktwert-Buchwert-Portfolio–ein partialanalytischer Ansatz M Weiss, H Hungenberg, C Krauss | | |
