Lehrstuhl für Statistik und Ökonometrie

Obtaining More Specific Topics and Detecting Weak Signals by Topic Word Selection (2020) Kölbl L, Grottke M Book chapter / Article in edited volumes Beyond Herd Immunity Against Strategic Attackers (2020) Rufino VQ, De Aguiar LP, Menasche DS, Lima C, Cunha I, Altman E, El-Azouzi R, et al. Journal article Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (2020) dos Reis G, Pfeuffer M, Smith G Journal article Machine learning in football betting: Prediction of match results based on player characteristics (2020) Stübinger J, Mangold B, Knoll J Journal article (Generalized) Maximum Cumulative Direct, Residual, and Paired Φ Entropy Approach (2020) Klein I, Doll M Journal article Five Dimensions of the Uncertainty-Disagreement Linkage (2020) Glas A Journal article Optimal trading strategies for Levy-driven Ornstein-Uhlenbeck processes (2019) Endres S, Stübinger J Journal article Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (2019) Stübinger J Journal article Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500 (2019) Stübinger J, Schneider L Journal article Exploiting social media with higher-order Factorization Machines: statistical arbitrage on high-frequency data of the S&P 500 (2019) Knoll J, Stübinger J, Grottke M Journal article