Johannes Stübinger
Johannes Stübinger
Doktor, FAU Erlangen-Nürnberg
Verified email at fau.de - Homepage
Title
Cited by
Cited by
Year
Epidemiology of coronavirus COVID-19: Forecasting the future incidence in different countries
J Stübinger, L Schneider
Healthcare 8 (2), 99, 2020
502020
Pairs trading with a mean-reverting jump–diffusion model on high-frequency data
J Stübinger, S Endres
Quantitative Finance 18 (10), 1735-1751, 2018
422018
Statistical arbitrage with vine copulas
J Stübinger, B Mangold, C Krauss
Quantitative Finance 18 (11), 1831-1849, 2018
382018
Exploiting social media with higher-order factorization machines: Statistical arbitrage on high-frequency data of the S&P 500
J Knoll, J Stübinger, M Grottke
Quantitative Finance 19 (4), 571-585, 2019
322019
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
262017
Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500
J Stübinger
Quantitative Finance 19 (6), 921-935, 2019
242019
Statistical arbitrage pairs trading with high-frequency data
J Stübinger, J Bredthauer
International Journal of Economics and Financial Issues 7 (4), 650-662, 2017
202017
Optimal trading strategies for Lévy-driven Ornstein–Uhlenbeck processes
S Endres, J Stübinger
Applied Economics 51 (29), 3153-3169, 2019
182019
Understanding smart city—A data-driven literature review
J Stübinger, L Schneider
Sustainability 12 (20), 8460, 2020
162020
Machine learning in football betting: Prediction of match results based on player characteristics
J Stübinger, B Mangold, J Knoll
Applied Sciences 10 (1), 46, 2020
132020
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
S Endres, J Stübinger
Quantitative Finance 19 (10), 1727-1740, 2019
12*2019
Statistical arbitrage with mean-reverting overnight price gaps on high-frequency data of the S&P 500
J Stübinger, L Schneider
Journal of Risk and Financial Management 12 (2), 51, 2019
72019
A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns
S Endres, J Stübinger
Quantitative Finance 19 (10), 1727-1740, 2019
72019
Beat the Bookmaker – Winning Football Bets with Machine Learning (Best Application Paper)
J Stübinger, J Knoll
Artificial Intelligence XXXV, 219-233, 2018
72018
Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data
J Stübinger, D Walter, J Knoll
The Economics and Finance Letters 5 (2), 28-45, 2018
72018
Machine-learning-based statistical arbitrage football betting
J Knoll, J Stübinger
KI-Künstliche Intelligenz 34 (1), 69-80, 2020
52020
How to identify varying lead–lag effects in time series data: Implementation, validation, and application of the generalized causality algorithm
J Stübinger, K Adler
Algorithms 13 (4), 95, 2020
42020
Dispersion Trading Based on the Explanatory Power of S&P 500 Stock Returns
L Schneider, J Stübinger
Mathematics 8 (9), 1627, 2020
12020
Investigating inefficiencies of bookmaker odds in football using machine learning
B Mangold, J Stübinger
Editorial Universitat Politècnica de València, 2020
2020
The Power of Machine Learning in the Biological Context
J Stübinger
Biostatistics and Biometrics 9 (4), 2019
2019
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