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Publications by Christopher Krauss

Deep Neural Networks, Gradient-Boosted Trees, Random Forests: Statistical Arbitrage on the S&P 500

European Journal of Operational Research

Information Systems

Management Science

Computer Science

Operations Research

English

Pairs Trading With Partial Cointegration

Quantitative Finance

English

On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts

Journal of Risk and Financial Management

English

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Evaluating Public Programs With Close Substitutes: The Case of Head Start

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Rules With Discretion and Local Information*

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Optimal Tax Progressivity: An Analytical Framework*

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Thinking, Fast and Slow? Some Field Experiments to Reduce Crime and Dropout in Chicago

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Earnings Determination and Taxes: Evidence From a Cohort-Based Payroll Tax Reform in Greece

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A Dynamic Theory of Resource Wars

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Generating Skilled Self-Employment in Developing Countries: Experimental Evidence From Uganda

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Ideological Segregation Online and Offline *

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