| Understanding smart city—a data-driven literature review J Stübinger, L Schneider Sustainability 12 (20), 8460, 2020 | 133 | 2020 |
| Epidemiology of coronavirus COVID-19: Forecasting the future incidence in different countries J Stübinger, L Schneider Healthcare 8 (2), 99, 2020 | 100 | 2020 |
| Machine learning in football betting: Prediction of match results based on player characteristics J Stübinger, B Mangold, J Knoll Applied Sciences 10 (1), 46, 2019 | 78 | 2019 |
| Pairs trading with a mean-reverting jump–diffusion model on high-frequency data J Stübinger, S Endres Quantitative Finance 18 (10), 1735-1751, 2018 | 65 | 2018 |
| Statistical arbitrage with vine copulas J Stübinger, B Mangold, C Krauss Quantitative Finance 18 (11), 1831-1849, 2018 | 55 | 2018 |
| Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 J Stübinger Quantitative Finance 19 (6), 921-935, 2019 | 53 | 2019 |
| 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 | 44 | 2017 |
| 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 | 38 | 2019 |
| Optimal trading strategies for Lévy-driven Ornstein–Uhlenbeck processes S Endres, J Stübinger Applied Economics 51 (29), 3153-3169, 2019 | 35 | 2019 |
| Statistical arbitrage pairs trading with high-frequency data J Stübinger, J Bredthauer International Journal of Economics and Financial Issues 7 (4), 650-662, 2017 | 30 | 2017 |
| 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 | 20 | 2019 |
| Using multi-dimensional dynamic time warping to identify time-varying lead-lag relationships J Stübinger, D Walter Sensors 22 (18), 6884, 2022 | 17 | 2022 |
| Machine-learning-based statistical arbitrage football betting J Knoll, J Stübinger KI-Künstliche Intelligenz 34 (1), 69-80, 2020 | 17 | 2020 |
| Beat the bookmaker–winning football bets with machine learning (best application paper) J Stübinger, J Knoll Artificial Intelligence XXXV: 38th SGAI International Conference on …, 2018 | 13 | 2018 |
| 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 | 12 | 2019 |
| Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data J Stübinger, D Walter, J Knoll FAU Discussion Papers in Economics, 2017 | 9 | 2017 |
| Epidemiology of coronavirus COVID-19: Forecasting the future incidence in different countries. Healthcare, 8 (2), 1-15 J Stübinger, L Schneider | 6 | 2020 |
| Understanding smart city—a data-driven literature review. Sustainability 12 (20), 8460 J Stübinger, L Schneider | 6 | 2020 |
| HEALTHCARE? WHY ASK | 5 | 2020 |
| Regime-switching modeling of high-frequency stock returns with Lévy jumps S Endres, J Stübinger Quant. Financ 19, 1727-1740, 2019 | 5 | 2019 |