Zur Person
Akademischer Hintergrund:
Wirtschaftsmathematik an der Friedrich-Alexander-Universität, Erlangen-Nürnberg, 2015
Publikationen:
- Stübinger, J. (2024). Beyond traditional boundaries: The impact of generative artificial intelligence on higher education. The Human Side of Service Engineering. AHFE (2024) International Conference, 143, 160–166.
- Stübinger J., Schneider L., 2020. Understanding smart city: A data-driven literature review. Sustainability, 12(20), 8460.
- Stübinger J., Schneider L., 2020. Epidemiology of coronavirus COVID-19: Forecasting the future incidence in different countries. Healthcare, 8(2), 9.
- Stübinger J., Adler K., 2020. How to identify varying lead-lag effects in time series data – Implementation, validation, and application of the generalized causality algorithm. Algorithms, 13(4), 95.
- Stübinger J., Mangold B., Knoll J., 2020. Machine learning in football betting: Prediction of match results based on player characteristics. Applied Sciences, 10(1), 46.
- Schneider L., Stübinger J., 2020. Dispersion trading based on the explanatory power of S&P 500 stock returns. Mathematics, 8(9), 1627.
- Knoll J., Stübinger J., 2020. Machine-learning-based statistical arbitrage football betting. Künstliche Intelligenz, 34, 69-80.
- Mangold B., Stübinger J., 2020. Investigating inefficiencies of bookmaker odds in football using machine learning. 3rd International Conference on Advanced Research Methods and Analytics, 173-179.
- Stübinger J., 2019. Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500. Quantitative Finance, 19(6), 921-935.
- Stübinger J., Schneider L., 2019. Statistical arbitrage with mean-reverting overnight price gaps on highfrequency data of the S&P 500. Journal of Risk and Financial Management, 12(2), 51.
- Stübinger, J., 2019. The power of machine learning in the biological context. Biostatistics and Biometrics, 9(4), 1-3.
- Endres S., Stübinger J., 2019. Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processes. Applied Economics, 51(29), 3153-3169.
- Endres S., Stübinger J., 2019. A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns. Quantitative Finance, 19(10), 1727-1740.
- Knoll J., Stübinger J., Grottke M., 2019. Exploiting social media with higher-order factorization machines: Statistical arbitrage on high-frequency data of the S&P 500. Quantitative Finance, 19(4), 571-585.
- Stübinger J., Mangold B., Krauss C., 2018. Statistical arbitrage with vine copulas. Quantitative Finance, 18(11), 1831-1849.
- Stübinger J., Endres S., 2018. Pairs trading with a mean-reverting jump-diffusion model on high-frequency data. Quantitative Finance, 18(10), 1735-1751.
- Stübinger J., Knoll J., 2018. Beat the bookmaker – Winning football bets with machine learning (Best Application Paper). In: Bramer M., Petridis M.. Artificial Intelligence XXXV. Springer, Cham, 219-233.
- Stübinger J., Walter D., Knoll J., 2018. Financial market predictions with factorization machines: Trading the opening hour based on overnight social media data. The Economics and Finance Letters, 5(2), 28-45.
- Stübinger J., Breathier, J., 2017. Statistical arbitrage pairs trading with high-frequency data. International Journal of Economics and Financial Issues, 7(4), 650-662.
Spezialgebiete:
- Data Analytics
- Generative Künstliche Intelligenz
- Digitale Transformation
- Machine Learning
- Digitale Kommunikation
Berufliche Referenzen:
- Seit 2023: Professor Data Analytics und Digitale Kommunikation an der Hochschule Coburg
- 2018-2023: (Senior) Key Expert Data Science, Siemens AG
- 2018-2023: Lehrbeauftragter an der Friedrich-Alexander-Universität Erlangen-Nürnberg, der Technischen Hochschule Deggendorf und der Hochschule Hof
- 2015-2018: Wissenschaftlicher Mitarbeiter am Lehrstuhl für Statistik und Ökonometrie der Friedrich-Alexander-Universität Erlangen-Nürnberg
