Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter,

2021.

Interpretable machine learning for diversified portfolio construction.

In:

6th European Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 9 September 2021.

Verfügbar unter: https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf

Gramespacher, Thomas; Posth, Jan-Alexander,

2021.

Employing explainable AI to optimize the return target function of a loan portfolio.

Frontiers in Artificial Intelligence.

4(693022).

Verfügbar unter: https://doi.org/10.3389/frai.2021.693022

Hauf, Patrick; Trummer, Stefan,

2021.

New computing architectures meet 'interest rate risk in the banking book'.

Risk Intelligence.

Verfügbar unter: https://www.garp.org/risk-intelligence/technology/data/a1Z1W000005lJCGUA2

Posth, Jan-Alexander; Kotlarz, Piotr Kamil; Hadji Misheva, Branka; Osterrieder, Jörg; Schwendner, Peter,

2021.

The applicability of self-play algorithms to trading and forecasting financial markets.

Frontiers in Artificial Intelligence.

4(668465).

Verfügbar unter: https://doi.org/10.3389/frai.2021.668465

Stumpp, Bettina Eva; Tanner, Michaela,

2021.

Mit agilen Impulsen aus der Covid-Krise : was Banken aus unbürokratischen und effizienten Covid-Kreditvergaben lernen.

MoneyToday.ch.

Verfügbar unter: https://www.moneytoday.ch/news/mit-agilen-impulsen-aus-der-covid-krise/

Jaeger, Markus; Krügel, Stephan; Papenbrock, Jochen; Schwendner, Peter,

2021.

'Adaptive seriational risk parity' and other extensions for heuristic portfolio construction using machine learning and graph theory.

SSRN.

Verfügbar unter: https://doi.org/10.2139/ssrn.3806714

Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan,

2021.

Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios.

The Journal of Financial Data Science.

3(2), S. 51-69.

Verfügbar unter: https://doi.org/10.3905/jfds.2021.1.056

Bachmann, Kremena,

2021.

Active choice, beliefs updating and subsequent risk taking [Paper].

In:

2021 Behavioural Finance Working Group Conference, London, United Kingdom, 10-11 June 2021.

Schwendner, Peter; Papenbrock, Jochen; Jaeger, Markus; Krügel, Stephan,

2021.

Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory.

The Journal of Financial Data Science.

3(4), S. 65-83.

Verfügbar unter: https://doi.org/10.3905/jfds.2021.1.078

Posth, Jan-Alexander,

2021.

AI & sustainable investing : the green tech revolution enabling sustainable and responsible investment leveraging AI and Big Data.

In:

FinTech : Regulatory Challenges and Sustainability Opportunities, virtual, 28 April 2021.