Prof. Dr. Jan-Alexander Posth
Prof. Dr. Jan-Alexander Posth
ZHAW
School of Management and Law
Fachstelle für Asset Management
Gertrudstrasse 8
8400 Winterthur
Arbeit an der ZHAW
Tätigkeit
Professor für Asset Management
Arbeits- und Forschungsschwerpunkte
Sustainable Finance & SRI/ESG, GreenTech & Artificial Intelligence in Finance, Risk & Risk Management
Lehrtätigkeit
- MSc Quantitative Investment Strategies
- MSc Sustainable Investments
- MSc Risk Management
- BSc Sustainable Finance
- BSc Banking Management
- MAS/CAS/DAS Sustainable Finance: Fintech and Sustainability
Lehrtätigkeit in der Weiterbildung
Berufserfahrung
- Strategic Director
EconSight AG
07 / 2023 - heute - Head of Research and Portfolio Management
Tom Capital AG
02 / 2015 - 07 / 2017 - Senior Product Development Manager
STOXX Ltd
04 / 2012 - 01 / 2015 - Head of Fund Derivatives
Landesbank Baden-Württemberg
04 / 2007 - 03 / 2012 - Quantitative Analyst
Deutsche Postbank AG
07 / 2004 - 03 / 2007 - Assistant Professor
Heinrich-Heine-Universität Düsseldorf
02 / 2001 - 06 / 2004
Aus- und Weiterbildung
Ausbildung
- Dr. rer. nat / Physik
Heinrich-Heine-Universität Düsseldorf
02 / 2001 - 06 / 2004 - Diplom / Physik
Heinrich-Heine-Universität Düsseldorf
10 / 1995 - 01 / 2001
Weiterbildung
- CAS Hochschuldidaktik
PHZH Pädagogische Hochschule Zürich
09 / 2021 - Business Creation in ICT
venturelab / Innosuisse Start-up Training
06 / 2020 - Führen in Projekten
SIX Group Academy
08 / 2014
Netzwerk
Mitglied in Netzwerken
- GFN (Green Fintech Network)
- SFAA (Swiss Financial Analysts Association)
- SSF (Swiss Sustainable Finance)
- DIZH Fellows
- DIZH Fellows - Research Project ESG 4.0
- DSI (Digital Society Initiative)
- Digital Futures Lab
ORCID digital identifier
Social Media
Projekte
- Digitising Environmental Impacts using Geospatial Analytics / Co-Projektleiter:in / laufend
- Data-based Screening and Monitoring Methods for Tracking Environmental and Social Dynamic around Gold Mines / Teammitglied / laufend
- Spatial sustainable finance: Satellite-based ratings of company footprints in biodiversity and water / Teammitglied / laufend
- BioVaR – Assessing and Digitizing Risk Exposure Resulting from Biodiversity Loss / Co-Projektleiter:in / abgeschlossen
- Investor and Stakeholder Tools for Tracking Companies’ Climate Commitments, Greenwashing and ESG Trends / Projektleiter:in / abgeschlossen
- Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Teammitglied / abgeschlossen
- Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Teammitglied / abgeschlossen
- Environmental and Social Assessment at Mine Sites using Remote Sensing and Geoinformatics / Teammitglied / abgeschlossen
- Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Projektleiter:in / abgeschlossen
- Sozial-ökologische Ratingmethode für Produkte und Dienstleistungen entlang ihrer Wertschöpfungskette / Projektleiter:in / abgeschlossen
- Evidence-based Sustainable Finance / Teammitglied / abgeschlossen
- Towards Explainable Artificial Intelligence and Machine Learning in Credit Risk Management / Projektleiter:in / abgeschlossen
- Advanced/AI-supported Rating Models for P2P systems / Co-Projektleiter:in / abgeschlossen
- New Generation of ESG Indices / Co-Projektleiter:in / abgeschlossen
- Feeder Structure for the Swiss Social Exchange / Teammitglied / abgeschlossen
- ESG 4.0 – Enabling Sustainable and Responsible Investment leveraging AI and Big Data / Projektleiter:in / abgeschlossen
- Hybrid Approach for Robust Identification and Measurement of Investors Driving Corporate Sustainability and Innovation. Design of Policy Tools for Evaluating the Impact of Specific Investors and Assessing the Quality of Companies’ Investor Bases. / Teammitglied / abgeschlossen
- Digitalisierung nicht bankfähiger Vermögenswerte (insbesondere Kunst) / Projektleiter:in / abgeschlossen
- Deep Learning & Neuronal Networks: Selbstständige KI-Agenten zur Entwicklung von neuartigen Handelsstrategien im Asset Management auf Basis von Self-Play / Projektleiter:in / abgeschlossen
- Patentdatentechnologiecluster als Selektor für ESG-relevante Impact-Investing Themen / Projektleiter:in / abgeschlossen
- Systematic and Automated Investment Process for Selection of Investment Funds / Stellv. Projektleiter:in / abgeschlossen
- Climate Value-at-Risk: Ein Paradigmenwechsel in der nachhaltigen Asset-Allokation durch passive, CO2-Emissions-optimierte Anlagestrategien / Projektleiter:in / abgeschlossen
- Patentdaten: Alternative Datenquelle im Asset Management und steuerungspolitischer Impulsgeber? / Projektleiter:in / abgeschlossen
- Investment Process for Niche and Alternative Products / Stellv. Projektleiter:in / abgeschlossen
- Big Data Analytics Research / Teammitglied / abgeschlossen
- Währungsabsicherung für KMUs und Pensionskassen / Teammitglied / abgeschlossen
Publikationen
-
Pfister, Nicolas; Kendzia, Michael J.; Posth, Jan-Alexander,
2024.
A two-step method for assessing enhanced value in turnaround, spin-off, and value stocks.
Investment Management and Financial Innovations.
21(3), S. 412-429.
Verfügbar unter: https://doi.org/10.21511/imfi.21(3).2024.33
-
Guderian, Carsten C.; Posth, Jan-Alexander; Grob, Linus,
2023.
The Quarterly Review of Economics and Finance.
92, S. 66-87.
Verfügbar unter: https://doi.org/10.1016/j.qref.2023.08.002
-
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
-
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
-
Hadji Misheva, Branka; Jaggi, David; Posth, Jan-Alexander; Gramespacher, Thomas; Osterrieder, Joerg,
2021.
Audience-dependent explanations for AI-based risk management tools : a survey.
Frontiers in Artificial Intelligence.
4(794996).
Verfügbar unter: https://doi.org/10.3389/frai.2021.794996
-
Jaggi, David; Posth, Jan-Alexander; Guderian, Carsten C.,
2024.
A novel approach to thematic portfolio construction : patent-based investment decision making [Poster].
In:
33rd European Conference on Operational Research (EURO), Copenhagen, Denmark, 30 June - 3 July 2024.
-
Jaggi, David; Posth, Jan-Alexander; Guderian, Carsten C.,
2024.
Thematic investing : grouping companies along their technology profiles [Poster].
In:
R&D Management Conference, Stockholm, Sweden, 17-19 June 2024.
-
Jaggi, David; Posth, Jan-Alexander; Guderian, Carsten C.,
2024.
In:
31st Innovation & Product Development Management Conference (IPDM), Dublin, Ireland, 5-7 June 2024.
-
Schwendner, Peter; Posth, Jan-Alexander,
2024.
Editorial: Trends in AI4ESG : AI for sustainable finance and ESG technology.
Frontiers in Artificial Intelligence.
7(1448045).
Verfügbar unter: https://doi.org/10.3389/frai.2024.1448045
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Posth, Jan-Alexander; Schwendner, Peter; Laube, Patrick; Orpiszewski, Tomasz,
2024.
SSRN.
Verfügbar unter: https://doi.org/10.2139/ssrn.4784271
-
Hauf, Patrick; Posth, Jan-Alexander,
2023.
Silicon Valley Bank : (Why) Did regulation and risk management fail to uncover substantial risks?.
SSRN.
Verfügbar unter: https://doi.org/10.2139/ssrn.4411102
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Hirsa, Ali; Osterrieder, Jörg; Hadji Misheva, Branka; Posth, Jan-Alexander,
2021.
Deep reinforcement learning on a multi-asset environment for trading.
arXiv.
Verfügbar unter: https://doi.org/10.21256/zhaw-22850
-
Hadjikyriakou, Phanos; Orpiszewski, Tomasz; Posth, Jan-Alexander,
2020.
Climate indices for listed equity : comparing different methods to minimise climate risk exposure
.
In:
FINANCING THE LOW-CARBON ECONOMY : Instruments, Barriers and Recommendations.
Zürich:
Swiss Sustainable Finance.
S. 20-23.
Verfügbar unter: https://www.sustainablefinance.ch/upload/cms/user/2020_11_19_Financing_the_Low_Carbon_Economy_EN_full_report_final.pdf
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Posth, Jan-Alexander; Hadji Misheva, Branka; Kotlarz, Piotr Kamil; Osterrieder, Jörg; Schwendner, Peter,
2020.
SSRN.
Verfügbar unter: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3737714
-
Posth, Jan-Alexander; De Meer Pardo, Fernando,
2022.
A modular framework for reinforcement learning optimal execution.
In:
7th European COST Conference on Artificial Intelligence in Finance, Bern, Switzerland, 30 September 2022.
-
Posth, Jan-Alexander; Spuck, Jochen,
2022.
In:
Swiss Association for Energy Economics (SAEE) Jahrestagung 2022 - Green Finance, Zürich, Schweiz, 13. September 2022.
-
Bican, Peter; Posth, Jan-Alexander; Guderian, Carsten C.,
2022.
In:
22nd EURAM Annual Conference, Winterthur, Switzerland, 15-17 June 2022.
-
Posth, Jan-Alexander; Auth, Christoph; De Meer Pardo, Fernando; Dascalu, Florin; Jaggi, David; Grob, Linus,
2022.
Reinforcement learning in finance.
In:
ZKB Event, Zürich, Schweiz, 7.April 2022.
-
Posth, Jan-Alexander,
2022.
Wie kann KI nachhaltiges Finanzieren fördern?.
In:
Berlin Science Week - Zürich meets Berlin, Berlin, Deutschland, 4.-8. November 2022.
-
Posth, Jan-Alexander,
2021.
In:
FinTech : Regulatory Challenges and Sustainability Opportunities, virtual, 28 April 2021.
-
Spuck, Jochen; Posth, Jan-Alexander,
2021.
In:
6th European COST Conference on Artificial Intelligence in Industry and Finance, online, 9 September 2021.
-
Posth, Jan-Alexander; Gramespacher, Thomas,
2020.
Employing explainable AI to optimize the return target function of a loan portfolio.
In:
Artificial Intelligence in Finance : FinTech HO2020, SupTech Workshop, Hungary, 26 October 2020.
-
Posth, Jan-Alexander; Spuck, Jochen,
2020.
ESG 4.0 : enabling sustainable and responsible investment leveraging AI and big data.
In:
UZH Digital Society Initiative : Fellows Exchange Day, Zurich (Switzerland), 12. November 2020.
-
Posth, Jan-Alexander,
2019.
Credit risk in banking : an introduction.
In:
2nd RegTech Workshop, Frankfurt, Germany, 28 June 2019.
-
Posth, Jan-Alexander,
2019.
Financial risk management and its behavioral pitfalls : an introduction.
In:
Financial risk management and its behavioral pitfalls : an introduction, Shanghai, China, 17 July 2019.
-
Gramespacher, Thomas; Posth, Jan-Alexander,
2019.
P2P lending : employing explainable AI to optimize the return target function of a loan portfolio.
In:
1st European Conference on Risk Management and Big Data Analytics in Finance, Winterthur, 3. September 2019.
-
Posth, Jan-Alexander,
2019.
Systemic risk : networks & correlation in a nutshell.
In:
SupTech Workshop, Budapest, Hungary, 15 May 2019.
-
Posth, Jan-Alexander,
2019.
The belt and road Initiative and its potential for an ESG revolution : a network view.
In:
Sustainable Investment Along the Belt and Road: Comparative Perspectives, swissnex China, Shanghai, China, 16 July 2019.
-
Posth, Jan-Alexander; Spuck, Jochen,
2018.
Relationship between innovation and economic growth?.
In:
PatentSight Summit 2018, Bonn, Germany, 17 May 2018.
-
Posth, Jan-Alexander,
2018.
Risk on/off : what correlation networks can tell us... and what not.
In:
Arbeitsgruppe «Portfolio Analytics» / Record Currency Management Limited, Zürich, 30. Oktober 2018.
Publikationen vor Tätigkeit an der ZHAW
- "Optimization of dispersion-managed optical fiber lines”; IEEE Journal of Lightwave Technology (Vol. 20, Issue 6, pp. 946-952, 2002); Schäfer, T.; Laedke, E.W.; Gunkel, M.; Karle, C.; Posth, J.-A.; Spatschek, K.H.; Turitsyn, S.K.
- “Fast optimization procedures for third-order dispersion management”; Optics Communications (Vol. 219, pp. 241-249, 2003); Posth, J.-A.; Schäfer, T.; Laedke, E.W.; Spatschek, K.H.
- “Quasi-particle approach for interacting optical multiple pulses”; Optics Communications (Vol. 246, pp. 529-544, 2005); Posth, J.-A.; Laedke, E.W.; Schäfer, T.; Spatschek, K.H.
- “Reduzierte Modelle zur effizienten Optimierung optischer Übertragungssysteme”; Dissertation, Heinrich-Heine-Universität Düsseldorf; Universitäts- und Landesbibliothek Publikationsservice (2004); Posth, J.-A.