Prof. Dr. Jan-Alexander Posth

Persönliches Profil

Tätigkeit an der ZHAW

Professor für Asset Management

www.zhaw.ch/de/sml/institute-zentren/iwa/

Lehrtätigkeit in der Weiterbildung

CAS Sustainable Investing

Arbeits- und Forschungsschwerpunkte, Spezialkenntnisse

Research focus:
Sustainable Finance & SRI/ESG
Digitalisation & Artificial Intelligence
Risk & Risk Management

Further research:
Investment solutions & management
Passive investment strategies
Overlay strategies
ALM optimization

Aus- und Fortbildung

CAS Hochschuldidaktik, 2021, PH Zürich
Dr. rer. nat. / Physik, 2003, Heinrich-Heine-Universität Düsseldorf
Diplom / Physik, 2001, Heinrich-Heine-Universität Düsseldorf

Beruflicher Werdegang

Head of Research and Portfolio Management, Tom Capital AG
Senior Product Development Manager, STOXX Ltd
Head of Fund Derivatives, Landesbank Baden-Württemberg

Mitglied in Netzwerken

• SFAA (Swiss Financial Analysts Association)
• SSF (Swiss Sustainable Finance)
• DSI (Digital Society Initiative)
• Digital Futures Lab
• DIZH Fellows
• DIZH Fellows - Project
• GFN (Green Fintech Network)

Projekte

• BioVaR – Assessing and Digitizing Risk Exposure Resulting from Biodiversity Loss / Co-ProjektleiterIn / Projekt laufend
• Spatial sustainable finance: Satellite-based ratings of company footprints in biodiversity and water / Teammitglied / Projekt laufend
• Investor and Stakeholder Tools for Tracking Companies’ Climate Commitments, Greenwashing and ESG Trends / Co-ProjektleiterIn / Projekt laufend
• Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Teammitglied / Projekt laufend
• Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / ProjektleiterIn / Projekt laufend
• Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Teammitglied / Projekt abgeschlossen
• Environmental and Social Assessment at Mine Sites using Remote Sensing and Geoinformatics / Teammitglied / Projekt abgeschlossen
• Sozial-ökologische Ratingmethode für Produkte und Dienstleistungen entlang ihrer Wertschöpfungskette / ProjektleiterIn / Projekt abgeschlossen
• Evidence-based Sustainable Finance / Teammitglied / Projekt abgeschlossen
• Towards Explainable Artificial Intelligence and Machine Learning in Credit Risk Management / ProjektleiterIn / Projekt abgeschlossen
• Advanced/AI-supported Rating Models for P2P systems / Co-ProjektleiterIn / Projekt abgeschlossen
• New Generation of ESG Indices / Co-ProjektleiterIn / Projekt abgeschlossen
• Feeder Structure for the Swiss Social Exchange / Teammitglied / Projekt abgeschlossen
• ESG 4.0 – Enabling Sustainable and Responsible Investment leveraging AI and Big Data / ProjektleiterIn / Projekt 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 / Projekt abgeschlossen
• Digitalisierung nicht bankfähiger Vermögenswerte (insbesondere Kunst) / ProjektleiterIn / Projekt abgeschlossen
• Deep Learning & Neuronal Networks: Selbstständige KI-Agenten zur Entwicklung von neuartigen Handelsstrategien im Asset Management auf Basis von Self-Play / ProjektleiterIn / Projekt abgeschlossen
• Patentdatentechnologiecluster als Selektor für ESG-relevante Impact-Investing Themen / ProjektleiterIn / Projekt abgeschlossen
• Systematic and Automated Investment Process for Selection of Investment Funds / Stellv. ProjektleiterIn / Projekt abgeschlossen
• Climate Value-at-Risk: Ein Paradigmenwechsel in der nachhaltigen Asset-Allokation durch passive, CO2-Emissions-optimierte Anlagestrategien / ProjektleiterIn / Projekt abgeschlossen
• Patentdaten: Alternative Datenquelle im Asset Management und steuerungspolitischer Impulsgeber? / ProjektleiterIn / Projekt abgeschlossen
• Big Data Analytics Research / Teammitglied / Projekt abgeschlossen
• Investment Process for Niche and Alternative Products / Stellv. ProjektleiterIn / Projekt abgeschlossen
• Währungsabsicherung für KMUs und Pensionskassen / Teammitglied / Projekt abgeschlossen

Publikationen

• 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

• 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

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

  2020.

  The applicability of self-play algorithms to trading and forecasting financial markets : a feasibility study.

  SSRN.

  Verfügbar unter: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3737714

• 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.

• Spuck, Jochen; Posth, Jan-Alexander,

  2021.

  Thematic investing in GreenTech : patent-data-driven identification of green technology trends and sustainable investment opportunities.

  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

“Quasi-particle approach for interacting optical multiple pulses”, Optics Communications
(Vol. 246, pp. 529-544, 2005), J.-A. Posth et al.
"Reduzierte Modelle zur effizienten Optimierung optischer Übertragungssysteme", Dissertation, Heinrich-Heine-Universität Düsseldorf, Universitäts- und Landesbibliothek Publikationsservice (2004), J.-A. Posth
"Fast optimization procedures for third-order dispersion management", Optics Communications (Vol. 219, pp. 241-249, 2003), J.-A. Posth et al.
"Optimization of dispersion-managed optical fiber lines", IEEE Journal of Lightwave Technology (Vol. 20, Issue 6, pp. 946-952, 2002), T. Schäfer et al.

Zurück