Prof. Dr. Peter Schwendner

Persönliches Profil

Leitungsfunktion

• Institutsleitung Institut für Wealth & Asset Management
• Leitung Fachstelle für Asset Management

Tätigkeit an der ZHAW

Professor for Banking and Finance

Teaching:
Quantitative Strategies and Hedge Funds (MSc Banking and Finance)
Fixed Income Management (MSc Banking and Finance)
Equity Portfolio Management (MSc Banking and Finance)

Research projects together with financial industry

Advising BSc and MSc theses

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

Lehrtätigkeit in der Weiterbildung

CAS Sustainable Investing

Arbeits- und Forschungsschwerpunkte, Spezialkenntnisse

Asset Management, Investment Management, Financial Engineering, Quantitative Strategies, Managed Futures, Machine Learning, Spatial Sustainable Finance

Aus- und Fortbildung

1995 Diplom-Physiker, Universität Göttingen
1998 Dr. rer. nat., Universität Göttingen
2002 CFA (Chartered Financial Analyst)
2004 FRM (Financial Risk Manager)
2012 Commodity-Advisor (ebs/BAI)
2015 CAS Higher Education (ZHAW)
2019 CAS Foreign Affairs & Applied Diplomacy (ZHAW)

Beruflicher Werdegang

1995-1998 Ph.D. Student, Max-Planck-Institut Göttingen
1998-2009 Head of Quant Research/Managing Director, Sal. Oppenheim jr. & Cie., Frankfurt
2009-2013 Partner/COO, Fortinbras Asset Management, Eschborn

Peter Schwendner is a Professor and Head of the Institute of Wealth & Asset Management at Zurich University of Applied Sciences, School of Management and Law, Switzerland. His interests are financial markets, asset management and machine learning applications. After completing a doctorate in physics in 1998 for his research at Max Planck Institute in Goettingen, he collected 15 years of work experience in the financial industry as an MD and head of quantitative research at Sal. Oppenheim and as a partner at Fortinbras Asset Management. He holds the CFA charter and FRM certification.
With the European Stability Mechanism (ESM), he has been developing analytics for primary and secondary bond markets and tools for optimizing the issuance process. Currently, he is working on the BRIDGE Discovery project "Spatial sustainable finance: Satellite-based ratings of company footprints in biodiversity and water" together with the Institute of Natural Resource Sciences at ZHAW and the Department of Geography at UZH.
Peter is an associate editor at Digital Finance and Frontiers in Artificial Intelligence in Finance. He is a member of the organizing committees of the Swiss CFA Pension Fund conference, the Networking Event Series - Sustainable Finance Technology powered by Innosuisse and the COST Conference on Artificial Intelligence in Industry and Finance. Within the European COST Action «Fintech and AI in Finance», he leads the working group «Transparency into Investment Product Performance for Clients».

Mitglied in Netzwerken

• CFA Society Switzerland
• Swiss Society for Financial Market Research
• Swiss Sustainable Finance
• SNF
• Researchgate
• CLAIRE AI Research Network
• EU Horizon 2020 "FIN-TECH" Project
• Google Scholar
• European AI Alliance
• Cost Action 19130 - Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry / Working Group 3 Lead

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 / ProjektleiterIn / Projekt laufend
• Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers / Co-ProjektleiterIn / Projekt laufend
• Conference series on AI in Industry and Finance / Teammitglied / Projekt laufend
• Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Teammitglied / Projekt abgeschlossen
• Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Teammitglied / Projekt abgeschlossen
• Environmental and Social Assessment at Mine Sites using Remote Sensing and Geoinformatics / Teammitglied / Projekt abgeschlossen
• COST Action – Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry / ProjektleiterIn / Projekt abgeschlossen
• Evidence-based Sustainable Finance / ProjektleiterIn / Projekt abgeschlossen
• Funding Analytics Tools / ProjektleiterIn / Projekt abgeschlossen
• New Generation of ESG Indices / Co-ProjektleiterIn / Projekt abgeschlossen
• Feeder Structure for the Swiss Social Exchange / Teammitglied / Projekt abgeschlossen
• Digitalisierung nicht bankfähiger Vermögenswerte (insbesondere Kunst) / Teammitglied / Projekt abgeschlossen
• Systematic and Automated Investment Process for Selection of Investment Funds / Teammitglied / Projekt abgeschlossen
• Big Data Analytics Research / ProjektleiterIn / Projekt abgeschlossen
• Investment Process for Niche and Alternative Products / Co-ProjektleiterIn / Projekt abgeschlossen
• SNIS - Effektive Regulierung von Emissionshandelssystemen / Teammitglied / Projekt abgeschlossen
• Währungsabsicherung für KMUs und Pensionskassen / Teammitglied / Projekt abgeschlossen
• 3rd European COST Conference on Mathematics for Industry in Switzerland / Teammitglied / Projekt abgeschlossen
• 2nd European COST Conference on Mathematics for Industry in Switzerland / Teammitglied / Projekt abgeschlossen
• Predicting investor behaviour in European bond markets through machine learning / ProjektleiterIn / Projekt abgeschlossen
• European government bond dynamics and stability policies: taming contagion risks / ProjektleiterIn / Projekt abgeschlossen
• 1st European COST Conference on Mathematics for Industry in Switzerland / Teammitglied / Projekt abgeschlossen
• Multi-Asset Investment Process using Bayes Ensembles of Trading Models / ProjektleiterIn / Projekt abgeschlossen

Publikationen

• Henrici, Andreas; Füchslin, Rudolf M.; Schwendner, Peter,

  2023.

  Editorial: Artificial Intelligence in Finance and Industry: volume II—highlights from the 7th European conference.

  Frontiers in Artificial Intelligence.

  6(1267377).

  Verfügbar unter: https://doi.org/10.3389/frai.2023.1267377

• De Meer Pardo, Fernando; Schwendner, Peter; Wunsch, Marcus,

  2022.

  Tackling the exponential scaling of signature-based generative adversarial networks for high-dimensional financial time-series generation.

  The Journal of Financial Data Science.

  4(4), S. 110-132.

  Verfügbar unter: https://doi.org/10.3905/jfds.2022.1.109

• 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

• 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

• 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

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

  2021.

  Interpretable machine learning for diversified portfolio construction.

  The Journal of Financial Data Science.

  3(3), S. 31-51.

  Verfügbar unter: https://doi.org/10.3905/jfds.2021.1.066

• Schwendner, Peter,

  2020.

  Advances in financial machine learning.

  Quantitative Finance.

  20(2), S. 189-190.

  Verfügbar unter: https://doi.org/10.1080/14697688.2019.1703030

• Giudici, Paolo; Hochreiter, Ronald; Osterrieder, Jörg; Papenbrock, Jochen; Schwendner, Peter,

  2019.

  Editorial : AI and financial technology.

  Frontiers in Artificial Intelligence.

  2(25).

  Verfügbar unter: https://doi.org/10.3389/frai.2019.00025

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2019.

  Sentiment analysis of European bonds 2016 - 2018.

  Frontiers in Artificial Intelligence.

  2(20).

  Verfügbar unter: https://doi.org/10.3389/frai.2019.00020

• Packham, Natalie; Papenbrock, Jochen; Schwendner, Peter; Woebbeking, Fabian,

  2016.

  Tail-risk protection trading strategies.

  Quantitative Finance.

  17(5), S. 729-744.

  Verfügbar unter: https://doi.org/10.1080/14697688.2016.1249512

• Schwendner, Peter; Schüle, Martin; Ott, Thomas; Hillebrand, Martin,

  2015.

  European government bond dynamics and stability policies : taming contagion risks.

  Journal of Network Theory in Finance.

  1(4), S. 1-25.

  Verfügbar unter: https://doi.org/10.21314/JNTF.2015.012

• Papenbrock, Jochen; Schwendner, Peter,

  2015.

  Handling risk-on/risk-off dynamics with correlation regimes and correlation networks.

  Financial Markets and Portfolio Management.

  29(2), S. 125-147.

  Verfügbar unter: https://doi.org/10.1007/s11408-015-0248-2

• Schüle, Martin; Ott, Thomas; Schwendner, Peter,

  2016.

  Forecasting correlation structures [Paper].

  In:

  Proceedings of the 2016 international symposium on nonlinear theory and its applications.

  2016 International Symposium on Nonlinear Theory and Its Applications (NOLTA2016), Yugawara, Japan, 27-30 November 2016.

  IEICE.

• Schwendner, Peter,

  2015.

  European government bond dynamics and stability policies : taming contagion risks [Poster].

  In:

  6th ESOBE Conference «Complexity in Economics», Gerzensee, 29. Oktober 2015.

• Schwendner, Peter; Packham, Nathalie; Papenbrock, Jochen,

  2014.

  Tail-risk protection trading strategies [Poster].

  In:

  8th World Congress of the Bachelier Finance Society, Brussels, Belgium, 2-6 June 2014.

• Henrici, Andreas; Schwendner, Peter; Deflorin, Patricia; Wilhelm, Dirk; Füchslin, Rudolf Marcel, Hrsg.,

  2023.

  Artificial Intelligence in Finance and Industry : Volume II - Highlights from the 7th European Conference.

  7th European COST Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 28 September 2022.

  Frontiers Research Foundation.

  .

  Verfügbar unter: https://www.frontiersin.org/research-topics/38909/

• Papenbrock, Jochen; Ashley, John; Schwendner, Peter,

  2022.

  Accelerated data science, AI and GeoAI for sustainable finance in central banking and supervision [Paper].

  In:

  International Conference on "Statistics for Sustainable Finance", Paris, France, 14-15 September 2021.

  Verfügbar unter: https://www.bis.org/ifc/publ/ifcb56_23.pdf

• Deflorin, Patricia; Füchslin, Rudolf Marcel; Henrici, Andreas; Osterrieder, Joerg; Schwendner, Peter; Wilhelm, Dirk, Hrsg.,

  2022.

  Artificial Intelligence in Finance and Industry : highlights from 6 European COST conferences.

  5th European COST Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland (online), 3 September 2020.

  Frontiers Research Foundation.

  .

  Verfügbar unter: https://www.frontiersin.org/research-topics/18514/

• 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

• Hillebrand, Martin; Mravlak, Marko; Schwendner, Peter,

  2021.

  Investor demand in syndicated bond issuances : stylised facts.

  Working Paper Series

  ; 50.

  European Stability Mechanism.

  ISBN 978-92-95223-11-0.

  Verfügbar unter: https://doi.org/10.2852/793259

• 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

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

  2020.

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

  SSRN.

  Verfügbar unter: https://doi.org/10.2139/ssrn.3663220

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

  2020.

  Understanding machine learning for diversified portfolio construction by explainable AI.

  SSRN.

  Verfügbar unter: https://doi.org/10.2139/ssrn.3528616

• Anhorn, Regina; Schwendner, Peter,

  2018.

  Das Hedge-Fund-Jahr hat die hohen Erwartungen erfüllt.

  Neue Zürcher Zeitung.

  S. 34.

• Schwendner, Peter,

  2017.

  The impact of the European Union’s funding programs on bond yields.

  The Charter.

  17, S. 16-17.

• Papenbrock, Jochen; Schwendner, Peter,

  2017.

  Maschinelle Intelligenz für Asset-Allokation und Portfoliokonstruktion.

  Portfolio Institutionell.

  2017(2), S. 16-18.

• Schwendner, Peter; Meier, Peter,

  2016.

  Multi-Asset-Portfolios konvergieren zu Hedge Funds.

  Schweizer Personalvorsorge.

  2016(11), S. 2-3.

• Schwendner, Peter,

  2016.

  The universe, an odd place.

  The Charter.

  2016(13), S. 13-16.

• Packham, Natalie; Papenbrock, Jochen; Schwendner, Peter; Woebbeking, Fabian,

  2015.

  Tail-risk protection trading strategies.

  Social Science Research Network.

  Verfügbar unter: https://doi.org/10.2139/ssrn.2702275

• Höllerich, Johannes; Schwendner, Peter,

  2015.

  Social Trading als Renditekick : Follower kopieren Trader.

  Finanz und Wirtschaft.

  S. 23.

• Kelly, Scott; Chaplin, Andrew; Coburn, Andrew; Copic, Jennifer; Evan, Tamara; Neduv, Eugene; Ralph, Daniel; Ruffle, Simon; Schwendner, Peter; Skelton, Andrew; Yeo, Jaclyn Zhiyi,

  2015.

  Stress test scenario : eurozone meltdown.

  Cambridge:

  Cambridge Centre for Risk Studies.

  Verfügbar unter: https://www.jbs.cam.ac.uk/fileadmin/user_upload/research/centres/risk/downloads/crs-eurozone-meltdown-financial-catastrophe.pdf

• Papenbrock, Jochen; Schwendner, Peter,

  2014.

  Jetzt absichern! Aber wie?.

  Portfolio Institutionell.

  2014(1), S. 16-19.

• Papenbrock, Jochen; Schwendner, Peter,

  2013.

  Dynamische Korrelationen : Wegweiser für Managed Futures.

  Portfolio Institutionell.

  2013(6), S. 12-15.

• Orpiszewski, Tomasz; Schwendner, Peter; Thompson, Mark James,

  2022.

  How do stocks react to negative ESG incidents?.

  In:

  SSF/ZHAW Novel Data Solutions: Big Data and AI for Sustainable Investing - from Biodiversity Risks to Sustainable Gold, Zurich, Switzerland, 2 November 2022.

• 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

• Schwendner, Peter; Schuele, Martin; Hillebrand, Martin,

  2020.

  Convergence and divergence in European bond correlations.

  In:

  4th Regtech Workshop on AI in Finance, Vienna (Austria), 26 February 2020.

• Schwendner, Peter; Kotsch, Raphaela; Betz, Regina,

  2019.

  Risks in carbon markets : lessons-learned from the flexibility mechanism under the Kyoto Protocol.

  In:

  UN Climate Change Conference (COP25), Side Events, Madrid (Spain), December 2019.

• Hillebrand, Martin; Schwendner, Peter; Winant, Bastien; Mravlak, Marko,

  2019.

  Predicting investor behaviour in European bond markets : a machine-learning approach.

  In:

  4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.

• Betz, Regina; Schwendner, Peter; Kotsch, Raphaela,

  2019.

  Transfers of Kyoto units in the Swiss Emissions Trading Registry : a network analysis from 2007-2014.

  In:

  4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.

• Schwendner, Peter,

  2019.

  Convergence and divergence in European sovereign bonds.

  In:

  1st European Workshop on ML-Based Solutions in Finance, Winterthur, Schweiz, 4. September 2019.

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2019.

  Correlation influence networks for sentiment analysis in European sovereign bonds.

  In:

  Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019.

• Schwendner, Peter,

  2019.

  Current European sovereign bond dynamics.

  In:

  Zurich Volatility Investing Event, Zurich, Switzerland, 24 October 2019.

• Schwendner, Peter; Papenbrock, Jochen,

  2019.

  Financial application of network analysis.

  In:

  Big Data Analytics Knowledge Exchange Platform M1 Fin – Tech HO2020 project, Copenhagen, Denmark, 26-27 August 2019.

• Schüle, Martin; Ott, Thomas; Schwendner, Peter,

  2018.

  Influence networks in financial markets : forecast scenarios.

  In:

  NDES 2018, 26th Nonlinear Dynamics of Electronic Systems Conference, Acireale, Italy, June, 11-13 2018.

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2018.

  Correlation influence networks for sentiment analysis in European sovereign bonds.

  In:

  Financial Revolution - Sentiment Analysis, AI and Machine Learning, Zürich, Switzerland, 30 October 2018.

• Schwendner, Peter; Schüle, Martin; Ott, Thomas; Hillebrand, Martin,

  2018.

  Sentiment in European sovereign bonds.

  In:

  3rd European COST Conference on Mathematics for Industry in Switzerland, Winterthur, 6 September 2018.

  Verfügbar unter: https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_20180906.pdf

• Schüle, Martin; Ott, Thomas; Schwendner, Peter,

  2017.

  Forecasting correlation structures.

  In:

  NDES 2017, 25th Nonlinear Dynamics of Electronic Systems Conference, Zernez, 5-7 June 2017.

  Verfügbar unter: https://www.ini.uzh.ch/~lorimert/NDES2017/assets/NDES2017_programme_booklet.pdf

• Schwendner, Peter,

  2017.

  Data-driven risk analytics.

  In:

  26th Risk Management Innovation Platform, Frankfurt a. M., 23 November 2017.

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2017.

  Network analytics of sovereign bond dynamics.

  In:

  Frankfurt Summit on Network Analysis, Frankfurt, Germany, 26 October 2017.

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2017.

  Sovereign bond network dynamics.

  In:

  Mathfinance Conference, Frankfurt, Germany, 20-21 April 2017.

• Hillebrand, Martin; Ott, Thomas; Schüle, Martin; Schwendner, Peter,

  2016.

  European government bond dynamics and stability policies.

  In:

  ADEMU Workshop on Risk-Sharing Mechanisms for the European Union, Fiesole, Italy, 20-21 May 2016.

• Schüle, Martin; Schwendner, Peter,

  2016.

  European government bond dynamics and stability policies : taming contagion risks.

  In:

  9th Financial Risks International Forum, Paris, France, 21 March 2016.

• Schwendner, Peter,

  2015.

  Case study : global macro correlation dynamics in 2016.

  In:

  TradeTech FX 2015, London. United Kingdom, 15-17 September 2015.

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2015.

  European government bond dynamics and stability policies : taming contagion risks.

  In:

  Financial Risk and Network Theory, Cambridge, United Kingdom, 9 September 2015.

  Verfügbar unter: https://www.jbs.cam.ac.uk/fileadmin/user_upload/research/centres/risk/downloads/150909_slides_schwendner.pdf

• Schwendner, Peter; Papenbrock, Jochen; Eichenberger, Alexander,

  2014.

  Currency correlations in various timeframes and what this means for trading strategies.

  In:

  TradeTech FX 2014, London, United Kingdom, 16-18 September 2014.

• Schwendner, Peter; Papenbrock, Jochen,

  2014.

  Multi-asset correlation dynamics : impact for specific investment strategies and portfolio risk.

  In:

  TSAM Europe: Performance Measurement & Investment Risk, London, United Kingdom, 1 March 2014.

  The Summit for Asset Management (TSAM).

• Schwendner, Peter,

  2013.

  New methodological answers to the new normal in risk and investment management.

  In:

  PRMIA Chapter Event, Frankfurt, Germany, 4-5 November 2013.

  Professional Risk Managers' International Association (PRMIA).

• Schwendner, Peter; Papenbrock, Jochen,

  2013.

  Understanding the changing relationships in asset class correlation and the impact for trading FX.

  In:

  TradeTech FX 2013, London. United Kingdom, 17-18 September 2013.

Publikationen vor Tätigkeit an der ZHAW

PREVIOUS PEER-REVIEWED PUBLICATIONS

- Engelmann, Bernd; Fengler, Matthias; Schwendner, Peter (2009). "Hedging under alternative stickiness assumptions: an empirical analysis for barrier options". Journal of Risk, 12. doi.org/10.21314/JOR.2009.199

- Engelmann, Bernd; Fengler, Matthias; Nalholm, Morten; Schwendner, Peter (2006). "Static versus Dynamic Hedges: An Empirical Comparison for Barrier Options". Review of Derivatives Research, 9, 3. doi.org/10.1007/s11147-007-9010-x

- Fengler, Matthias; Schwendner, Peter (2004). "Quoting Multiasset Equity Options in the Presence of Errors from Estimating Correlations. Journal of Derivatives, 11, 4. doi.org/10.3905/jod.2004.412362

- Engelmann, Bernd; Schwendner, Peter (1998). "The Pricing of Multi Asset Options using a Fourier Grid Method". Journal of Computational Finance, 1, 4. doi.org/10.21314/jcf.1998.014

- Schwendner, Peter; Beck, Christian; Schinke, Reinhard (1998). “Ladder Climbing and Multiphoton Dissociation of Polyatomic Molecules Excited with Short Pulses: Basic Theory and Applications to HCO." Physical Review A, 58, 3. doi.org/10.1103/physreva.58.2203

- Schwendner, Peter; Seyl, Frank; Schinke, Reinhard (1997). "Photodissociation of Ar_2^+ in Strong Laser Fields". Chemical Physics, 217, 2. doi.org/10.1016/S0301-0104(97)00045-1

BOOK CHAPTERS

- Fengler, Matthias; Pilz, Kay; Schwendner, Peter (2007). "Basket Volatility and Correlation": Nelken I. (ed.), "Volatility as an Asset Class". London: RISK Books.

- Andreas, Annette; Engelmann, Bernd; Schwendner, Peter; Wystup, Uwe (2002). "Fast Fourier Method for the Valuation of Options on Several Correlated Currencies": Hakala J. (Ed.), U. Wystup (Ed.): Foreign Exchange Risk. London: RISK Books.

- Schwendner, Peter; Engelmann, Bernd (2001). "Effizientes Pricing und Hedging von Multi-Asset Optionen": Eller, R. (Ed.), W. Gruber (Ed), C. Reif (Ed): Handbuch Gesamtbanksteuerung. Frankfurt: Schäffer-Poeschel.

OTHER PUBLICATIONS

- Schwendner, Peter; Martin, Stephan; Papies, Simon (2002). "Transparentes Monte-Carlo-Verfahren zur Risikosteuerung im Aktienderivatebereich". Die Bank, 1

- Schwendner, Peter; Engelmann, Bernd (2001). "Electronic Tools for Retail Hedging". Equity Risk Special Report, RISK, 1

- Schwendner, Peter; Turudic, Ivana (2001). "Protect- und Break-Aktienanleihen: Aktieninvestment mit Schutzengel". Handelsblatt

- Schwendner, Peter (2001). "Transparente Investmentstrategie durch konsistente Handelssysteme". Die Bank, 5

INVITED AND CONTRIBUTED PRESENTATIONS

- "Case studies of primary and secondary market dynamics" at CFE-CMStatistics 2023, Berlin, 16-18.12.2023

- "Machine Learning, Explainable AI and accelerated computing in portfolio construction" at "MLI Machine Learning Institute Certificate in Finance", WBS Training/Thalesians, London, 11.7.2023

- "ML applications in asset allocation and portfolio management", ODSC Europe, London, 15.6.2023

- "A new era for CTAs: How can investors take advantage of CTAs in this new market regime?", Panel Discussion, Pension Bridge Hedge Europe, 28.2.2023

- "Machine Learning Applications in Finance", CERN Finance Club, CERN, 10.10.2022

- "Interpretable Machine Learning for Diversified Portfolio Construction" at ECAF European Alternative Finance Research Conference 2022, Utrecht, 6.10.2022

- "Quantitative Investment Strategies" at Business Summer School 2022, Constanta, Romania, fabiz.ase.ro/summer-school-2022/, 31.8.2022

- "Explainable AI and accelerated computing in portfolio construction" at "MLI Machine Learning Institute Certificate in Finance", WBS Training/Thalesians, London, 9.8.2022

- "Investor demand in syndicated bond issuances: stylised facts" at "EURO 2022", Espoo, Finland, July 2022

- "Spatial Sustainable Finance" at Financial Evolution: AI, Machine Learning & Sentiment Analysis, UNICOM Conference, 6.4.2022

- "Alternative Data", Panel Discussion at Financial Evolution: AI, Machine Learning & Sentiment Analysis, UNICOM Conference, 6.4.2022

- "ML Applications to Diversified Portfolio Construction" at "ML approaches Finance and Management", Humboldt-Universität Berlin, 24.3.2022

- "Interpretable Machine Learning for Diversified Portfolio Construction" at Financial Evolution: AI, Machine Learning & Sentiment Analysis, UNICOM Conference, 4.11.2021

- "Alternative Data", Panel Discussion at Financial Evolution: AI, Machine Learning & Sentiment Analysis, UNICOM Conference, 4.11.2021

- "Interpretable Machine Learning for Diversified Portfolio Construction" at 6th European COST Conference on AI in Industry and Finance in Switzerland, 9.9.2021

- "Interpretable Machine Learning for Diversified Portfolio Construction" at GARP Switzerland Chapter Meeting, 9.6.2021

- Moderating Panel Discussion on "Transparency of investments products" at "1st International Conference on Economics and FinTech", Athens, 12.2.2021.

- "Machine Learning for Diversified Portfolio Construction by Explainable AI" at "Artificial Intelligence in Asset Management", Global Markets Media, January 15, 2021.

- "Understanding Machine Learning for Diversified Portfolio Construction by Explainable AI" at "Online Workshop on AI in Finance", Horizon 2020 FINTECH project, October 27, 2020.

- "Convergence and Divergence in European Bond Correlations" at "Online Workshop on AI in Finance", Horizon 2020 FINTECH project, October 26, 2020.

- Moderating ZHAW Finance Circle "Sparen – Anlegen – Vorsorgen im Negativzins-Umfeld", September 28, 2020.

- "Sentiment Analysis in European Bonds" at Financial Evolution - Sentiment Analysis, AI and Machine Learning, UNICOM Online Conference, September 25, 2020.

- "‘Fear, Greed and Irrational Exuberance’ The Psychological Backdrop of Corona Virus and its spillover across the Markets", Online Panel Discussion, UNICOM Seminars, June 10, 2020.

- "Future of Money: Neobanking", Online Panel Discussion, Swissnex Shanghai, May 20, 2020.

- "Convergence and Divergence in European Bond Correlations" at "4th Regtech Workshop on AI in Finance", WU Vienna, February 26, 2020.

- Moderator, Panel Discussion at Finanzmesse Zürich, January 21, 2020.

- Moderator, Panel Discussion at Swiss Fund Day, November 21, 2019.

- "Current European sovereign bond dynamics", Centre for Financial Markets (CFM) Research Seminar, Michael Smurfit Graduate Business School, University College Dublin, October 31, 2019.

- "Current European bond market dynamics" at "Zurich Volatility Investing", Zurich, October 24, 2019.

- "Convergence and Divergence in European Sovereign Bonds" at "1st European Workshop on ML-Based Solutions in Finance", Winterthur, September 4, 2019.

- "Financial Application of Network Analysis" at "Big Data Analytics Knowledge Exchange Platform", Horizon 2020 FIN-TECH project, Copenhagen, August 26, 2019.

- "Correlation Influence Networks for Sentiment Analysis in European Sovereign Bonds" at Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, June 25, 2019.

- "Hedge Funds and Alternative Risk Premia", Customized Training for MSc Students from University of Exeter, 2015-2019.

- "European Sovereign Bond Network Dynamics", Humboldt-University Berlin, April 18, 2019.

- "Active risk-taking in investment management", International Week, ISCTE Business School Lisbon, April 1-4, 2019.

- "Drawdown Management Concepts", Panel Discussion at Finanzmesse Zürich, January 23, 2019.

- "Correlation Influence Networks for Sentiment Analysis in European Sovereign Bonds" at Financial Revolution - Sentiment Analysis, AI and Machine Learning, Zurich, October 30, 2018.

- "Sentiment in European Sovereign Bonds" at 3rd COST conference for Artificial Intelligence in Industry and Finance, Winterthur, September 6, 2018.

- "Data-driven risk analytics" at 26th McKinsey / FIRM Risk Management Innovation Platform, Frankfurt, November 23, 2017.

- "Network Analytics of Sovereign Bond Dynamics" at Frankfurt Summit on Network Analysis, October 26, 2017.

- "Sovereign Bond Dynamics" at International Monetary Fund (IMF), Washington DC, August 2017.

- "Sovereign Bond Dynamics" at "Forschungscluster Data Science", Hochschule Darmstadt, June 2017.

- "Sovereign Bond Network Dynamics" at "Mathfinance Conference", Frankfurt, April 2017.

- "European Government Bond Dynamics and Stability Policies: Taming Contagion Risks" at "Risk-Sharing Mechanisms for the European Union" Workshop, European University Institute, Florence, May 2016.

- "Fixed Income Securities", MSc Block Course at Toulouse Business School (TBS), Barcelona Campus, May 2016.

- "European Government Bond Dynamics and Stability Policies: Taming Contagion Risks" at "9th Financial Risks International Forum", Bachelier Institute, Paris, March 2016.

- "European Government Bond Dynamics and Stability Policies: Taming Contagion Risks", European Seminar on Bayesian Econometrics, Gerzensee, October 2015.

- "Case Study: Global Macro Correlation Dynamics in 2015", TradeTech FX, London, September 2015.

- "European Government Bond Dynamics and Stability Policies: Taming Contagion Risks", Financial Risk and Network Theory, Cambridge, September 2015.

- "Currency correlations in various timeframes and what this means for trading strategies", TradeTech FX, London, September 2014.

- "Tail-Risiko-Absicherung mit aktiven Strategien", Investor Circle, Zurich, Juni 2014.

- “Tail-risk protection trading strategies”, Poster Presentation at 8th World Congress of the Bachelier Finance Society, Brussels, June 2014.

- "Multi-asset correlation dynamics: Impact for specific investment strategies and portfolio risk", TSAM Europe Performance Measurement & Investment Risk, London, March 2014.

- "Stress-Szenarien für Risk Parity-Portfolien", Investor Circle, Zurich, December 2013.

- "New Methodological Answers to the New Normal in Risk and Investment Management", PRMIA Event, Frankfurt, November 2013.

- "Understanding the changing relationships in asset class correlation and the impact for trading FX", Trade Tech FX, London, September 2013.

- "Case study for a systematic multi-asset investment process", Trade Tech DACH, Frankfurt, July 2012.

- “Selecting the underlying in your structured products portfolio”, Structured Products Europe, Frankfurt, November 2011.

- “Selecting the underlying in your structured products portfolio”, Structured Products Nordic Region, Stockholm, October 2011.

- “Case study: FX positioning as a value driver within a multiasset managed futures portfolio”, Terrapinn FX Investment World, London, Juni 2011.

- “Correlation Products”, Banca d’Italia, Rom, September 2007.

- “Equity Correlation Products”, Summer School “Correlation Trading and Asset Management”, University of Bologna, September 2007.

- "Pricing Structured Products“, RISK Training, London, March 2007.

- “Volatility Management of Barrier Options”, IQPC Volatility Trading Conference, London, November 2006.

- “Empirical hedging analysis of the local volatility model for barrier options”, Quant Congress Europe, London, September 2006.

- “Hedging Equity Correlation Products in Different Market Environments”, Quant Congress Europe, London, September 2006.

- “Mastering Correlation and Volatility Trading”, Marcus Evans Training, Singapore, August 2006.

- “Better than its Reputation: Hedging with the Local Volatility Model”, Poster Presentation at 4th World Congress of the Bachelier Finance Society, Tokyo, August 2006.

- “Hedging Equity Correlation Derivatives”, IQPC Correlation Trading Conference, London, April 2006.

- “Advanced Correlation Modelling and Analysis”, RISK Training, London, December 2005.

- “Correlation Risk Premia for Multi-Asset Equity Options”, 10. Jahrestreffen der "Deutschen Gesellschaft für Finanzwirtschaft“, Mainz, October 2003.

- "Derivate: Einführung, Risikomanagement und Produktion", Lehrauftrag im Rahmen des Kontaktstudiums "Finanzökonom" des LIFBA, Königstein, 2001-2003.

- “Efficient Price Caching for Derivatives Pricing: Fast Pricing of American Equity Options“, Computational Finance Workshop, Humboldt-Universität Berlin, August 2002.

- “Quantitative Aspects of Equity Derivatives Trading”, Mathfinance Workshop, Frankfurt, April 2002.

- "Wie produziert und verkauft man (Retail)-Derivate?“, Humboldt-Universität Berlin, November 2001.

PRESS COVERAGE

- Michael Ferber, "Die Entzauberung der «Risikokontroll-Fonds»", NZZ, 20.6.2014

- Emmanuel Garessus, "Regain d'intérêt pour le contrôle du risque", Le Temps, 13.10.2014

- "Systematische Handelsstrategien in Zeiten von QE & Co", e-fundresearch.com, 27.11.2014

- Michael Ferber, "Geringes Ansteckungsrisiko eines «Grexit»?", NZZ, 21.3.2015

- Matei Rosca, "Credit risk in focus as experts say ECB's QE may fuel excessive leverage", S&P Global Market Intelligence, 25.3.2016

- Thomas Müller, "Seismograph für die Eurozone", Impact Dossier "Europäisch", March 2016 issuu.com/zhaw/docs/zhaw-impact-3216/36

- Kaspar Wolfensberger, "Würde die Schweiz von einem Brexit profitieren?", 20 Minuten, 25.4.2016

- Charlotte Theile, "Vorbild Schweiz - Last und Lust, ein Aussenseiter zu sein", Süddeutsche Zeitung, 10.5.2016

- ESM Annual Report 2015, p. 59/60, 16.6.2016, www.esm.europa.eu/publications/esm-annual-report-2015

- Moritz Kaufmann, "Banken im Stresstest - Ist das schon die neue Finanzkrise", SonntagsBlick, 17.7.2016

- Transparency International report on ESM, www.esm.europa.eu/press-releases/esm-welcomes-report-transparency-international , 6.3.2017

- ESM Annual Report 2016, p. 53-55, 15.6.2017, www.esm.europa.eu/sites/default/files/emergingfinancialtechnologybringsesmchallengesandopportunities.pdf

- Dietegen Müller, "Zusammenhänge durch vernetzte Analyse aufdecken - Buy Side erprobt Künstliche-Intelligenz Anwendungen, Finanzstabilitätsrat warnt vor neuen Risiken", Börsen-Zeitung, 3.11.2017

- Michael Ferber, "Hedge-Funds haben ihren Nimbus verloren", NZZ, 24.12.2018

- Michael Stauffer, "Die dritte Arbeitskraft, mein Geld", Hörspiel, SRF 2 Kultur, 19.5.2019

- Gabriel Callsen, "Big Data in securities markets", ICMA Quarterly Report, 11.7.2019: "The quant team of ESM is developing, in cooperation with the Zurich University of Applied Sciences, a machine learning based application to predict investor demand for syndicated bond issuances."

- Michael Schäfer, "Durchwachsenes Zeugnis für die «Magiere der Märkte»", NZZ, 12.8.2020

Weitere Beiträge

Hillebrand, Martin and Mravlak, Marko and Schwendner, Peter: "Investor demand in syndicated bond issuances: stylised facts" (April 2022). SUERF Policy Brief No 308. Available at www.suerf.org/suer-policy-brief/43507/investor-demand-in-syndicated-bond-issuances-stylised-facts

Hillebrand, Martin and Mravlak, Marko and Schwendner, Peter: "Investor demand in syndicated bond issuances: stylised facts" (December 22, 2021). ESM Working Paper #50. Available at European Stability Mechanism: www.esm.europa.eu/publications/investor-demand-syndicated-bond-issuances-stylised-facts

Papenbrock, Jochen and Ashley, John and Schwendner, Peter: "Accelerated Data Science, AI and GeoAI for Sustainable Finance in Central Banking and Supervision". In: Statistics for Sustainable Finance. Proceedings of the International Conference on "Statistics for Sustainable Finance", co-organised with the Bank of France and the Deutsche Bundesbank, Paris, France, 14-15 September 2021. Irving Fisher Committee (IFC) Bulletin No 56, Bank for International Settlements (BIS): www.bis.org/ifc/publ/ifcb56_23.pdf

Hillebrand, Martin and Schwendner, Peter (19.1.2021): "Showing how EU solidarity calmed markets over Brexit". ESM Blog
www.esm.europa.eu/blog/showing-how-eu-solidarity-calmed-markets-over-brexit

Hillebrand, Martin and Schwendner, Peter (2020): "Contribution of Greek financial assistance programmes to reduce spillover risks." Technical Appendix (p.39-43) of: "Lessons from Financial Assistance to Greece." Report from the Independent Evaluator Joaquín Almunia, European Stability Mechanism (ESM).

Peter Schwendner: "Book review of Marcos Lopez de Prado: Advances in Financial Machine Learning". Quantitative Finance 20:2 (2020) www.bachelierfinance.org/forum/archives/6428

Schwendner, Peter: "Wie Eurobonds Sinn machen könnten (How Eurobonds Could Make Sense)" (May 19, 2019). Available at SSRN: ssrn.com/abstract=3390682

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