Prof. Dr. Henriette Elise Breymann

Network

ORCID digital identifier

ORCID ID: 0000-0002-5260-6800

Projects

• Data Driven Financial Risk and Regulatory Reporting / Project leader / ongoing
• Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Co-project leader / completed
• Towards Explainable Artificial Intelligence and Machine Learning in Credit Risk Management / Co-project leader / completed
• ACTUS Risk Demonstrator / Project leader / completed
• Large Scale Data-Driven Financial Risk Modelling / Project leader / completed
• Mathematics and Fintech: The next revolution in the digital transformation of the finance industry / Project leader / completed
• Algorithmic Contract Types Unified Standards / Project leader / completed
• RENERG2 – RENewable enERGies in future energy supply / Project leader / completed
• Risk- and Finance-Lab / Project leader / completed
• Optimized product-service bundle for a new heating system based on fuel cells / Team member / completed
• SoE Project MPIG / Team member / completed
• Managing Commodity and Carbon Dioxid Risk within an Integrated Risk and Profitability Management System / Project leader / completed

Publications

• Stockinger, Kurt; Bundi, Nils Andri; Heitz, Jonas; Breymann, Wolfgang,

  2019.

  Scalable architecture for big data financial analytics : user-defined functions vs. SQL.

  Journal of Big Data.

  6(46).

  Available from: https://doi.org/10.1186/s40537-019-0209-0

• Breymann, Wolfgang; Lüthi, David; Platen, Eckhard,

  2009.

  Empirical behavior of a world stock index from intra-day to monthly time scales.

  The European Physical Journal B.

  71, pp. 511-522.

  Available from: https://doi.org/10.1140/epjb/e2009-00341-x

• Vollmer, Jürgen; Tél, Tamás; Breymann, Wolfgang,

  2004.

  Dynamical-system models of transport : chaos characteristics, the macroscopic limit, and irreversibility.

  Physica D: Nonlinear Phenomena.

  187(1-4), pp. 108-127.

  Available from: https://doi.org/10.1016/j.physd.2003.09.005

• Breymann, Wolfgang; Dias, Alexandra; Embrechts, Paul,

  2003.

  Dependence structures for multivariate high-frequency data in finance.

  Quantitative Finance.

  3(1), pp. 1-14.

  Available from: https://doi.org/10.1080/713666155

• Breymann, Wolfgang; Ghashghaie, Shoaleh; Talkner, Peter,

  2000.

  A stochastic cascade model for FX dynamics.

  International Journal of Theoretical and Applied Finance.

  3(3), pp. 357-360.

  Available from: https://doi.org/10.1142/S021902490000019X

• Breymann, Wolfgang; Ghashghaie, Shoaleh; Peinke, Joachim; Talkner, Peter,

  1997.

  Devisenmärkte und Turbulenz.

  Physik Journal.

  53(4), pp. 339-340.

  Available from: https://doi.org/10.1002/phbl.19970530411

• Depondt, Philippe; Breymann, Wolfgang,

  1996.

  Orientation-translation and orientation-orientation correlations in neopentane plastic crystals : computer simulation.

  Molecular Physics.

  87(5), pp. 1015-1037.

  Available from: https://doi.org/10.1080/00268979600100701

• Eichengrün, Markus; Schirmacher, Walter; Breymann, Wolfgang,

  1996.

  Quantum manifestations of chaotic scattering in the presence of KAM tori.

  EPL - A Letters Journal Exploring the Frontiers of Physics.

  36(7), pp. 483-489.

  Available from: https://doi.org/10.1209/epl/i1996-00257-1

• Schatzer, Laro; Breymann, Wolfgang; Thomas, Harry,

  1996.

  Quasi-degeneracies in a 2-spin system : symmetry aspects and a perturbational approach to tunnel splitting.

  Zeitschrift für Physik B: Condensed Matter.

  101(1), pp. 131-139.

  Available from: https://doi.org/10.1007/s002570050190

• Brammertz, Willi; Akkizidis, Ioannis; Breymann, Wolfgang; Entin, Rami; Rüstmann, Marco Rainer Johann, eds.,

  2009.

  Unified financial analysis : the missing links of finance.

  Wiley.

  Wiley finance series.

  ISBN 978-0-470-69715-3.

  Available from: https://doi.org/10.1002/9781119206071

• Kavassalis, Petros; Stieber, Harald; Breymann, Wolfgang; Saxton, Keith; Gross, Francis; Brammertz, Willi; Bertolo, Stefano; Dragiotis, Antonis,

  2016.

  DTD powered by ACTUS : an innovative RegTech approach to financial risk reporting.

• Breymann, Wolfgang,

  2016.

  Standard algorithmic representation of financial contracts : concepts, applications, and new developments of ACTUS.

• Brammertz, Willi; Breymann, Wolfgang; Khashanah, Khaldoun; Mendelowitz, Allan,

  2013.

  ACTUS : the regulatory revolution.

• Breymann, Wolfgang,

  2011.

  Strategische Beratung von Privatinvestoren.

  Finanz und Wirtschaft.

• Breymann, Wolfgang; Ghashghaie, Shoaleh,

  1999.

  Hierarchical structures in financial markets : a "turbulent approach" to stochastic volatility[paper].

  In:

  Kertész, János; Kondor, Imre, eds.,

  Econophysics: an emergent science : proceedings of the 1st workshop on econophysics, Budapest, 1997.

  1st International Workshop on Econophysics, Budapest, 21-27 July 1997.

  Dordrecht:

  Kluwer.

  pp. 92-106.

• Ghashghaie, Shoaleh; Breymann, Wolfgang; Peinke, Joachim; Talkner, Peter,

  1996.

  Turbulence and financial markets : a transaction cascade in foreign exchange markets[paper].

  In:

  Gavrilakis, Spyros; Machiels, Luc; Monkewitz, Peter A., eds.,

  Advances in turbulence VI : proceedings of the sixth European turbulence conference, held in Lausanne, Switzerland, 2–5 July 1996.

  Sixth European Turbulence Conference, Lausanne, 2-5 July 1996.

  Dordrecht:

  Kluwer.

  pp. 167-170.

  Fluid Mechanics and its Applications (FMIA) ; 36.

  Available from: https://doi.org/10.1007/978-94-009-0297-8_46

• Weigert, Stefan; Breymann, Wolfgang; Elmer, Franz-Josef; Thomas, Harry,

  1995.

  Chaotische Strukturen in Raum und Zeit.

  UNI NOVA - Das Wissenschaftsmagazin der Universität Basel.

  73, pp. 12.

• Breymann, Wolfgang,

  2016.

  Towards a standardization of stress testing models for banking & insurance.

  In:

  ETH Risk Day 2016: Mini-Conference on Risk Management in Finance and Insurance, Zurich, 16 September 2016.

• Brammertz, Willi; Breymann, Wolfgang; Mendelowitz, Allan,

  2015.

  ACTUS : a data standard that enables financial analysis based on granular transaction and position data.

  In:

  Second International Conference of the Society for Economic Measurement (SEM), Paris, France, 22-24 July 2015.

• Breymann, Wolfgang; Stockinger, Kurt,

  2014.

  Data-driven financial system modeling (DatFisMo).

  In:

  PWC Swiss Data Week 2014, Zurich, 5-9 May 2014.

• Brammertz, Willi; Breymann, Wolfgang; Mendelowitz, Allan,

  2013.

  ACTUS : the regulatory revolution.

  In:

  BoE Seminar - Bank of England, London, United Kingdom, 19 November 2013.

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