Dr. Thomas Gramespacher

Work at ZHAW

Position

Coordination Statistics

Projects

• Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Team member / completed
• Development of an analytics software for merchants / Team member / completed

Publications

Articles in scientific journal, peer-reviewed

• Bachmann, O., Bänziger-Aiba, A., & Gramespacher, T. (2024). Geschlechtsspezifische Unterschiede in der Gewinnverteilung bei „Wer wird Millionär?“. Wirtschaftswissenschaftliches Studium, 53(10), 35–30. https://doi.org/10.15358/0340-1650-2024-10-25
• Bänziger-Aiba, A., Pitthan, A., Gramespacher, T., & Hüppin, U. (2023). New evidence on the information content of earnings announcements for the Swiss market. Journal of Risk and Financial Management, 16(3). https://doi.org/10.3390/jrfm16030156
• Hadji Misheva, B., Jaggi, D., Posth, J.-A., Gramespacher, T., & Osterrieder, J. (2021). Audience-dependent explanations for AI-based risk management tools : a survey. Frontiers in Artificial Intelligence, 4(794996). https://doi.org/10.3389/frai.2021.794996
• Gramespacher, T., & Posth, J.-A. (2021). Employing explainable AI to optimize the return target function of a loan portfolio. Frontiers in Artificial Intelligence, 4(693022). https://doi.org/10.3389/frai.2021.693022
• Gramespacher, T., & Bänziger, A. (2019). The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence. Review of Pacific Basin Financial Markets and Policies, 22(2). https://doi.org/10.1142/S0219091519500127
• Bänziger-Aiba, A., & Gramespacher, T. (2015). Estimating Beta pricing models with or without an Intercept : results from simulations. International Research Journal of Finance and Economics, 2015(140), 76–82.

Books, peer-reviewed

Bachmann, O., Bänziger, A., Gramespacher, T., Hilber, N., & Rentzmann, S. (2014). Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl (2. korrigierte Auflage). Compendio.

Book chapters, peer-reviewed

• Gramespacher, T., Bänziger, A., & Hilber, N. (2025). Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models. In C.-F. Lee, A. C. Lee, & J. C. Lee (Eds.), Handbook of Financial Econometrics, Statistics, Technology, and Risk Management : Volume III (pp. 3265–3289). World Scientific Publishing. https://doi.org/10.1142/9789819809950_0098
• Gramespacher, T., Bänziger-Aiba, A., & Hilber, N. (2020). Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models. In C. F. Lee & J. C. Lee (Eds.), Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III (pp. 3465–3489). World Scientific Publishing. https://doi.org/10.1142/9789811202391_0098
• Cepeda, N., Bachmann, O., Gramespacher, T., & Hilber, N. (2019). Digitalisierung in der Finanzbranche : Chancen für innovative Startups. In Digitalisierung in der Praxis : so schaffen KMU den Weg in die Zukunft (pp. 267–275). Springer. https://doi.org/10.1007/978-3-658-26137-5_18
• Rentzmann, S., & Gramespacher, T. (2014). Wahrscheinlichkeiten und Kombinatorik. In O. Bachmann (ed.), Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl (pp. 61–86). Compendio.
• Bänziger-Aiba, A., & Gramespacher, T. (2014). Statistische Kennzahlen. In O. Bachmann, A. Bänziger, T. Gramespacher, N. Hilber, & S. Rentzmann (eds.), Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl. Compendio.
• Rentzmann, S., & Gramespacher, T. (2013). Wahrscheinlichkeiten und Kombinatorik. In O. Bachmann, A. Bänziger-Aiba, T. Gramespacher, N. Hilber, & S. Rentzmann (eds.), Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl (pp. 61–86). Compendio.

Other publications

• Gramespacher, T., & Mihr, E. (2018). Alterungsrückstellungen in der Krankenzusatzversicherung. Mitteilungen, 2018, 31–35. https://www.actuaries.ch/de/downloads/aid!b4ae4834-66cd-464b-bd27-1497194efc96/id!359/SAV_2018_Bulletin.pdf
• Mihr, E., & Gramespacher, T. (2010). Weiterentwicklung der Risikokontrolle ist notwendig. Schweizer Personalvorsorge, 2010(1), 83–84.
• Gramespacher, T., & Bienert, H. (2009). Was lehrt uns die Finanzkrise? Schweizer Personalvorsorge, 2009(9), 39–40.

Oral conference contributions and abstracts

• Posth, J.-A., & Gramespacher, T. (2020). Employing explainable AI to optimize the return target function of a loan portfolio. Artificial Intelligence in Finance : FinTech HO2020, SupTech Workshop, Hungary, 26 October 2020.
• Gramespacher, T., & Posth, J.-A. (2019). P2P lending : employing explainable AI to optimize the return target function of a loan portfolio. 1st European Conference on Risk Management and Big Data Analytics in Finance, Winterthur, 3. September 2019.

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