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. and Gramespacher, T. (2024) 'Geschlechtsspezifische Unterschiede in der Gewinnverteilung bei "Wer wird Millionär?"', Wirtschaftswissenschaftliches Studium, 53(10), pp. 35–30. doi: 10.15358/0340-1650-2024-10-25.
• Bänziger-Aiba, A. et al. (2023) 'New evidence on the information content of earnings announcements for the Swiss market', Journal of Risk and Financial Management, 16(3). doi: 10.3390/jrfm16030156.
• Hadji Misheva, B. et al. (2021) 'Audience-dependent explanations for AI-based risk management tools : a survey', Frontiers in Artificial Intelligence, 4(794996). doi: 10.3389/frai.2021.794996.
• Gramespacher, T. and Posth, J.-A. (2021) 'Employing explainable AI to optimize the return target function of a loan portfolio', Frontiers in Artificial Intelligence, 4(693022). doi: 10.3389/frai.2021.693022.
• Gramespacher, T. and 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). doi: 10.1142/S0219091519500127.
• Bänziger-Aiba, A. and Gramespacher, T. (2015) 'Estimating Beta pricing models with or without an Intercept : results from simulations', International Research Journal of Finance and Economics, 2015(140), pp. 76–82.

Books, peer-reviewed

Bachmann, O. et al. (2014) Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl. 2. korrigierte Auflage. Zürich: Compendio.

Book chapters, peer-reviewed

• Gramespacher, T., Bänziger, A. and Hilber, N. (2025) 'Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models', in Lee, C.-F., Lee, A. C., and Lee, J. C. (eds) Handbook of Financial Econometrics, Statistics, Technology, and Risk Management : Volume III. Singapore: World Scientific Publishing, pp. 3265–3289. doi: 10.1142/9789819809950_0098.
• Gramespacher, T., Bänziger-Aiba, A. and Hilber, N. (2020) 'Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models', in Lee, C. F. and Lee, J. C. (eds) Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III. Singapore: World Scientific Publishing, pp. 3465–3489. doi: 10.1142/9789811202391_0098.
• Cepeda, N. et al. (2019) 'Digitalisierung in der Finanzbranche : Chancen für innovative Startups', in Digitalisierung in der Praxis : so schaffen KMU den Weg in die Zukunft. Wiesbaden: Springer, pp. 267–275. doi: 10.1007/978-3-658-26137-5_18.
• Rentzmann, S. and Gramespacher, T. (2014) 'Wahrscheinlichkeiten und Kombinatorik', in Bachmann, O. (ed.) Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl. Zürich: Compendio, pp. 61–86.
• Bänziger-Aiba, A. and Gramespacher, T. (2014) 'Statistische Kennzahlen', in Bachmann, O. et al. (eds) Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl. Zürich: Compendio.
• Rentzmann, S. and Gramespacher, T. (2013) 'Wahrscheinlichkeiten und Kombinatorik', in Bachmann, O. et al. (eds) Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl. Zürich: Compendio, pp. 61–86.

Other publications

• Gramespacher, T. and Mihr, E. (2018) 'Alterungsrückstellungen in der Krankenzusatzversicherung', Mitteilungen, 2018, pp. 31–35.
• Mihr, E. and Gramespacher, T. (2010) 'Weiterentwicklung der Risikokontrolle ist notwendig', Schweizer Personalvorsorge, 2010(1), pp. 83–84.
• Gramespacher, T. and Bienert, H. (2009) 'Was lehrt uns die Finanzkrise?', Schweizer Personalvorsorge, 2009(9), pp. 39–40.

Oral conference contributions and abstracts

• Posth, J.-A. and Gramespacher, T. (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.
• Gramespacher, T. and Posth, J.-A. (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.

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