Dr. Thomas Gramespacher
Dr. Thomas Gramespacher
ZHAW
School of Management and Law
Fachstelle für Financial Data Science und Ökonometrie
Gertrudstrasse 8
8400 Winterthur
Work at ZHAW
Position
Coordination Statistics
Projects
- Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Team member / Project completed
- Development of an analytics software for merchants / Team member / Project completed
Publications
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Bänziger-Aiba, Armin; Pitthan, Alexander; Gramespacher, Thomas; Hüppin, Ursina,
2023.
New evidence on the information content of earnings announcements for the Swiss market.
Journal of Risk and Financial Management.
16(3).
Available from: https://doi.org/10.3390/jrfm16030156
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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).
Available from: https://doi.org/10.3389/frai.2021.693022
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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).
Available from: https://doi.org/10.3389/frai.2021.794996
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Gramespacher, Thomas; Bänziger, Armin,
2019.
Review of Pacific Basin Financial Markets and Policies.
22(2).
Available from: https://doi.org/10.1142/S0219091519500127
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Bänziger-Aiba, Armin; Gramespacher, Thomas,
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.
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Bachmann, Oliver; Bänziger, Armin; Gramespacher, Thomas; Hilber, Norbert; Rentzmann, Simon,
2014.
Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl.
2. korrigierte Auflage.
Zürich:
Compendio.
ISBN 978-3-7155-9924-3.
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Gramespacher, Thomas; Bänziger-Aiba, Armin; Hilber, Norbert,
2020.
Cross-sectionally correlated measurement errors in two-pass regression tests of asset-pricing models
.
In:
Lee, Cheng Few; Lee, John C, eds.,
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning : Volume III.
Singapore:
World Scientific.
pp. 3465-3489.
Available from: https://doi.org/10.1142/11335
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Cepeda, Nicolas; Bachmann, Oliver; Gramespacher, Thomas; Hilber, Norbert,
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.
Available from: https://doi.org/10.1007/978-3-658-26137-5_18
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Bänziger-Aiba, Armin; Gramespacher, Thomas,
2014.
.
In:
Bachmann, Oliver; Bänziger, Armin; Gramespacher, Thomas; Hilber, Norbert; Rentzmann, Simon, eds.,
Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl.
Zürich:
Compendio.
-
Rentzmann, Simon; Gramespacher, Thomas,
2014.
Wahrscheinlichkeiten und Kombinatorik
.
In:
Bachmann, Oliver, ed.,
Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl.
Zürich:
Compendio.
pp. 61-86.
-
Rentzmann, Simon; Gramespacher, Thomas,
2013.
Wahrscheinlichkeiten und Kombinatorik
.
In:
Bachmann, Oliver; Bänziger-Aiba, Armin; Gramespacher, Thomas; Hilber, Norbert; Rentzmann, Simon, eds.,
Übungsband zur angewandten Statistik : mit einer Einführung in die Ökonometrie-Software gretl.
Zürich:
Compendio.
pp. 61-86.
-
Gramespacher, Thomas; Mihr, Eckhard,
2018.
Alterungsrückstellungen in der Krankenzusatzversicherung.
Mitteilungen.
2018, pp. 31-35.
Available from: https://www.actuaries.ch/de/downloads/aid!b4ae4834-66cd-464b-bd27-1497194efc96/id!359/SAV_2018_Bulletin.pdf
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Mihr, Eckhard; Gramespacher, Thomas,
2010.
Weiterentwicklung der Risikokontrolle ist notwendig.
Schweizer Personalvorsorge.
2010(1), pp. 83-84.
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Gramespacher, Thomas; Bienert, Horst,
2009.
Was lehrt uns die Finanzkrise?.
Schweizer Personalvorsorge.
2009(9), pp. 39-40.
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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.
-
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.