Prof Dr Jan-Alexander Posth

Work at ZHAW

Position

Professor of Asset Management

Focus

Sustainable Finance & SRI/ESG, GreenTech & Artificial Intelligence in Finance, Risk & Risk Management

Teaching

• MSc Quantitative Investment Strategies
• MSc Sustainable Investments
• MSc Risk Management
• BSc Sustainable Finance
• BSc Banking Management
• MAS/CAS/DAS Sustainable Finance: Fintech and Sustainability

Experience

• Strategic Director
  EconSight AG
  07 / 2023 - today
• Head of Research and Portfolio Management
  Tom Capital AG
  02 / 2015 - 07 / 2017
• Senior Product Development Manager
  STOXX Ltd
  04 / 2012 - 01 / 2015
• Head of Fund Derivatives
  Landesbank Baden-Württemberg
  04 / 2007 - 03 / 2012
• Quantitative Analyst
  Deutsche Postbank AG
  07 / 2004 - 03 / 2007
• Assistant Professor
  Heinrich-Heine-Universität Düsseldorf
  02 / 2001 - 06 / 2004

Education and Continuing education

Education

• PhD / Physics
  Heinrich-Heine-Universität Düsseldorf
  02 / 2001 - 06 / 2004
• Diploma / Physics
  Heinrich-Heine-Universität Düsseldorf
  10 / 1995 - 01 / 2001

Continuing Education

• CAS Higher Education Didactics
  PHZH Pädagogische Hochschule Zürich
  09 / 2021
• Business Creation in ICT
  venturelab / Innosuisse Start-up Training
  06 / 2020
• Führen in Projekten
  SIX Group Academy
  08 / 2014

Network

Membership of networks

• GFN (Green Fintech Network)
• SFAA (Swiss Financial Analysts Association)
• SSF (Swiss Sustainable Finance)
• DIZH Fellows
• DIZH Fellows - Research Project ESG 4.0
• DSI (Digital Society Initiative)
• Digital Futures Lab

ORCID digital identifier

ORCID ID: 0000-0002-5898-0676

Social media

LinkedIn

Projects

• Sustainable Digital Finance / Co-project leader / ongoing
• Greening the deal: Do acquisitions boost or block environmental transformation? / Team member / ongoing
• Digitising Environmental Impacts using Geospatial Analytics / Co-project leader / ongoing
• Data-based Screening and Monitoring Methods for Tracking Environmental and Social Dynamic around Gold Mines / Team member / ongoing
• Spatial sustainable finance: Satellite-based ratings of company footprints in biodiversity and water / Team member / ongoing
• BioVaR – Assessing and Digitizing Risk Exposure Resulting from Biodiversity Loss / Co-project leader / completed
• Investor and Stakeholder Tools for Tracking Companies’ Climate Commitments, Greenwashing and ESG Trends / Project leader / completed
• Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Team member / completed
• Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Team member / completed
• Environmental and Social Assessment at Mine Sites using Remote Sensing and Geoinformatics / Team member / completed
• Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Project leader / completed
• Evidence-based Sustainable Finance / Team member / completed
• Towards Explainable Artificial Intelligence and Machine Learning in Credit Risk Management / Project leader / completed
• Advanced/AI-supported Rating Models for P2P systems / Co-project leader / completed
• Feeder Structure for the Swiss Social Exchange / Team member / completed
• ESG 4.0 – Enabling Sustainable and Responsible Investment leveraging AI and Big Data / Project leader / completed
• Hybrid Approach for Robust Identification and Measurement of Investors Driving Corporate Sustainability and Innovation. Design of Policy Tools for Evaluating the Impact of Specific Investors and Assessing the Quality of Companies’ Investor Bases. / Team member / completed
• Digitalisation non-bankable assets (specifically: art) / Project leader / completed
• Systematic and Automated Investment Process for Selection of Investment Funds / Deputy project leader / completed
• Investment Process for Niche and Alternative Products / Deputy project leader / completed
• Big Data Analytics Research / Team member / completed
• Currency hedging for SMEs and pension funds / Team member / completed

Publications

• Pfister, Nicolas; Kendzia, Michael J.; Posth, Jan-Alexander,

  2024.

  A two-step method for assessing enhanced value in turnaround, spin-off, and value stocks.

  Investment Management and Financial Innovations.

  21(3), pp. 412-429.

  Available from: https://doi.org/10.21511/imfi.21(3).2024.33

• Guderian, Carsten C.; Posth, Jan-Alexander; Grob, Linus,

  2023.

  Investment decisions and passive portfolio construction utilizing patent analytics : a multi-case study on COVID-19 treatment technologies.

  The Quarterly Review of Economics and Finance.

  92, pp. 66-87.

  Available from: https://doi.org/10.1016/j.qref.2023.08.002

• 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

• 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).

  Available from: https://doi.org/10.3389/frai.2021.668465

• 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

• Jaggi, David; Posth, Jan-Alexander; Guderian, Carsten C.,

  2024.

  Identifying the innovation focus : how patent data can help to understand the IP profile of companies[paper].

  In:

  G-Forum Jahreskonferenz, Ingolstadt, Deutschland, 25.-27. September 2024.

• Jaggi, David; Posth, Jan-Alexander; Guderian, Carsten C.,

  2024.

  A novel approach to thematic portfolio construction : patent-based investment decision making[paper].

  In:

  33rd European Conference on Operational Research (EURO 2024), Copenhagen, Denmark, 30 June - 3 July 2024.

• Jaggi, David; Posth, Jan-Alexander; Guderian, Carsten C.,

  2024.

  Thematic investing : grouping companies along their technology profiles[paper].

  In:

  R&D Management Conference, Stockholm, Sweden, 17-19 June 2024.

• Jaggi, David; Posth, Jan-Alexander; Guderian, Carsten C.,

  2024.

  Patent-based company-level analytics for thematic investing : clustering companies along their technology profiles[paper].

  In:

  31st Innovation & Product Development Management Conference (IPDMC), Dublin, Ireland, 5-7 June 2024.

• Schwendner, Peter; Posth, Jan-Alexander,

  2024.

  Editorial: Trends in AI4ESG : AI for sustainable finance and ESG technology.

  Frontiers in Artificial Intelligence.

  7(1448045).

  Available from: https://doi.org/10.3389/frai.2024.1448045

• Posth, Jan-Alexander; Schwendner, Peter; Laube, Patrick; Orpiszewski, Tomasz,

  2024.

  Bio-value-at-risk : a concept to assessing the implications of biodiversity risks on portfolio management using geospatial analysis.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.4784271

• Hauf, Patrick; Posth, Jan-Alexander,

  2023.

  Silicon Valley Bank : (Why) Did regulation and risk management fail to uncover substantial risks?.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.4411102

• Hirsa, Ali; Osterrieder, Jörg; Hadji Misheva, Branka; Posth, Jan-Alexander,

  2021.

  Deep reinforcement learning on a multi-asset environment for trading.

  arXiv.

  Available from: https://doi.org/10.21256/zhaw-22850

• Hadjikyriakou, Phanos; Orpiszewski, Tomasz; Posth, Jan-Alexander,

  2020.

  Climate indices for listed equity : comparing different methods to minimise climate risk exposure.

  In:

  FINANCING THE LOW-CARBON ECONOMY : Instruments, Barriers and Recommendations.

  Zürich:

  Swiss Sustainable Finance.

  pp. 20-23.

  Available from: https://www.sustainablefinance.ch/upload/cms/user/2020_11_19_Financing_the_Low_Carbon_Economy_EN_full_report_final.pdf

• 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.

  Available from: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3737714

• Jaggi, David; Posth, Jan-Alexander; Guderian, Carsten C.,

  2024.

  Thematic investing via patents : portfolio construction along companies’ technology profiles.

  In:

  10. CARF Luzern, Schweiz, 12.-13. September 2024.

• Posth, Jan-Alexander; De Meer Pardo, Fernando,

  2022.

  A modular framework for reinforcement learning optimal execution.

  In:

  7th European COST Conference on Artificial Intelligence in Finance, Bern, Switzerland, 30 September 2022.

• Posth, Jan-Alexander; Spuck, Jochen,

  2022.

  Green Innovation und Patente im Energiesektor : von Greenwashing zu Evidenz-basierten Investment-Entscheidungen.

  In:

  Swiss Association for Energy Economics (SAEE) Jahrestagung 2022 - Green Finance, Zürich, Schweiz, 13. September 2022.

• Bican, Peter; Posth, Jan-Alexander; Guderian, Carsten C.,

  2022.

  Patentindikatoren, Patentanalytik und Patentbewertung : von Innovation über SDGs bis hin zu Investitionsentscheidungen.

  In:

  22nd EURAM Annual Conference, Winterthur, Switzerland, 15-17 June 2022.

• Posth, Jan-Alexander; Auth, Christoph; De Meer Pardo, Fernando; Dascalu, Florin; Jaggi, David; Grob, Linus,

  2022.

  Reinforcement learning in finance.

  In:

  ZKB Event, Zürich, Schweiz, 7.April 2022.

• Posth, Jan-Alexander,

  2022.

  Wie kann KI nachhaltiges Finanzieren fördern?.

  In:

  Berlin Science Week - Zürich meets Berlin, Berlin, Deutschland, 4.-8. November 2022.

• Posth, Jan-Alexander,

  2021.

  AI & sustainable investing : the green tech revolution enabling sustainable and responsible investment leveraging AI and Big Data.

  In:

  FinTech : Regulatory Challenges and Sustainability Opportunities, virtual, 28 April 2021.

• Spuck, Jochen; Posth, Jan-Alexander,

  2021.

  Thematic investing in GreenTech : patent-data-driven identification of green technology trends and sustainable investment opportunities.

  In:

  6th European COST Conference on Artificial Intelligence in Industry and Finance, online, 9 September 2021.

• 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.

• Posth, Jan-Alexander; Spuck, Jochen,

  2020.

  ESG 4.0 : enabling sustainable and responsible investment leveraging AI and big data.

  In:

  UZH Digital Society Initiative : Fellows Exchange Day, Zurich (Switzerland), 12. November 2020.

• Posth, Jan-Alexander,

  2019.

  Credit risk in banking : an introduction.

  In:

  2nd RegTech Workshop, Frankfurt, Germany, 28 June 2019.

• Posth, Jan-Alexander,

  2019.

  Financial risk management and its behavioral pitfalls : an introduction.

  In:

  Financial risk management and its behavioral pitfalls : an introduction, Shanghai, China, 17 July 2019.

• 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.

• Posth, Jan-Alexander,

  2019.

  Systemic risk : networks & correlation in a nutshell.

  In:

  SupTech Workshop, Budapest, Hungary, 15 May 2019.

• Posth, Jan-Alexander,

  2019.

  The belt and road Initiative and its potential for an ESG revolution : a network view.

  In:

  Sustainable Investment Along the Belt and Road: Comparative Perspectives, swissnex China, Shanghai, China, 16 July 2019.

• Posth, Jan-Alexander; Spuck, Jochen,

  2018.

  Relationship between innovation and economic growth?.

  In:

  PatentSight Summit 2018, Bonn, Germany, 17 May 2018.

• Posth, Jan-Alexander,

  2018.

  Risk on/off : what correlation networks can tell us... and what not.

  In:

  Arbeitsgruppe «Portfolio Analytics» / Record Currency Management Limited, Zürich, 30. Oktober 2018.

Publications before appointment at the ZHAW

• "Optimization of dispersion-managed optical fiber lines”; IEEE Journal of Lightwave Technology (Vol. 20, Issue 6, pp. 946-952, 2002); Schäfer, T.; Laedke, E.W.; Gunkel, M.; Karle, C.; Posth, J.-A.; Spatschek, K.H.; Turitsyn, S.K.
• “Fast optimization procedures for third-order dispersion management”; Optics Communications (Vol. 219, pp. 241-249, 2003); Posth, J.-A.; Schäfer, T.; Laedke, E.W.; Spatschek, K.H.
• “Quasi-particle approach for interacting optical multiple pulses”; Optics Communications (Vol. 246, pp. 529-544, 2005); Posth, J.-A.; Laedke, E.W.; Schäfer, T.; Spatschek, K.H.
• “Reduzierte Modelle zur effizienten Optimierung optischer Übertragungssysteme”; Dissertation, Heinrich-Heine-Universität Düsseldorf; Universitäts- und Landesbibliothek Publikationsservice (2004); Posth, J.-A.

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