Prof. Dr. Jan-Alexander Posth
Prof. Dr. Jan-Alexander Posth
ZHAW
School of Management and Law
Fachstelle für Asset Management
Gertrudstrasse 8
8400 Winterthur
Personal profile
Position at the ZHAW
Professor of Asset Management
www.zhaw.ch/de/sml/institute-zentren/iwa/
Expertise and research interests
Research focus:
Sustainable Finance & SRI/ESG
Digitalisation & Artificial Intelligence
Risk & Risk Management
Further research:
Investment solutions & management
Passive investment strategies
Overlay strategies
ALM optimization
Educational background
CAS Higher Education Didactics, 2021, PH Zürich
PhD in physics, 2003, Heinrich-Heine-Universität Düsseldorf
Diploma in physics, 2001, Heinrich-Heine-Universität Düsseldorf
Professional milestones
Head of Research and Portfolio Management, Tom Capital AG
Senior Product Development Manager, STOXX Ltd
Head of Fund Derivatives, Landesbank Baden-Württemberg
Membership of networks
- SFAA (Swiss Financial Analysts Association)
- SSF (Swiss Sustainable Finance)
- DSI (Digital Society Initiative)
- Digital Futures Lab
- DIZH Fellows
- DIZH Fellows - Project
- GFN (Green Fintech Network)
Projects
- BioVaR – Assessing and Digitizing Risk Exposure Resulting from Biodiversity Loss / Project co-leader / Project ongoing
- Spatial sustainable finance: Satellite-based ratings of company footprints in biodiversity and water / Team member / Project ongoing
- Investor and Stakeholder Tools for Tracking Companies’ Climate Commitments, Greenwashing and ESG Trends / Project co-leader / Project ongoing
- Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Team member / Project completed
- Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Team member / Project completed
- Environmental and Social Assessment at Mine Sites using Remote Sensing and Geoinformatics / Team member / Project completed
- Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Project leader / Project completed
- Sozial-ökologische Ratingmethode für Produkte und Dienstleistungen entlang ihrer Wertschöpfungskette / Project leader / Project completed
- Evidence-based Sustainable Finance / Team member / Project completed
- Towards Explainable Artificial Intelligence and Machine Learning in Credit Risk Management / Project leader / Project completed
- Advanced/AI-supported Rating Models for P2P systems / Project co-leader / Project completed
- New Generation of ESG Indices / Project co-leader / Project completed
- Feeder Structure for the Swiss Social Exchange / Team member / Project completed
- ESG 4.0 – Enabling Sustainable and Responsible Investment leveraging AI and Big Data / Project leader / Project 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 / Project completed
- Digitalisation non-bankable assets (specifically: art) / Project leader / Project completed
- Deep Learning & Neuronal Networks: Selbstständige KI-Agenten zur Entwicklung von neuartigen Handelsstrategien im Asset Management auf Basis von Self-Play / Project leader / Project completed
- Patentdatentechnologiecluster als Selektor für ESG-relevante Impact-Investing Themen / Project leader / Project completed
- Systematic and Automated Investment Process for Selection of Investment Funds / Deputy project leader / Project completed
- Climate Value-at-Risk: Ein Paradigmenwechsel in der nachhaltigen Asset-Allokation durch passive, CO2-Emissions-optimierte Anlagestrategien / Project leader / Project completed
- Patentdaten: Alternative Datenquelle im Asset Management und steuerungspolitischer Impulsgeber? / Project leader / Project completed
- Big Data Analytics Research / Team member / Project completed
- Investment Process for Niche and Alternative Products / Deputy project leader / Project completed
- Currency hedging for SMEs and pension funds / Team member / Project completed
Publications
-
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
-
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.
SSRN.
Available from: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3737714
-
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.
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.
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.
In:
FinTech : Regulatory Challenges and Sustainability Opportunities, virtual, 28 April 2021.
-
Spuck, Jochen; Posth, Jan-Alexander,
2021.
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
“Quasi-particle approach for interacting optical multiple pulses”, Optics Communications
(Vol. 246, pp. 529-544, 2005), J.-A. Posth et al.
"Reduzierte Modelle zur effizienten Optimierung optischer Übertragungssysteme", Dissertation, Heinrich-Heine-Universität Düsseldorf, Universitäts- und Landesbibliothek Publikationsservice (2004), J.-A. Posth
"Fast optimization procedures for third-order dispersion management", Optics Communications (Vol. 219, pp. 241-249, 2003), J.-A. Posth et al.
"Optimization of dispersion-managed optical fiber lines", IEEE Journal of Lightwave Technology (Vol. 20, Issue 6, pp. 946-952, 2002), T. Schäfer et al.