Prof. Dr. Peter Schwendner

Work at ZHAW

Position

• Head of Institute of Wealth & Asset Management
• Head of Center for Asset Management

Focus

• Spatial Finance
• Biodiversity Value-at-Risk (BioVaR)
• AI in Finance
• Quantitative Investment Strategies
• European Bond Markets

Teaching

• Quantitative Investment Strategies
• Investments

Experience

• Senior Lecturer
  Zurich University of Applied Sciences
  2013 - today
• Partner, COO
  Fortinbras Asset Management
  2009 - 2013
• Managing Director, Head of Quant Research
  Sal. Oppenheim jr. & Cie.
  1998 - 2009
• PhD Student
  Max-Planck-Institute Göttingen
  1995 - 1998

Education and Continuing education

Education

Dr. rer. nat. / Physics
Georg-August-University of Göttingen
1995 - 1998

Continuing Education

• Instructor Certification and University Ambassador
  NVIDIA Deep Learning Institute
  2024
• Nanodegrees in Deep Learning, Computer Vision, Autonomous Flight Engineer
  Udacity
  2024
• Advanced Course on Earth Observation for the Raw Materials Sector
  EIT Raw Materials
  2024
• CAS Foreign Affairs & Applied Diplomacy
  ZHAW
  2019
• CAS University Didactics
  ZHAW
  10 / 2015
• Commodity-Advisor
  ebs/BAI
  2012
• Financial Risk Manager
  GARP
  2003
• Chartered Financial Analyst
  CFA Institute
  2002

Network

Membership of networks

• Cost Action 19130 - Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry (FinAI) / Working Group 3 Lead
• Cost Action 22138 - Recovery of Mining District Network (REMINDNET) / Working Group 2 Lead
• Cost Action 22136 - Pan-European Network of Green Deal Agriculture and Forestry Earth Observation Science (PANGEOS)
• Cost Action 23102 - Linking euroscepticism and populism: causes and consequences (EUPopLink)
• Researchgate
• CLAIRE AI Research Network
• CFA Society Switzerland
• Swiss Society for Financial Market Research
• Swiss Sustainable Finance
• EU Horizon 2020 FIN-TECH

ORCID digital identifier

ORCID ID: 0000-0001-9366-3564

Awards

• Best Paper Award for A. Posth/P. Schwendner/P. Laube/T. Orpiszewski: "Bio-Value-at-Risk: A Concept to Assessing the Implications of Biodiversity Risks on Portfolio Management using Geospatial Analysis"
  3rd Conference on Sustainable Banking and Finance CSBF 2025 at University of Napoli Parthenope
  07 / 2025
• Excellence in Environmental and Social Impact: Zurich University of Applied Sciences & University of Zurich: Spatial Sustainable Finance Project
  Geospatial World Forum
  04 / 2025
• SML Publication Award 2017
  School of Management and Law
  12 / 2017
• SML Publication Award 2016
  School of Management and Law
  12 / 2016

Recommendations

Named in the top 20 2024 European Quant & Finance Professors list by Rebellion Research.

Social media

• LinkedIn
• Google Scholar

Media presence

Featured in SSF Whitepaper: AI in Sustainable Finance

Projects

• Data-based Screening and Monitoring Methods for Tracking Environmental and Social Dynamic around Gold Mines / Deputy project leader / ongoing
• Spatial sustainable finance: Satellite-based ratings of company footprints in biodiversity and water / Project leader / ongoing
• Digitising Environmental Impacts using Geospatial Analytics / Team member / completed
• BioVaR – Assessing and Digitizing Risk Exposure Resulting from Biodiversity Loss / Co-project leader / completed
• Development of Customizable ESG-compliant Financial Products for Swiss Asset Owners and Managers / Co-project leader / completed
• Tech4SDG – Guiding Swiss Asset Managers towards High-Impact SMEs / Team member / completed
• Employing Natural Language Processing to identify inconsistencies in companies’ non-financial communication / Team member / completed
• Environmental and Social Assessment at Mine Sites using Remote Sensing and Geoinformatics / Team member / completed
• European Conference Series on Artificial Intelligence in Industry and Finance / Team member / completed
• Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry / Project leader / completed
• Evidence-based Sustainable Finance / Project leader / completed
• Funding Analytics Tools / Project leader / completed
• Feeder Structure for the Swiss Social Exchange / Team member / completed
• Digitalisation non-bankable assets - specifically: art / Team member / completed
• Systematic and Automated Investment Process for Selection of Investment Funds / Team member / completed
• Investment Process for Niche and Alternative Products / Co-project leader / completed
• SNIS – Effective Carbon Market Regulation / Team member / completed
• Big Data Analytics Research / Project leader / completed
• Currency hedging for SMEs and pension funds / Team member / completed
• 3rd European COST Conference on Mathematics for Industry in Switzerland / Team member / completed
• 2nd European COST Conference on Mathematics for Industry in Switzerland / Team member / completed
• Predicting investor behaviour in European bond markets through machine learning / Project leader / completed
• European government bond dynamics and stability policies: taming contagion risks / Project leader / completed
• 1st European COST Conference on Mathematics for Industry in Switzerland / Team member / completed
• Estimation of Cyber Risks / Team member / completed
• Multi-Asset Investment Process using Bayes Ensembles of Trading Models / Project leader / completed

Publications

• Teng, Huei-Wen; Härdle, Wolfgang Karl; Osterrieder, Joerg; Pele, Daniel Traian; Baals, Lennart John; Papavassiliou, Vassilios G.; Cichowicz, Ewa; Kabašinskas, Audrius; Filipovska, Olivija; Thomaidis, Nikolaos S.; Moukas, Alexios-Ioannis; Goundar, Sam; Nasir, Jamal Abdul; Weinberg, Abraham Itzhak; Arakelian, Veni; Truică, Ciprian-Octavian; Akar, Mutlu; Kabaklarlı, Esra; Coban, Özgur; Iannario, Maria; Będowska-Sójka, Barbara; Skaftadóttir, Hanna Kristín; Yıldırım, Özgür; Shala, Albulena; Pisoni, Galena; Coita, Ioana Florina; Korba, Szabolcs; Hafner, Christian M.; Schwendner, Peter; Molnár, Bálint; Xhumari, Elda,

  2026.

  Digital assets : risks, regulations, mitigation.

  Financial Innovation.

  12(1), pp. 65.

  Available from: https://doi.org/10.1186/s40854-025-00848-y

• Günster, Andrea Maria; Jud, Ramon; Schwendner, Peter,

  2025.

  Explaining new issuance premiums in the US corporate bond market (2016–2020).

  The Journal of Financial Data Science.

  7(3), pp. 8-21.

  Available from: https://doi.org/10.3905/jfds.2025.1.192

• Orpiszewski, Tomasz; Thompson, Mark James; Schwendner, Peter,

  2024.

  The stock and option market response to negative ESG news.

  The International Journal of Accounting.

  60(4), pp. 2440002.

  Available from: https://doi.org/10.1142/S109440602440002X

• Sutiene, Kristina; Schwendner, Peter; Sipos, Ciprian; Lorenzo, Luis; Mirchev, Miroslav; Lameski, Petre; Kabasinskas, Audrius; Tidjani, Chemseddine; Ozturkkal, Belma; Cerneviciene, Jurgita,

  2024.

  Enhancing portfolio management using artificial intelligence : literature review.

  Frontiers in Artificial Intelligence.

  7(1371502).

  Available from: https://doi.org/10.3389/frai.2024.1371502

• Hillebrand, Martin; Mravlak, Marko; Schwendner, Peter,

  2023.

  Investor demand in syndicated EFSF/ESM bond issuances.

  Open Research Europe.

  3(96).

  Available from: https://doi.org/10.12688/openreseurope.15961.1

• De Meer Pardo, Fernando; Schwendner, Peter; Wunsch, Marcus,

  2022.

  Tackling the exponential scaling of signature-based generative adversarial networks for high-dimensional financial time-series generation.

  The Journal of Financial Data Science.

  4(4), pp. 110-132.

  Available from: https://doi.org/10.3905/jfds.2022.1.109

• 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

• Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan,

  2021.

  Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios.

  The Journal of Financial Data Science.

  3(2), pp. 51-69.

  Available from: https://doi.org/10.3905/jfds.2021.1.056

• Schwendner, Peter; Papenbrock, Jochen; Jaeger, Markus; Krügel, Stephan,

  2021.

  Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory.

  The Journal of Financial Data Science.

  3(4), pp. 65-83.

  Available from: https://doi.org/10.3905/jfds.2021.1.078

• Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter,

  2021.

  Interpretable machine learning for diversified portfolio construction.

  The Journal of Financial Data Science.

  3(3), pp. 31-51.

  Available from: https://doi.org/10.3905/jfds.2021.1.066

• Schwendner, Peter,

  2020.

  Advances in financial machine learning.

  Quantitative Finance.

  20(2), pp. 189-190.

  Available from: https://doi.org/10.1080/14697688.2019.1703030

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2019.

  Sentiment analysis of European bonds 2016 - 2018.

  Frontiers in Artificial Intelligence.

  2(20).

  Available from: https://doi.org/10.3389/frai.2019.00020

• Packham, Natalie; Papenbrock, Jochen; Schwendner, Peter; Woebbeking, Fabian,

  2016.

  Tail-risk protection trading strategies.

  Quantitative Finance.

  17(5), pp. 729-744.

  Available from: https://doi.org/10.1080/14697688.2016.1249512

• Schwendner, Peter; Schüle, Martin; Ott, Thomas; Hillebrand, Martin,

  2015.

  European government bond dynamics and stability policies : taming contagion risks.

  Journal of Network Theory in Finance.

  1(4), pp. 1-25.

  Available from: https://doi.org/10.21314/JNTF.2015.012

• Papenbrock, Jochen; Schwendner, Peter,

  2015.

  Handling risk-on/risk-off dynamics with correlation regimes and correlation networks.

  Financial Markets and Portfolio Management.

  29(2), pp. 125-147.

  Available from: https://doi.org/10.1007/s11408-015-0248-2

• Schwendner, Peter; Hillebrand, Martin; Mravlak, Marko,

  2022.

  Investor demand in syndicated bond issuances : stylised facts[paper].

  In:

  32nd EURO Conference, Espoo Finland 3-6 July 2022.

• Schüle, Martin; Ott, Thomas; Schwendner, Peter,

  2016.

  Forecasting correlation structures[paper].

  In:

  Proceedings of the 2016 international symposium on nonlinear theory and its applications.

  2016 International Symposium on Nonlinear Theory and Its Applications (NOLTA2016), Yugawara, Japan, 27-30 November 2016.

  IEICE.

• Schwendner, Peter,

  2015.

  European government bond dynamics and stability policies : taming contagion risks[poster].

  In:

  6th ESOBE Conference «Complexity in Economics», Gerzensee, 29. Oktober 2015.

• Schwendner, Peter; Packham, Nathalie; Papenbrock, Jochen,

  2014.

  Tail-risk protection trading strategies[poster].

  In:

  8th World Congress of the Bachelier Finance Society, Brussels, Belgium, 2-6 June 2014.

• Kotsch, Raphaela; Betz, Regina; Schwendner, Peter; Abrell, Jan,

  2024.

  Network analysis of the global trade of hot air : key lessons for the Paris Agreement.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.5038486

• Plepi, Anisa; Schwendner, Peter,

  2024.

  A method for uncovering tokenisation archetypes and their effects : thus spoke Switzerland.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.5017084

• Bolesta, Karolina; Akar, Mutlu; Coita, Ioana; Tarantola, Claudia; Iannario, Maria; Osterrieder, Joerg; Sipos, Ciprian; Schwendner, Peter; Bedowska-Sojka, Barbara; Pisoni, Galena; Maxhelaku, Armela; Maxhelaku, Suela; Weinberg, Abraham Itzhak; Arakelian, Veni; Rupeika-Apoga, Ramona; Giordano, Sabrina; Filipovska, Olivija; Gomez Teijeiro, Lucia; Bernard, Frederik Sinan,

  2024.

  AI-driven failed trials in investment strategies : a network data analysis approach.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.4944243

• Arakelian, Veni; Bolesta, Karolina; Vlah Jeric, Silvija; Liu, Yiting; Osterrieder, Joerg; Potì, Valerio; Schwendner, Peter; Sutiene, Kristina; Weinberg, Abraham Itzhak,

  2024.

  A discussion paper for possible approaches to building a statistically valid backtesting framework.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.4893677

• Hillebrand, Martin; Mravlak, Marko; Breitsamter, Lorenz; Schwendner, Peter,

  2024.

  Investor activity in EFSF/ESM secondary bond markets.

  Working Paper Series

  ; 62.

  Luxembourg:

  European Stability Mechanism.

  Available from: https://www.esm.europa.eu/publications/investor-activity-efsfesm-secondary-bond-markets

• 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

• Kimmerle, Hendrik; Schwendner, Peter; Döbeli, Sabine,

  2023.

  The role of derivatives in sustainable investing : a practical guide to addressing sustainability-related challenges linked to the use of derivatives in sustainable portfolios.

  Zurich:

  Swiss Sustainable Finance.

  Available from: https://www.sustainablefinance.ch/upload/rm/ss/fs/ssf-spotlight-derivatives-final-1.pdf

• Henrici, Andreas; Füchslin, Rudolf M.; Schwendner, Peter,

  2023.

  Editorial: Artificial Intelligence in Finance and Industry: volume II—highlights from the 7th European conference.

  Frontiers in Artificial Intelligence.

  6(1267377).

  Available from: https://doi.org/10.3389/frai.2023.1267377

• Orpiszewski, Tomasz; Thompson, Mark James; Schwendner, Peter,

  2023.

  The stock and option market response to negative ESG news.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.4478825

• Henrici, Andreas; Schwendner, Peter; Deflorin, Patricia; Wilhelm, Dirk; Füchslin, Rudolf Marcel, eds.,

  2023.

  Artificial Intelligence in Finance and Industry : Volume II - Highlights from the 7th European Conference.

  7th European COST Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland, 28 September 2022.

  Frontiers Research Foundation.

  .

  Available from: https://www.frontiersin.org/research-topics/38909/

• Teng, Huei-Wen; Härdle, Wolfgang Karl; Osterrieder, Joerg; Baals, Lennart John; Papavassiliou, Vassilios G.; Bolesta, Karolina; Kabasinskas, Audrius; Filipovska, Olivija; Thomaidis, Nikolaos S.; Moukas, Alexios Ioannis; Goundar, Sam; Nasir, Jamal Abdul; Weinberg, Abraham Itzhak; Arakelian, Veni; Truică, Ciprian-Octavian; Akar, Mutlu; Kabaklarlı, Esra; Apostol, Elena-Simona; Iannario, Maria; Bedowska-Sojka, Barbara; Skaftadottir, Hanna Kristin; Schwendner, Peter; Özgür, Yıldırım; Shala, Albulena; Pisoni, Galena; Coita, Ioana Florina; Korba, Szabolcs; Hafner, Christian M.; Molnár, Bálint; Xhumari, Elda; Pele, Daniel Traian; Orhun, Eda,

  2023.

  Mitigating digital asset risks.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.4594467

• Papenbrock, Jochen; Ashley, John; Schwendner, Peter,

  2022.

  Accelerated data science, AI and GeoAI for sustainable finance in central banking and supervision[paper].

  In:

  International Conference on "Statistics for Sustainable Finance", Paris, France, 14-15 September 2021.

  Available from: https://www.bis.org/ifc/publ/ifcb56_23.pdf

• Deflorin, Patricia; Füchslin, Rudolf Marcel; Henrici, Andreas; Osterrieder, Joerg; Schwendner, Peter; Wilhelm, Dirk, eds.,

  2022.

  Artificial Intelligence in Finance and Industry : highlights from 6 European COST conferences.

  5th European COST Conference on Artificial Intelligence in Industry and Finance, Winterthur, Switzerland (online), 3 September 2020.

  Frontiers Research Foundation.

  .

  Available from: https://www.frontiersin.org/research-topics/18514/

• Jaeger, Markus; Krügel, Stephan; Papenbrock, Jochen; Schwendner, Peter,

  2021.

  'Adaptive seriational risk parity' and other extensions for heuristic portfolio construction using machine learning and graph theory.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.3806714

• Hillebrand, Martin; Mravlak, Marko; Schwendner, Peter,

  2021.

  Investor demand in syndicated bond issuances : stylised facts.

  Working Paper Series

  ; 50.

  European Stability Mechanism.

  ISBN 978-92-95223-11-0.

  Available from: https://doi.org/10.2852/793259

• 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

• Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan,

  2020.

  Matrix evolutions : synthetic correlations and explainable machine learning for constructing robust investment portfolios.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.3663220

• Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter,

  2020.

  Understanding machine learning for diversified portfolio construction by explainable AI.

  SSRN.

  Available from: https://doi.org/10.2139/ssrn.3528616

• Giudici, Paolo; Hochreiter, Ronald; Osterrieder, Jörg; Papenbrock, Jochen; Schwendner, Peter,

  2019.

  Editorial : AI and financial technology.

  Frontiers in Artificial Intelligence.

  2(25).

  Available from: https://doi.org/10.3389/frai.2019.00025

• Anhorn, Regina; Schwendner, Peter,

  2018.

  Das Hedge-Fund-Jahr hat die hohen Erwartungen erfüllt.

  Neue Zürcher Zeitung.

  pp. 34.

• Schwendner, Peter,

  2017.

  The impact of the European Union’s funding programs on bond yields.

  The Charter.

  17, pp. 16-17.

• Papenbrock, Jochen; Schwendner, Peter,

  2017.

  Maschinelle Intelligenz für Asset-Allokation und Portfoliokonstruktion.

  Portfolio Institutionell.

  2017(2), pp. 16-18.

• Schwendner, Peter; Meier, Peter,

  2016.

  Multi-Asset-Portfolios konvergieren zu Hedge Funds.

  Schweizer Personalvorsorge.

  2016(11), pp. 2-3.

• Schwendner, Peter,

  2016.

  The universe, an odd place.

  The Charter.

  2016(13), pp. 13-16.

• Packham, Natalie; Papenbrock, Jochen; Schwendner, Peter; Woebbeking, Fabian,

  2015.

  Tail-risk protection trading strategies.

  Social Science Research Network.

  Available from: https://doi.org/10.2139/ssrn.2702275

• Höllerich, Johannes; Schwendner, Peter,

  2015.

  Social Trading als Renditekick : Follower kopieren Trader.

  Finanz und Wirtschaft.

  pp. 23.

• Kelly, Scott; Chaplin, Andrew; Coburn, Andrew; Copic, Jennifer; Evan, Tamara; Neduv, Eugene; Ralph, Daniel; Ruffle, Simon; Schwendner, Peter; Skelton, Andrew; Yeo, Jaclyn Zhiyi,

  2015.

  Stress test scenario : eurozone meltdown.

  Cambridge:

  Cambridge Centre for Risk Studies.

  Available from: https://www.jbs.cam.ac.uk/fileadmin/user_upload/research/centres/risk/downloads/crs-eurozone-meltdown-financial-catastrophe.pdf

• Papenbrock, Jochen; Schwendner, Peter,

  2014.

  Jetzt absichern! Aber wie?.

  Portfolio Institutionell.

  2014(1), pp. 16-19.

• Papenbrock, Jochen; Schwendner, Peter,

  2013.

  Dynamische Korrelationen : Wegweiser für Managed Futures.

  Portfolio Institutionell.

  2013(6), pp. 12-15.

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

  2026.

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

  In:

  World Biodiversity Forum, Davos, Switzerland, 14-19 June 2026.

  Available from: https://doi.org/10.5194/wbf2026-75

• Hillebrand, Martin; Mravlak, Marko; Breitsamter, Lorenz; Schwendner, Peter,

  2024.

  Investor activity in EFSF/ESM secondary bond markets.

  In:

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

• Schwendner, Peter,

  2023.

  Case studies of primary and secondary market dynamics.

  In:

  16th International Conference of the ERCIM WG on Computational and Methodological Statistics, 17th International Conference on Computational and Financial Econometrics, Berlin, Germany, 16-18 December 2023.

• Orpiszewski, Tomasz; Schwendner, Peter; Thompson, Mark James,

  2022.

  How do stocks react to negative ESG incidents?.

  In:

  SSF/ZHAW Novel Data Solutions: Big Data and AI for Sustainable Investing - from Biodiversity Risks to Sustainable Gold, Zurich, Switzerland, 2 November 2022.

• Jaeger, Markus; Krügel, Stephan; Marinelli, Dimitri; Papenbrock, Jochen; Schwendner, Peter,

  2021.

  Interpretable machine learning for diversified portfolio construction.

  In:

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

  Available from: https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_Interpretable_ML_20210909.pdf

• Schwendner, Peter; Schuele, Martin; Hillebrand, Martin,

  2020.

  Convergence and divergence in European bond correlations.

  In:

  4th Regtech Workshop on AI in Finance, Vienna (Austria), 26 February 2020.

• Schwendner, Peter; Kotsch, Raphaela; Betz, Regina,

  2019.

  Risks in carbon markets : lessons-learned from the flexibility mechanism under the Kyoto Protocol.

  In:

  UN Climate Change Conference (COP25), Side Events, Madrid (Spain), December 2019.

• Hillebrand, Martin; Schwendner, Peter; Winant, Bastien; Mravlak, Marko,

  2019.

  Predicting investor behaviour in European bond markets : a machine-learning approach.

  In:

  4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.

• Betz, Regina; Schwendner, Peter; Kotsch, Raphaela,

  2019.

  Transfers of Kyoto units in the Swiss Emissions Trading Registry : a network analysis from 2007-2014.

  In:

  4th European Conference on Artificial Intelligence in Finance and Industry, Winterthur, Switzerland, 5 September 2019.

• Schwendner, Peter,

  2019.

  Convergence and divergence in European sovereign bonds.

  In:

  1st European Workshop on ML-Based Solutions in Finance, Winterthur, Schweiz, 4. September 2019.

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2019.

  Correlation influence networks for sentiment analysis in European sovereign bonds.

  In:

  Financial Revolution - Sentiment Analysis, AI and Machine Learning, London, United Kingdom, 25-26 June 2019.

• Schwendner, Peter,

  2019.

  Current European sovereign bond dynamics.

  In:

  Zurich Volatility Investing Event, Zurich, Switzerland, 24 October 2019.

• Schwendner, Peter; Papenbrock, Jochen,

  2019.

  Financial application of network analysis.

  In:

  Big Data Analytics Knowledge Exchange Platform M1 Fin – Tech HO2020 project, Copenhagen, Denmark, 26-27 August 2019.

• Schüle, Martin; Ott, Thomas; Schwendner, Peter,

  2018.

  Influence networks in financial markets : forecast scenarios.

  In:

  NDES 2018, 26th Nonlinear Dynamics of Electronic Systems Conference, Acireale, Italy, June, 11-13 2018.

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2018.

  Correlation influence networks for sentiment analysis in European sovereign bonds.

  In:

  Financial Revolution - Sentiment Analysis, AI and Machine Learning, Zürich, Switzerland, 30 October 2018.

• Schwendner, Peter; Schüle, Martin; Ott, Thomas; Hillebrand, Martin,

  2018.

  Sentiment in European sovereign bonds.

  In:

  3rd European COST Conference on Mathematics for Industry in Switzerland, Winterthur, 6 September 2018.

  Available from: https://www.zhaw.ch/storage/engineering/institute-zentren/iamp/sp_acss/Schwendner_20180906.pdf

• Schüle, Martin; Ott, Thomas; Schwendner, Peter,

  2017.

  Forecasting correlation structures.

  In:

  NDES 2017, 25th Nonlinear Dynamics of Electronic Systems Conference, Zernez, 5-7 June 2017.

  Available from: https://www.ini.uzh.ch/~lorimert/NDES2017/assets/NDES2017_programme_booklet.pdf

• Schwendner, Peter,

  2017.

  Data-driven risk analytics.

  In:

  26th Risk Management Innovation Platform, Frankfurt a. M., 23 November 2017.

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2017.

  Network analytics of sovereign bond dynamics.

  In:

  Frankfurt Summit on Network Analysis, Frankfurt, Germany, 26 October 2017.

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2017.

  Sovereign bond network dynamics.

  In:

  Mathfinance Conference, Frankfurt, Germany, 20-21 April 2017.

• Hillebrand, Martin; Ott, Thomas; Schüle, Martin; Schwendner, Peter,

  2016.

  European government bond dynamics and stability policies.

  In:

  ADEMU Workshop on Risk-Sharing Mechanisms for the European Union, Fiesole, Italy, 20-21 May 2016.

• Schüle, Martin; Schwendner, Peter,

  2016.

  European government bond dynamics and stability policies : taming contagion risks.

  In:

  9th Financial Risks International Forum, Paris, France, 21 March 2016.

• Schwendner, Peter,

  2015.

  Case study : global macro correlation dynamics in 2016.

  In:

  TradeTech FX 2015, London. United Kingdom, 15-17 September 2015.

• Schwendner, Peter; Schüle, Martin; Hillebrand, Martin,

  2015.

  European government bond dynamics and stability policies : taming contagion risks.

  In:

  Financial Risk and Network Theory, Cambridge, United Kingdom, 9 September 2015.

  Available from: https://www.jbs.cam.ac.uk/fileadmin/user_upload/research/centres/risk/downloads/150909_slides_schwendner.pdf

• Schwendner, Peter; Papenbrock, Jochen; Eichenberger, Alexander,

  2014.

  Currency correlations in various timeframes and what this means for trading strategies.

  In:

  TradeTech FX 2014, London, United Kingdom, 16-18 September 2014.

• Schwendner, Peter; Papenbrock, Jochen,

  2014.

  Multi-asset correlation dynamics : impact for specific investment strategies and portfolio risk.

  In:

  TSAM Europe: Performance Measurement & Investment Risk, London, United Kingdom, 1 March 2014.

  The Summit for Asset Management (TSAM).

• Schwendner, Peter,

  2013.

  New methodological answers to the new normal in risk and investment management.

  In:

  PRMIA Chapter Event, Frankfurt, Germany, 4-5 November 2013.

  Professional Risk Managers' International Association (PRMIA).

• Schwendner, Peter; Papenbrock, Jochen,

  2013.

  Understanding the changing relationships in asset class correlation and the impact for trading FX.

  In:

  TradeTech FX 2013, London. United Kingdom, 17-18 September 2013.

Publications before appointment at the ZHAW

• Engelmann, Bernd; Fengler, Matthias; Schwendner, Peter (2009). "Hedging under alternative stickiness assumptions: an empirical analysis for barrier options". Journal of Risk, 12
• Engelmann, Bernd; Fengler, Matthias; Nalholm, Morten; Schwendner, Peter (2006). "Static versus Dynamic Hedges: An Empirical Comparison for Barrier Options". Review of Derivatives Research, 9, 3.
• Fengler, Matthias; Schwendner, Peter (2004). "Quoting Multiasset Equity Options in the Presence of Errors from Estimating Correlations. Journal of Derivatives, 11, 4.
• Engelmann, Bernd; Schwendner, Peter (1998). "The Pricing of Multi Asset Options using a Fourier Grid Method". Journal of Computational Finance, 1, 4.
• Schwendner, Peter; Beck, Christian; Schinke, Reinhard (1998). “Ladder Climbing and Multiphoton Dissociation of Polyatomic Molecules Excited with Short Pulses: Basic Theory and Applications to HCO." Physical Review A, 58, 3.
• Schwendner, Peter; Seyl, Frank; Schinke, Reinhard (1997). "Photodissociation of Ar_2^+ in Strong Laser Fields". Chemical Physics, 217, 2.
• Fengler, Matthias; Pilz, Kay; Schwendner, Peter (2007). "Basket Volatility and Correlation": Nelken I. (ed.), "Volatility as an Asset Class". London: RISK Books.
• Andreas, Annette; Engelmann, Bernd; Schwendner, Peter; Wystup, Uwe (2002). "Fast Fourier Method for the Valuation of Options on Several Correlated Currencies": Hakala J. (Ed.), U. Wystup (Ed.): Foreign Exchange Risk. London: RISK Books.
• Schwendner, Peter; Engelmann, Bernd (2001). "Effizientes Pricing und Hedging von Multi-Asset Optionen": Eller, R. (Ed.), W. Gruber (Ed), C. Reif (Ed): Handbuch Gesamtbanksteuerung. Frankfurt: Schäffer-Poeschel.
• Schwendner, Peter; Martin, Stephan; Papies, Simon (2002). "Transparentes Monte-Carlo-Verfahren zur Risikosteuerung im Aktienderivatebereich". Die Bank, 1
• Schwendner, Peter; Engelmann, Bernd (2001). "Electronic Tools for Retail Hedging". Equity Risk Special Report, RISK, 1
• Schwendner, Peter (2001). "Transparente Investmentstrategie durch konsistente Handelssysteme". Die Bank, 5

Other publications

• Plepi, Anisa and Schwendner, Peter: "Towards Tokenised Bond Markets? Lessons from Switzerland" (December 2024). SUERF Policy Brief No 1058
• Kimmerle, Hendrik and Schwendner, Peter and Döbeli, Sabine: "The Role of Derivatives in Sustainable Investing" (December 2023). Swiss Sustainable Finance
• Hillebrand, Martin and Mravlak, Marko and Schwendner, Peter: "Investor demand in syndicated bond issuances: stylised facts" (April 2022). SUERF Policy Brief No 308
• Hillebrand, Martin and Schwendner, Peter (19.1.2021): "Showing how EU solidarity calmed markets over Brexit". ESM Blog
• Hillebrand, Martin and Schwendner, Peter (2020): "Contribution of Greek financial assistance programmes to reduce spillover risks." Technical Appendix (p.39-43) of: "Lessons from Financial Assistance to Greece." Report from the Independent Evaluator Joaquín Almunia, European Stability Mechanism (ESM).
• Schwendner, Peter: "Wie Eurobonds Sinn machen könnten (How Eurobonds Could Make Sense)" (May 19, 2019)

Affiliations

Current Affiliations

PanGeo Nature Risk GmbH: Co-Founder and Managing Partner
The purpose of the ZHAW spin-off PanGeo Nature Risk GmbH is to provide consulting, analysis and research services for companies, politics, non-governmental organizations (NGOs) and administration as well as trading in licenses and analysis products., Winterthur
03 / 2025 - today

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