Dr. Thomas Gramespacher

Work at ZHAW

Position

Coordination Statistics

Projects

• Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Team member / abgeschlossen
• Development of an analytics software for merchants / Team member / abgeschlossen

Publications

• 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

• 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

• 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

• Gramespacher, Thomas; Bänziger, Armin,

  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).

  Available from: https://doi.org/10.1142/S0219091519500127

• 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.

• 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.

• 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

• 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

• Bänziger-Aiba, Armin; Gramespacher, Thomas,

  2014.

  Statistische Kennzahlen

  .

  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

• Mihr, Eckhard; Gramespacher, Thomas,

  2010.

  Weiterentwicklung der Risikokontrolle ist notwendig.

  Schweizer Personalvorsorge.

  2010(1), pp. 83-84.

• Gramespacher, Thomas; Bienert, Horst,

  2009.

  Was lehrt uns die Finanzkrise?.

  Schweizer Personalvorsorge.

  2009(9), pp. 39-40.

• 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.

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