Prof. Dr. Christoph Schmidhuber
Prof. Dr. Christoph Schmidhuber
ZHAW
School of Engineering
Forschungsschwerpunkt Finance, Risk Management and Econometrics
Technikumstrasse 81
8400 Winterthur
Projects
- Critical Phenomena in Financial Markets and Social Networks / Project leader / laufend
- Nowcasting SME Insolvency Risk / Project leader / abgeschlossen
- Advanced/AI-supported Rating Models for P2P systems / Co-project leader / abgeschlossen
- Financial Markets and second-order Phase Transitions / Project leader / abgeschlossen
- Assessment of derivatives-based hedging solutions / Project leader / abgeschlossen
Publications
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Schmidhuber, Christof,
2022.
Financial markets and the phase transition between water and steam.
Physica A: Statistical Mechanics and its Applications.
592(126873).
Available from: https://doi.org/10.1016/j.physa.2022.126873
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Schmidhuber, Christoph,
2021.
Chaitin’s Omega and an algorithmic phase transition.
Physica A: Statistical Mechanics and its Applications.
586, pp. 126458.
Available from: https://doi.org/10.1016/j.physa.2021.126458
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Schmidhuber, Christoph,
2021.
Trends, reversion, and critical phenomena in financial markets.
Physica A: Statistical Mechanics and its Applications.
566(125642).
Available from: https://doi.org/10.1016/j.physa.2020.125642