Publications
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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
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Hauf, Patrick; Trummer, Stefan,
2021.
New computing architectures meet 'interest rate risk in the banking book'.
Risk Intelligence.
Available from: https://www.garp.org/risk-intelligence/technology/data/a1Z1W000005lJCGUA2
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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
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Stumpp, Bettina Eva; Tanner, Michaela,
2021.
MoneyToday.ch.
Available from: https://www.moneytoday.ch/news/mit-agilen-impulsen-aus-der-covid-krise/
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Jaeger, Markus; Krügel, Stephan; Papenbrock, Jochen; Schwendner, Peter,
2021.
SSRN.
Available from: https://doi.org/10.2139/ssrn.3806714
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Papenbrock, Jochen; Schwendner, Peter; Jaeger, Markus; Krügel, Stephan,
2021.
The Journal of Financial Data Science.
3(2), pp. 51-69.
Available from: https://doi.org/10.3905/jfds.2021.1.056
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2021.
Active choice, beliefs updating and subsequent risk taking [paper].
In:
2021 Behavioural Finance Working Group Conference, London, United Kingdom, 10-11 June 2021.
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Schwendner, Peter; Papenbrock, Jochen; Jaeger, Markus; Krügel, Stephan,
2021.
The Journal of Financial Data Science.
3(4), pp. 65-83.
Available from: https://doi.org/10.3905/jfds.2021.1.078
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2021.
In:
FinTech : Regulatory Challenges and Sustainability Opportunities, virtual, 28 April 2021.
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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