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Joerg Osterrieder
Joerg Osterrieder
BFH and Uni Twente
在 bfh.ch 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
GARCH modelling of cryptocurrencies
J Chu, S Chan, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (4), 17, 2017
4762017
A statistical analysis of cryptocurrencies
S Chan, J Chu, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (2), 12, 2017
2792017
A statistical risk assessment of Bitcoin and its extreme tail behavior
J Osterrieder, J Lorenz
Annals of Financial Economics 12 (01), 1750003, 2017
1872017
Bitcoin and cryptocurrencies—not for the faint-hearted
J Osterrieder, M Strika, J Lorenz
International Finance and Banking 4 (1), 56, 2017
1142017
Explainable AI in credit risk management
BH Misheva, J Osterrieder, A Hirsa, O Kulkarni, SF Lin
arXiv preprint arXiv:2103.00949, 2021
782021
Generative adversarial networks in finance: an overview
F Eckerli, J Osterrieder
arXiv preprint arXiv:2106.06364, 2021
602021
Momentum and trend following trading strategies for currencies revisited-combining academia and industry
J Rohrbach, S Suremann, J Osterrieder
Available at SSRN 2949379, 2017
342017
The statistics of bitcoin and cryptocurrencies
J Osterrieder
Available at SSRN 2872158, 2016
342016
Arbitrage opportunities in diverse markets via a non-equivalent measure change
JR Osterrieder, T Rheinländer
Annals of Finance 2 (3), 287-301, 2006
242006
Neural networks and arbitrage in the VIX: A deep learning approach for the VIX
J Osterrieder, D Kucharczyk, S Rudolf, D Wittwer
Digital finance 2 (1), 97-115, 2020
162020
Arbitrage, the limit order book and market microstructure aspects in financial market models
JR Osterrieder
Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17121, 2007, 2007
142007
Simulation of a limit order driven market
J Lorenz, J Osterrieder
The Journal Of Trading 4 (1), 23-30, 2009
132009
Deep reinforcement learning on a multi-asset environment for trading
A Hirsa, J Osterrieder, B Hadji-Misheva, JA Posth
arXiv preprint arXiv:2106.08437, 2021
112021
The VIX index under scrutiny of machine learning techniques and neural networks
A Hirsa, J Osterrieder, BH Misheva, W Cao, Y Fu, H Sun, KW Wong
arXiv preprint arXiv:2102.02119, 2021
112021
Wasserstein GAN: Deep Generation applied on Bitcoins financial time series
R Samuel, BD Nico, P Moritz, O Joerg
arXiv preprint arXiv:2107.06008, 2021
102021
AI and financial technology
P Giudici, R Hochreiter, J Osterrieder, J Papenbrock, P Schwendner
Frontiers in Artificial Intelligence 2, 25, 2019
102019
The VIX volatility index-A very thorough look at it
J Osterrieder, L Vetter, K Röschli
Available at SSRN 3311727, 2019
102019
A primer on deep reinforcement learning for finance
J Osterrieder, C GPT
Available at SSRN 4316650, 2023
92023
Navigating the Environmental, Social, and Governance (ESG) landscape: constructing a robust and reliable scoring engine-insights into Data Source Selection, Indicator …
Y Liu, J Osterrieder, BH Misheva, N Koenigstein, L Baals
Open Research Europe 3, 2023
82023
A primer on natural language processing for finance
J Osterrieder
Available at SSRN 4317320, 2023
82023
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