| Explainable machine learning in credit risk management N Bussmann, P Giudici, D Marinelli, J Papenbrock Computational Economics 57 (1), 203-216, 2021 | 288 | 2021 |
| Explainable AI in fintech risk management N Bussmann, P Giudici, D Marinelli, J Papenbrock Frontiers in Artificial Intelligence 3, 26, 2020 | 138 | 2020 |
| Handling risk-on/risk-off dynamics with correlation regimes and correlation networks J Papenbrock, P Schwendner Financial Markets and Portfolio Management 29 (2), 125-147, 2015 | 41 | 2015 |
| Praxishandbuch Digital Banking V Brühl, J Dorschel Springer-Verlag, 2017 | 39 | 2017 |
| Financial risk management and explainable, trustworthy, responsible AI S Fritz-Morgenthal, B Hein, J Papenbrock Frontiers in artificial intelligence 5, 779799, 2022 | 38 | 2022 |
| System and method for risk management and portfolio optimization J Papenbrock, P Schwendner US Patent App. 14/213,986, 2014 | 36 | 2014 |
| Interpretable machine learning for diversified portfolio construction M Jaeger, S Krügel, D Marinelli, J Papenbrock, P Schwendner The Journal of Financial Data Science 3 (3), 31-51, 2021 | 35* | 2021 |
| Interconnectedness risk and active portfolio management E Baitinger, J Papenbrock Journal of Investment Strategies, 2017 | 30 | 2017 |
| Asset clusters and asset networks in financial risk management and portfolio optimization J Papenbrock Dissertation, Karlsruhe, Karlsruher Institut für Technologie (KIT), 2011, 2011 | 28 | 2011 |
| Interconnectedness risk and active portfolio management: the information-theoretic perspective E Baitinger, J Papenbrock Available at SSRN 2909839, 2017 | 21 | 2017 |
| Tail-risk protection trading strategies N Packham, J Papenbrock, P Schwendner, F Woebbeking Quantitative Finance 17 (5), 729-744, 2017 | 16 | 2017 |
| Matrix evolutions: synthetic correlations and explainable machine learning for constructing robust investment portfolios J Papenbrock, P Schwendner, M Jaeger, S Krügel The Journal of Financial Data Science 3 (2), 51-69, 2021 | 15 | 2021 |
| The use of correlation networks in parametric portfolio policies H Lohre, J Papenbrock, M Poonia Available at SSRN 2505732, 2014 | 10 | 2014 |
| AI and financial technology P Giudici, R Hochreiter, J Osterrieder, J Papenbrock, P Schwendner Frontiers in Artificial Intelligence 2, 25, 2019 | 9 | 2019 |
| Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions J Papenbrock, ST Rachev, M Höchstötter, FJ Fabozzi Applied financial economics 19 (17), 1401-1416, 2009 | 8 | 2009 |
| Trustworthy AI—Part 1 R Mariani, F Rossi, R Cucchiara, M Pavone, B Simkin, A Koene, ... Computer 56 (2), 14-18, 2023 | 7 | 2023 |
| Adaptive seriational risk parity and other extensions for heuristic portfolio construction using machine learning and graph theory P Schwendner, J Papenbrock, M Jaeger, S Krügel The Journal of Financial Data Science 3 (4), 65-83, 2021 | 7 | 2021 |
| Accelerated data science, AI and GeoAI for sustainable finance in central banking and supervision J Papenbrock, J Ashley, P Schwendner International Conference on" Statistics for Sustainable Finance", Paris …, 2022 | 5 | 2022 |
| Die α-stabile Welt–Steigende Anforderungen an das Risikomanagement M Buttler, J Papenbrock FB-News der Verlagsgruppe Handelsblatt GmbH 5, 2-5, 2007 | 5 | 2007 |
| 'Adaptive seriational risk parity'and other extensions for heuristic portfolio construction using machine learning and graph theory M Jaeger, S Krügel, J Papenbrock, P Schwendner SSRN, 2021 | 3 | 2021 |
Peter SchwendnerProfessor of Banking and Finance, Zurich University of Applied SciencesVerified email at zhaw.ch
