Joerg Osterrieder
Joerg Osterrieder
Verified email at zhaw.ch - Homepage
Title
Cited by
Cited by
Year
GARCH modelling of cryptocurrencies
J Chu, S Chan, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (4), 17, 2017
2232017
A statistical analysis of cryptocurrencies
S Chan, J Chu, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (2), 12, 2017
1672017
A statistical risk assessment of Bitcoin and its extreme tail behavior
J Osterrieder, J Lorenz
Annals of Financial Economics 12 (01), 1750003, 2017
972017
Bitcoin and cryptocurrencies—not for the faint-hearted
J Osterrieder, M Strika, J Lorenz
International Finance and Banking 4 (1), 56, 2017
732017
Arbitrage opportunities in diverse markets via a non-equivalent measure change
JR Osterrieder, T Rheinländer
Annals of Finance 2 (3), 287-301, 2006
222006
Momentum and trend following trading strategies for currencies revisited-combining academia and industry
J Rohrbach, S Suremann, J Osterrieder
Available at SSRN 2949379, 2017
192017
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, 2008
132008
The statistics of bitcoin and cryptocurrencies
J Osterrieder
Available at SSRN 2872158, 2016
112016
The statistics of bitcoin and cryptocurrencies
J Osterrieder
2017 International Conference on Economics, Finance and Statistics (ICEFS …, 2017
102017
The VIX volatility index-A very thorough look at it
J Osterrieder, L Vetter, K Röschli
Available at SSRN 3311727, 2019
32019
AI and financial technology
P Giudici, R Hochreiter, J Osterrieder, J Papenbrock, P Schwendner
Frontiers in Artificial Intelligence 2, 25, 2019
22019
Neural networks and arbitrage in the VIX
J Osterrieder, D Kucharczyk, S Rudolf, D Wittwer
Digital Finance 2 (1), 97-115, 2020
12020
Pattern Learning Via Artificial Neural Networks for Financial Market Predictions
A Gabler, D Perez, U Sutter, D Kucharczyk, J Osterrieder, M Reitenbach
Available at SSRN 3243479, 2018
12018
Explainable AI in Credit Risk Management
B Hadji Misheva, A Hirsa, J Osterrieder, O Kulkarni, S Fung Lin
Credit Risk Management (March 1, 2021), 2021
2021
Explainable AI in Credit Risk Management
BH Misheva, J Osterrieder, A Hirsa, O Kulkarni, SF Lin
arXiv preprint arXiv:2103.00949, 2021
2021
The VIX index under scrutiny of machine learning techniques and neural networks
A Hirsa, B Hadji Misheva, J Osterrieder, W Cao, Y Fu, H Sun, KW Wong
Available at SSRN 3796351, 2021
2021
The Applicability of Self-Play Algorithms to Trading and Forecasting Financial Markets
JA Posth, PK Kotlarz, B Hadji-Misheva, J Osterrieder, P Schwendner
Frontiers in Artificial Intelligence 4, 57, 2021
2021
The applicability of Self-Play algorithms to Trading and Forecasting Financial Markets: A feasibility study
JA Posth, B Hadji-Misheva, P Kotlarz, J Osterrieder, P Schwendner
Available at SSRN, 2020
2020
Special Issue on Cryptocurrencies
J Osterrieder, A Barletta
Springer, 2020
2020
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