GARCH modelling of cryptocurrencies J Chu, S Chan, S Nadarajah, J Osterrieder Journal of Risk and Financial Management 10 (4), 17, 2017 | 476 | 2017 |
A statistical analysis of cryptocurrencies S Chan, J Chu, S Nadarajah, J Osterrieder Journal of Risk and Financial Management 10 (2), 12, 2017 | 279 | 2017 |
A statistical risk assessment of Bitcoin and its extreme tail behavior J Osterrieder, J Lorenz Annals of Financial Economics 12 (01), 1750003, 2017 | 187 | 2017 |
Bitcoin and cryptocurrencies—not for the faint-hearted J Osterrieder, M Strika, J Lorenz International Finance and Banking 4 (1), 56, 2017 | 114 | 2017 |
Explainable AI in credit risk management BH Misheva, J Osterrieder, A Hirsa, O Kulkarni, SF Lin arXiv preprint arXiv:2103.00949, 2021 | 78 | 2021 |
Generative adversarial networks in finance: an overview F Eckerli, J Osterrieder arXiv preprint arXiv:2106.06364, 2021 | 60 | 2021 |
Momentum and trend following trading strategies for currencies revisited-combining academia and industry J Rohrbach, S Suremann, J Osterrieder Available at SSRN 2949379, 2017 | 34 | 2017 |
The statistics of bitcoin and cryptocurrencies J Osterrieder Available at SSRN 2872158, 2016 | 34 | 2016 |
Arbitrage opportunities in diverse markets via a non-equivalent measure change JR Osterrieder, T Rheinländer Annals of Finance 2 (3), 287-301, 2006 | 24 | 2006 |
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 | 16 | 2020 |
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 | 14 | 2007 |
Simulation of a limit order driven market J Lorenz, J Osterrieder The Journal Of Trading 4 (1), 23-30, 2009 | 13 | 2009 |
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 | 11 | 2021 |
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 | 11 | 2021 |
Wasserstein GAN: Deep Generation applied on Bitcoins financial time series R Samuel, BD Nico, P Moritz, O Joerg arXiv preprint arXiv:2107.06008, 2021 | 10 | 2021 |
AI and financial technology P Giudici, R Hochreiter, J Osterrieder, J Papenbrock, P Schwendner Frontiers in Artificial Intelligence 2, 25, 2019 | 10 | 2019 |
The VIX volatility index-A very thorough look at it J Osterrieder, L Vetter, K Röschli Available at SSRN 3311727, 2019 | 10 | 2019 |
A primer on deep reinforcement learning for finance J Osterrieder, C GPT Available at SSRN 4316650, 2023 | 9 | 2023 |
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 | 8 | 2023 |
A primer on natural language processing for finance J Osterrieder Available at SSRN 4317320, 2023 | 8 | 2023 |