Difference between revisions of "Joerg Osterrieder"
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* Chris, Bucher, Deep Reinforcement Learning for different macro-environments, BSc, Fall 2020 | * Chris, Bucher, Deep Reinforcement Learning for different macro-environments, BSc, Fall 2020 | ||
* Leander, Odermatt, Jetmir, Beqiraj, Deep Reinforcement Learning and trading in simulated stock movements, BSc, Fall 2020 | * Leander, Odermatt, Jetmir, Beqiraj, Deep Reinforcement Learning and trading in simulated stock movements, BSc, Fall 2020 | ||
| − | * Antonio, Rosolia, Analyzing deep generated financial time series for various asset classes, MSc, Spring | + | * Antonio, Rosolia, Analyzing deep generated financial time series for various asset classes, MSc, Spring 2021 |
* Leander, Odermatt, Jetmir, Beqiraj, Informational gain of using global multi assets to predict S & P 500 continuous futures with Deep Reinforcement Learning, BSc, Spring 2021 | * Leander, Odermatt, Jetmir, Beqiraj, Informational gain of using global multi assets to predict S & P 500 continuous futures with Deep Reinforcement Learning, BSc, Spring 2021 | ||
* Chris, Bucher, A practical look at risk parity in futures allocation, BSc, Spring 2021 | * Chris, Bucher, A practical look at risk parity in futures allocation, BSc, Spring 2021 | ||
* Florian, Eckerli, GANs in Finance: Overview and practical applications, BSc , Spring 2021 | * Florian, Eckerli, GANs in Finance: Overview and practical applications, BSc , Spring 2021 | ||
* First Name, Last Name, Title of Thesis, Link to Paper (ssrn), BSc (or MSc, or Phd), Date (e.g. Fall 2020) | * First Name, Last Name, Title of Thesis, Link to Paper (ssrn), BSc (or MSc, or Phd), Date (e.g. Fall 2020) | ||
Revision as of 12:49, 9 April 2021
News
Professor of Quantitative Finance, Zurich University of Applied Sciences, Switzerland
Papers since 2021
[1] Hirsa, Ali, Joerg Osterrieder, Branka Hadji Misheva, W. Cao, Yiwen Fu, Hanze Sun and K. Wong. “The VIX index under scrutiny of machine learning techniques and neural networks.” (2021).
Services to the Academic Community
- Book Series Editor "Financial Innovation and Technology" (Springer) (since November 2020)
- Editor Frontier Topics in AI in Finance "Financial Risk and Blockchain" (since November 2020)
- Editor Frontier Topics in AI in Finance and Industry (since November 2020)
- Reviewer for the Journal of Investment Strategies (since November 2020)
PhD students
- NN, Reinforcement Learning, January 2021 to December 2024, joint with Worcester Polytecnic University (WPI), US, Prof. Dr. Stephan Sturm
Teaching
Executive Education
- Blockchain, Big Data and Distributed Ledger, Certificate of Advanced Studies (CAS), Fall 2018, Spring and Fall 2019, 2020, 2021
- Machine Learning and Deep Learning in Finance, Continuing Education, Spring 2021
Courses
- Topics of Financial Engineering, Spring 2021, 2020, 2019, 2018, 2017, 2016
- Quantitative Risk Management, Spring 2021, 2017, 2016, 2015
- Mathematics of Financial Markets I, Spring 2015, 2016
- Mathematics of Financial Markets II, Fall 2015, 2016
Supervision of bachelor and master theses
Since 2020:
- Chris, Bucher, Deep Reinforcement Learning for different macro-environments, BSc, Fall 2020
- Leander, Odermatt, Jetmir, Beqiraj, Deep Reinforcement Learning and trading in simulated stock movements, BSc, Fall 2020
- Antonio, Rosolia, Analyzing deep generated financial time series for various asset classes, MSc, Spring 2021
- Leander, Odermatt, Jetmir, Beqiraj, Informational gain of using global multi assets to predict S & P 500 continuous futures with Deep Reinforcement Learning, BSc, Spring 2021
- Chris, Bucher, A practical look at risk parity in futures allocation, BSc, Spring 2021
- Florian, Eckerli, GANs in Finance: Overview and practical applications, BSc , Spring 2021
- First Name, Last Name, Title of Thesis, Link to Paper (ssrn), BSc (or MSc, or Phd), Date (e.g. Fall 2020)