Joerg Osterrieder

News

ZHAW - Job Openings

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).

Media

• April 2021: Article on our Innosuisse Fairtrade Capital together with the School of Management and Law, ZHAW; Trying to bring producers and end-consumers together via digital tokens and the blockchain

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

• Fernando de Meer Pardo, Reinforcement Learning and Generative Adversarial Networks, March 2021 to February 2025, joint with Worcester Polytechnic University (WPI), US, Prof. Dr. Stephan Sturm
• Patchara Santawisook, April 2021, member of the PhD Committee, main supervisor: Prof. Dr. Stephan Sturm, Worcester Polytechnic University (WPI), US

Scientific Committees

• ECMI 2021 Conference, European Consortium for Mathematics in Industry, April 13-15, 2021, Wupperthal, Germany
• European Conference on Artificial Intelligence in Industry and Finance, September 2021, Winterthur, Switzerland (main organizer)
• European Conference on Artificial Intelligence in Industry and Finance, September 2020, Winterthur, Switzerland (main organizer)
• European Conference on Artificial Intelligence in Industry and Finance, September 2019, Winterthur, Switzerland (main organizer)
• European Conference on Artificial Intelligence in Industry and Finance, September 2018, Winterthur, Switzerland (main organizer)
• European Conference on Artificial Intelligence in Industry and Finance, September 2017, Winterthur, Switzerland (main organizer)

Talks

• Fintech and Artificial Intelligence in Finance, 1st International Conference on Economics and FinTech, Athens, Greece, April 12, 2021, organized within the framework of the EU H2020 project Fintech no. 825215 (topic ICT-35-2018, Type of action: CSA) and the COST Action Fintech and AI in Finance (Action Chair: Joerg Osterrieder)

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
• Moritz, Pfenninger, Samuel, Rikli, Bigler, Daniel Nico, Generation of financial time series on the basis of Wasserstein GAN, BSc, Fall 2020

Research projects

More details as of April 2021

• Strengthening Swiss Financial SMEs through Applicable Reinforcement Learning / Deputy project leader / Project ongoing
• COST Action Fintech and Artificial Intelligence in Finance - Grant Holder / Project leader / Project ongoing
• Towards Explainable Artificial Intelligence and Machine Learning in Credit Risk Management / Project co-leader / Project ongoing
• Decentralized financing of Fairtrade producers using a blockchain-based solution / Deputy project leader / Project ongoing
• Advanced/AI-supported Rating Models for P2P systems / Project co-leader / Project ongoing
• Currency hedging for SMEs and pension funds / Project leader / Project ongoing
• Hybrid Approach for Robust Identification and Measurement of Investors Driving Corporate Sustainability and Innovation. Design of Policy Tools for Evaluating the Impact of Specific Investors and Assessing the Quality of Companies’ Investor Bases. / Project leader / Project completed
• Digitalisation non-bankable assets (specifically: art) / Deputy project leader / Project completed
• Deep Learning & Neuronal Networks: Selbstständige KI-Agenten zur Entwicklung von neuartigen Handelsstrategien im Asset Management auf Basis von Self-Play / Deputy project leader / Project completed
• Assessment of derivatives-based hedging solutions / Project co-leader / Project completed
• Blockchain-based model to enhance the financing of fairtrade producers / Team member / Project completed
• 4th Conference Finance and Industry 2019 / Project leader / Project completed
• European Workshops in Finance / Project leader / Project completed
• FIN-TECH – Financial Supervision and Technology Compliance Training Programme / Project leader / Project completed
• Big Data Analytics Research / Project leader / Project completed
• Digitales Immobilien Dossier (DIGIM) / Project co-leader / Project completed
• Swisscom E-Signatur TP Technik / Project leader / Project completed
• 3rd European COST Conference on Mathematics for Industry in Switzerland / Project leader / Project completed
• Blockchain and Virtual Currencies / Project leader / Project completed
• Large Scale Data-Driven Financial Risk Modelling / Team member / Project completed
• 2nd European COST Conference on Mathematics for Industry in Switzerland / Project leader / Project completed
• Mathematics and Fintech: The next revolution in the digital transformation of the finance industry / Project leader / Project completed
• Vernetztes Denken als Erfolgsfaktor für ein ganzheitliches Verständnis von globalen Finanzmärkten / Project leader / Project completed
• Swissnex Research Stay New York / Project leader / Project completed
• 1st European COST Conference on Mathematics for Industry in Switzerland / Project leader / Project completed
• Quantitative trading strategies / Project leader / Project completed
• Long historical data for futures / Project leader / Project completed
• Automation and industrialization of quantitative research / Project leader / Project completed
• RENERG2 - RENewable enERGies in future energy supply / Team member / Project completed