Joerg Osterrieder

Summary

Professor of Quantitative Finance, ZHAW, Switzerland, since Dec 2017

   Research focus on Finance, Technology and Artificial Intelligence

Publications

see google scholar

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
• November 2021: Jörg Osterrieder von der ZHAW über Fintech, Openbanking und Blockchain
• September 2020, Fintech interview: “Artificial intelligence must not be a black box”

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
• Sebastian Singer, 2021 - 2025, member of the PhD Committee, main supervisor: Prof. Dr. Ronald Hochreiter, WU Vienna, Austria

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)
• Bitcoin and Cryptocurrencies, Third International Conference on Mathematics and Statistics, American University of Sharjah, Feb. 2020
• Invited Research Stay at the American University of Sharjah (Feb. 2020)
• Invited Talk at the Haindorf Seminar, Ladislaus von Bortkiewicz Chair of Statistics, International Training Group “High-Dimensional Non-Stationary Time-Series” (Jan. 2019)
• Research stay at the Ladislaus von Bortkiewicz Chair of Statistics, International Training Group “High-Dimensional Non-Stationary Time-Series”, Nov. 26 - 30, 2018
• 2nd Berlin Conference, Crypto-Currencies in a Digital Economy, Nov. 29/30, Berlin, Session Chair “Markets, Bank and Finance”, https://www.ccconf.org
• 2nd Berlin Conference, Crypto-Currencies in a Digital Economy, Nov. 29/30, Berlin, “Introducing Trust into Blockchain”, https://www.ccconf.org
• 11th Conference on Computational and Financial Econometrics (CFE 2017), University of London, Dec. 16, 2017, “Trend-following strategies for currency markets”
• Crypto-Currencies in a Digital Economy, Einstein Center Digital Future, TU Berlin, Nov. 16, 2017, “Cryptocurrencies – Not for the faint-hearted”
• FinTech Innovation Conference, Zurich, Mar. 2017, “Cryptocurrencies and risk management”
• Fintech Workshop, London, Jan. 2017, “A unified standard for modelling financial contracts”
• Keynote Speaker International Conference on Economics and Finance, Hong Kong, Jan. 2017
• Algorithmic Trading - The Rise of the Machines (for Experts), Thursday, Sept. 15, 2016, Swiss Finance Institute Breakfast Seminar with Dr. Jörg Osterrieder
• Algorithmic Trading, internal talk at UBS, 2016
• Invited talk at the Conference: “Creating and Combining Alpha Streams from Big Data”, Research Symposium London, Nov. 19, 2015, Ravenpack
• Moderation of the Conference “Alpha Trader Forum (ATF)”, May 2017, participants were heads of trading from Germany, Switzerland, Austria, dach.buysideintel.com

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, Fall 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 junior researchers at graduate and postgraduate level

BSc

• 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, 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

MSc

• Antonio, Rosolia, Analyzing deep generated financial time series for various asset classes, MSc, Spring 2021

PhD

• 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
• Sebastian Singer, 2021 - 2025, member of the PhD Committee, main supervisor: Prof. Dr. Ronald Hochreiter, WU Vienna, Austria
• Dr. Rui Li, 2020, PhD examiner, main supervisor: Saralees Nadarajah, University of Manchester, UK
• Dr. Idika Okorie, 2019, PhD examiner, main supervisor: Saralees Nadarajah, University of Manchester, UK
• Dr. M. Weibel, 2019, PhD examiner, main supervisor: Juri Hinz, University of Technology, Sydney, Australia

other graduate and post-graduate students

• Florian Bozdharaj, since 2019
• Florian Hinz, 2020
• Dr. Branka Hadji Misheva, University of Pavia, 2020
• Piotr Kotlarz, University of Liechtenstein, since 2018
• Matas Pocevicius, Finance industry, 2017 – 2018
• Dr. Martin Wiegand, 2018, University of Manchester
• Dr. Daniel Kucharczyk, Finance industry, 2017- 2019

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

Outreach activities

• Research workshop on Blockchain at the Hungarian Central Bank (April 2021)
• Research workshop on Artificial Intelligence at the Hungarian Central Bank (March 2020)
• Research workshop on Big Data at the Hungarian Central Bank (June 2019)
• Swissnex mobility grant, New York City (2016)
• "Von Chatbots, Tradingrobotern und Versicherungsoptimierern", contribution to ZHAW Impact (2019)
• Academia-industry roundtable discussion: Big Data Analytics – FinTech Risk Management Tools (July 2019)
• Organization of Academia-Industry conferences:
• 5th European Conference on AI in Finance and Industry (2020)
• 4th European Conference on AI in Finance and Industry (2019), 30 speakers; 250 participants from Switzerland and 19 European countries
• 3rd European COST Conference on AI in Finance and Industry (2018), 30 speakers; 260 participants from Switzerland and 16 European countries
• 2nd European COST Conference on AI in Finance and Industry (2017), 20 speakers; 180 participants from within Switzerland and across Europe
• 1st European COST Conference on Mathematics for Industry (2016), 20 speakers; 120 participants from within Switzerland
• Many Academia-Industry research projects with knowledge transfer since 2015