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Joerg Osterrieder
Joerg Osterrieder
BFH and Uni Twente
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GARCH modelling of cryptocurrencies
J Chu, S Chan, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (4), 17, 2017
4472017
A statistical analysis of cryptocurrencies
S Chan, J Chu, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (2), 12, 2017
2692017
A statistical risk assessment of Bitcoin and its extreme tail behavior
J Osterrieder, J Lorenz
Annals of Financial Economics 12 (01), 1750003, 2017
1832017
Bitcoin and cryptocurrencies—not for the faint-hearted
J Osterrieder, M Strika, J Lorenz
International Finance and Banking 4 (1), 56, 2017
1082017
Explainable AI in credit risk management
BH Misheva, J Osterrieder, A Hirsa, O Kulkarni, SF Lin
arXiv preprint arXiv:2103.00949, 2021
652021
Generative adversarial networks in finance: an overview
F Eckerli, J Osterrieder
arXiv preprint arXiv:2106.06364, 2021
542021
Environmental psychology
Y Lin, Z Hu
China Architecture & Building Press, Beijing, 2000
392000
Momentum and trend following trading strategies for currencies revisited-combining academia and industry
J Rohrbach, S Suremann, J Osterrieder
Available at SSRN 2949379, 2017
332017
The statistics of bitcoin and cryptocurrencies
J Osterrieder
Available at SSRN 2872158, 2016
322016
Arbitrage opportunities in diverse markets via a non-equivalent measure change
JR Osterrieder, T Rheinländer
Annals of Finance 2 (3), 287-301, 2006
242006
Simulation of a limit order driven market
J Lorenz, J Osterrieder
The Journal Of Trading 4 (1), 23-30, 2008
152008
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
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
132020
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
112021
Wasserstein GAN: Deep Generation applied on Bitcoins financial time series
R Samuel, BD Nico, P Moritz, O Joerg
arXiv preprint arXiv:2107.06008, 2021
102021
The VIX volatility index-A very thorough look at it
J Osterrieder, L Vetter, K Röschli
Available at SSRN 3311727, 2019
102019
A primer on deep reinforcement learning for finance
J Osterrieder, C GPT
Available at SSRN 4316650, 2023
92023
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
92021
AI and financial technology
P Giudici, R Hochreiter, J Osterrieder, J Papenbrock, P Schwendner
Frontiers in Artificial Intelligence 2, 25, 2019
92019
A primer on natural language processing for finance
J Osterrieder
Available at SSRN 4317320, 2023
52023
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Artículos 1–20