Prof. Dr. Jörg Robert Osterrieder

Professor für Sustainable Finance

Master in Business Administration

Master in Business Informatics

Bachelor in International Business Administration

Digital Finance

Sustainable Finance

Machine Learning for Finance

Artificial Intelligence for Finance

Artificial Intelligence in Finance

Machine Learning in Finance

Sustainable Finance

Digital Finance

Action Chair COST Action 19130 Fintech and Artificial Intelligence in Finance

SNF project: Anomaly and fraud detection in blockchain networks

SNF project: Network-based credit risk models in P2P lending markets

Osterrieder, Jörg R; Rheinländer, Thorsten; Arbitrage opportunities in diverse markets via a non-equivalent measure change,Annals of Finance,2,3,287-301,2006,Springer-Verlag
Lorenz, Julian; Osterrieder, Jörg; ,Simulation of a limit order driven market,The Journal Of Trading,4,1,23-30,2008,Institutional Investor Journals Umbrella
Osterrieder, Jörg Robert; ,"Arbitrage, the limit order book and market microstructure aspects in financial market models",2007,"Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 17121
Osterrieder, Joerg; Lorenz, Julian; ,A statistical risk assessment of Bitcoin and its extreme tail behavior,Annals of Financial Economics,12,01,1750003,2017,World Scientific Publishing Company
Osterrieder, Joerg; A Dynamic Market Microstructure Model with Insider Information and Order Book,Available at SSRN 676028,2005,
Osterrieder, Joerg; The statistics of bitcoin and cryptocurrencies,Available at SSRN 2872158,2016,
Osterrieder, Joerg; A Theoretical Model of the Limit Order Book and Some Applications,Available at SSRN 881274,2006,
Osterrieder, Joerg; Strika, Martin; Lorenz, Julian; ,Bitcoin and cryptocurrencies—not for the faint-hearted,International Finance and Banking,4,1,56,2017,
Chan, Stephen; Chu, Jeffrey; Nadarajah, Saralees; Osterrieder, Joerg; ,A statistical analysis of cryptocurrencies,Journal of Risk and Financial Management,10,2,12,2017,MDPI
Rohrbach, Janick; Suremann, Silvan; Osterrieder, Joerg; Momentum and trend following trading strategies for currencies revisited-combining academia and industry,Available at SSRN 2949379,,,,2017,
Chu, Jeffrey; Chan, Stephen; Nadarajah, Saralees; Osterrieder, Joerg; GARCH modelling of cryptocurrencies,Journal of Risk and Financial Management,10,4,17,2017,MDPI
Gabler, Andreas; Wiegand, Martin; Osterrieder, Joerg; ,"Pricing, Loss and Sensitivity Analysis of Barrier Options via Regression",Available at SSRN 3194111,,,,2018,
Gabler, Andreas; Perez, Dominique; Sutter, Ueli; Kucharczyk, Daniel; Osterrieder, Joerg; Reitenbach, Markus; Pattern Learning Via Artificial Neural Networks for Financial Market Predictions,Availa
Kucharczyk, Daniel; Osterrieder, Joerg; Rudolf, Silas; Wittwer, Daniel; ,Neural Networks and Arbitrage in the VIX–A Deep Learning Approach for the VIX,Available at SSRN 3305686,,,,2018,
Osterrieder, Joerg; Vetter, Lars; Röschli, Kevin; ,The VIX volatility index-A very thorough look at it,Available at SSRN 3311727,2019,
Giudici, Paolo; Hochreiter, Ronald; Osterrieder, Jörg; Papenbrock, Jochen; Schwendner, Peter; AI and financial technology,Frontiers in Artificial Intelligence,2,,25,2019,Frontiers Media SA
Osterrieder, Jörg; Barletta, Andrea; ,Editorial on the Special Issue on Cryptocurrencies,Digital Finance,1,1,1-4,2019,Springer International Publishing
Osterrieder, Joerg; Kucharczyk, Daniel; Rudolf, Silas; Wittwer, Daniel; ,Neural networks and arbitrage in the VIX,Digital Finance,2,1,97-115,2020,Springer International Publishing
Choudary, Jabar; Osterrieder, Joerg; ,Machine Learning Tools for Probability of Default and Rating Downgrades of Corporate and Government Bonds,SSRN ELibrary,,,3461558,2019,Elsevier
Osterrieder, Joerg; Barletta, Andrea; ,Special Issue on Cryptocurrencies,2020,
Hirsa, Ali; Osterrieder, Joerg; Misheva, Branka Hadji; Cao, Wenxin; Fu, Yiwen; Sun, Hanze; Wong, Kin Wai; ,The VIX index under scrutiny of machine learning techniques and neural networks,arXiv prep
Misheva, Branka Hadji; Osterrieder, Joerg; Hirsa, Ali; Kulkarni, Onkar; Lin, Stephen Fung; ,Explainable AI in credit risk management,arXiv preprint arXiv:2103.00949,2021,
Posth, Jan-Alexander; Kotlarz, Piotr; Misheva, Branka Hadji; Osterrieder, Joerg; Schwendner, Peter; ,The applicability of self-play algorithms to trading and forecasting financial markets,Frontiers
Odermatt, Leander; Beqiraj, Jetmir; Osterrieder, Joerg; ,Deep Reinforcement Learning for Finance and the Efficient Market Hypothesis,Available at SSRN 3865019,2021,
Hirsa, Ali; Osterrieder, Joerg; Hadji-Misheva, Branka; Posth, Jan-Alexander; ,Deep reinforcement learning on a multi-asset environment for trading,arXiv preprint arXiv:2106.08437,2021,
Eckerli, Florian; Osterrieder, Joerg; ,Generative Adversarial Networks in finance: an overview,arXiv preprint arXiv:2106.06364,2021,
Samuel, Rikli; Nico, Bigler Daniel; Moritz, Pfenninger; Joerg, Osterrieder; ,Wasserstein GAN: Deep Generation applied on Bitcoins financial time series,arXiv preprint arXiv:2107.06008,2021,
Pfenninger, Moritz; ,Generative Adversarial Network For synthetic data on Bitcoin returns,Available at SSRN 3864867,2021,
Rosolia, Antonio; Osterrieder, Joerg; ,Analyzing Deep Generated Financial Time Series for Various Asset Classes,Available at SSRN 3898792,2021,
Hadji Misheva, Branka; Jaggi, David; Posth, Jan-Alexander; Gramespacher, Thomas; Osterrieder, Joerg; Audience-Dependent Explanations for AI-Based Risk Management Tools: A Survey,Frontiers in Artif

Pfenninger, Moritz; Bigler, Daniel Nico; Rikli, Samuel; Osterrieder, Joerg; Wasserstein gan: Deep generation applied on financial time series,Available at SSRN 3885659,2021,
Bucher, Chris; Osterrieder, Joerg; Risk Parity for Multi-Asset Futures Allocation–A Practical Analysis of the Equal Risk Contribution Portfolio,Available at SSRN 3858730,2021,
Farokhnia, Kia; Osterrieder, Joerg; High-Frequency Causality between Stochastic Volatility Time Series: Empirical Evidence,Available at SSRN 4087569,2022,
Farokhnia, Kia; Osterrieder, Joerg; High-Frequency Causality in the VIX Index and its derivatives: Empirical Evidence,arXiv preprint arXiv:2206.13138,2022,
Zejnullahu, Frensi; Moser, Maurice; Osterrieder, Joerg; ,Applications of Reinforcement Learning in Finance--Trading with a Double Deep Q-Network,arXiv preprint arXiv:2206.14267,2022,
Fu, Weilong; Hirsa, Ali; Osterrieder, Jörg; Simulating financial time series using attention,arXiv preprint arXiv:2207.00493,2022,
Henrici, Andreas; Osterrieder, Jörg; "Artificial Intelligence in Finance and Industry: Highlights from 6 European COST Conferences",Frontiers in Artificial Intelligence,187,,Frontiers

Action Chair COST Action 19130 Fintech and Artificial Intelligence in Finance

Bachelier Finance Society

Kickstart AI - National Initiative to promote Artificial Intelligence in the Netherlands

American Finance Association