Prof. Dr. Jörg Robert Osterrieder


Prof. Dr. Jörg Robert Osterrieder Dozent

  • Adresse Berner Fachhochschule
    Institut Applied Data Science & Finance
    Brückenstrasse 73
    3005 Bern


  • 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