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Liu, Yiting; Osterrieder, Jörg Robert; Hadji Misheva, Branka; Koenigstein, Nicole; Baals, Lennart John (2023). Navigating the Environmental, Social, and Governance (ESG) landscape: constructing a robust and reliable scoring engine - insights into Data Source Selection, Indicator Determination, Weighting and Aggregation Techniques, and Validation Processes for Comprehensive ESG Scoring Systems Open Research Europe, 3, p. 119. F1000 Research 10.12688/openreseurope.16278.1
Osterrieder, Jörg Robert; Hadji Misheva, Branka; Machado, Marcos (2023). Digital Finance: Reaching New Frontiers [version 1; peer review: 2 approved] Open Research Europe, 3(38) F1000 Research 10.12688/openreseurope.15386.1
Osterrieder, Jörg Robert; Seigne, Michael (2023). Unraveling market mysteries: a comprehensive review of financial anomalies and puzzles [version 1; peer review: 1 approved with reservations] Open Research Europe, 3(172) F1000 Research https://doi.org/10.12688/openreseurope.16436.1
Osterrieder, Jörg Robert (2023). Share buybacks: a theoretical exploration of genetic algorithms and mathematical optionality Frontiers in Artificial Intelligence, 6 Frontiers Research Foundation 10.3389/frai.2023.1276804
Osterrieder, Jörg Robert; Seigne, Michael (2023). Examining share repurchase executions: insights and synthesis from the existing literature Frontiers in Applied Mathematics and Statistics, 9 Frontiers Research Foundation 10.3389/fams.2023.1265254
Chan, Stephen; Chu, Jeffrey; Nadarajah, Saralees; Osterrieder, Jörg Robert (2017). A statistical analysis of cryptocurrencies Journal of Risk and Financial Management, 10(2), p. 12. MDPI 10.3390/jrfm10020012
Osterrieder, Jörg Robert; Lorenz, Julian (2017). A statistical risk assessment of Bitcoin and its extreme tail behavior Annals of Financial Economics, 12(01), p. 1750003. World Scientific Publishing Company 10.1142/S2010495217500038
Lorenz, Julian; Osterrieder, Jörg Robert (2008). Simulation of a limit order driven market The Journal Of Trading, 4(1), pp. 23-30. Portfolio Management Research 10.3905/JOT.2009.4.1.023
Osterrieder, Jörg Robert; Reinländer, Thorsten (2006). Arbitrage opportunities in diverse markets via a non-equivalent measure change Annals of Finance, 2(3), pp. 287-301. Springer 10.1007/s10436-006-0037-z
Hadji Misheva, Branka; Osterrieder, Jörg Robert (11 August 2023). Wie Geschlechtervielfalt und KI die Fintech-Branche verändern SocietyByte – Wissenschaftsmagazin der Berner Fachhochschule Berner Fachhochschule, Wirtschaft
Farokhnia, Kia; Osterrieder, Jörg Robert (June 2022). High-Frequency Causality in the VIX Index and its derivatives: Empirical Evidence Cornell University 10.48550/arXiv.2206.13138
Zejnullahu, Frensi; Moser, Maurice; Osterrieder, Jörg Robert (2022). Applications of Reinforcement Learning in Finance: Trading with a Double Deep Q-Network Cornell University 10.48550/arXiv.2206.14267
Fu, Weilong; Hirsa, Ali; Osterrieder, Jörg Robert (2022). Simulating financial time series using attention Cornell University 10.48550/arXiv.2207.00493
Bucher, Chris; Osterrieder, Jörg Robert (2021). Risk Parity for Multi-Asset Futures Allocation: a Practical Analysis of the Equal Risk Contribution Portfolio Elsevier
Odermatt, Leander; Beqiraj, Jetmir; Osterrieder, Jörg Robert (2021). Deep Reinforcement Learning for Finance and the Efficient Market Hypothesis Elsevier 10.2139/ssrn.3865019
Hirsa, Ali; Osterrieder, Jörg Robert; Misheva, Branka Hadji; Cao, Wenxin; Fu, Yiwen; Sun, Hanze; Wong, Kin Wai (2021). The VIX index under scrutiny of machine learning techniques and neural networks Cornell University 10.48550/arXiv.2102.02119
Osterrieder, Jörg Robert (2005). A Dynamic Market Microstructure Model with Insider Information and Order Book Elsevier 10.2139/ssrn.676028
Osterrieder, Jörg Robert (2007). Arbitrage, the limit order book and market microstructure aspects in financial market models (Dissertation, ETH Zürich)
