Business School > Institute for Applied Data Science & Finance > Finance, Accounting and Tax

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Number of items at this level: 11.

Chandler, Jeffrey A.; Dushnitsky, Gary; Elitzur, Ramy; Hopp, Christian; Kincaid, Paula A.; Short, Jeremy C. (2022). Reviewing recent crowdfunding research: Collective findings from the Journal of Business Venturing Insights Journal of Business Venturing Insights, 18, e00354. Elsevier 10.1016/j.jbvi.2022.e00354

Fabel, Oliver; Mináriková, Dana; Hopp, Christian (2022). Differences and similarities in executive hiring decisions of family and non-family firms Journal of Family Business Strategy, 13(2), p. 100481. Elsevier 10.1016/j.jfbs.2021.100481

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

Mathys, Michael; Gimeno, Raúl Diego (2021). Integration von Kryptowährungen in das Angebot von Regionalbanken In: Schellinger, Jochen; Tokarski, Kim Oliver; Kissling-Näf, Ingrid (eds.) Digital Business: Analysen und Handlungsfelder in der Praxis (pp. 137-157). Wiesbaden: Springer Fachmedien Wiesbaden 10.1007/978-3-658-32323-3_7

Birkhofer, Marco; Bächli, Sandro (2021). Open Banking und standardisierte Schnittstellen auf dem Finanzplatz Schweiz In: Schellinger, Jochen; Tokarski, Kim Oliver; Kissling-Näf, Ingrid (eds.) Digital Business: Analysen und Handlungsfelder in der Praxis (pp. 119-135). Wiesbaden: Springer Fachmedien Wiesbaden 10.1007/978-3-658-32323-3_6

Odermatt, Leander; Beqiraj, Jetmir; Osterrieder, Jörg Robert (2021). Deep Reinforcement Learning for Finance and the Efficient Market Hypothesis Elsevier 10.2139/ssrn.3865019

Brinster, Leonhard; Hopp, Christian; Tykvová, Tereza (2020). The role of strategic alliances in VC exits: evidence from the biotechnology industry Venture Capital, 22(3), pp. 281-313. Taylor & Francis 10.1080/13691066.2020.1814192

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 (2007). Arbitrage, the limit order book and market microstructure aspects in financial market models (Dissertation, ETH Zürich)

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

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