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Baals, Lennart John; Osterrieder, Jörg Robert; Hadji Misheva, Branka; Liu, Yiting (2024). Towards a new PhD Curriculum for Digital Finance Open Research Europe, 4(7), pp. 1-16. F1000 Research 10.12688/openreseurope.16513.1
Herz, Holger; Zihlmann, Christian (2024). Adverse effects of control ? Evidence from a field experiment Experimental Economics, 27(2), pp. 469-488. Springer 10.1007/s10683-024-09823-3
Amato, Alessandra; Osterrieder, Jörg Robert; Machado, Marcos (2024). How can artificial intelligence help customer intelligence for credit portfolio management? A systematic literature review International Journal of Information Management Data Insights, 4(2), pp. 1-15. Elsevier 10.1016/j.jjimei.2024.100234
Liu, Yiting; Baals, Lennart John; Osterrieder, Jörg Robert; Hadji Misheva, Branka (2024). Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics Finance Research Letters, 63, p. 105308. Elsevier 10.1016/j.frl.2024.105308
Liu, Yiting; Baals, Lennart John; Osterrieder, Jörg Robert; Hadji Misheva, Branka (2024). Leveraging network topology for credit risk assessment in P2P lending: A comparative study under the lens of machine learning Expert Systems with Applications, 252, p. 124100. Elsevier 10.1016/j.eswa.2024.124100
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
Coita, Ioana; Belbe, Stefana (Ștefana); Mare, Codruta (Codruța); Osterrieder, Jörg Robert; Hopp, Christian (2023). Modelling taxpayers’ behaviour based on prediction of trust using sentiment analysis Finance Research Letters, 58, p. 104549. Elsevier 10.1016/j.frl.2023.104549
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
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; 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
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
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
Odermatt, Leander; Beqiraj, Jetmir; Osterrieder, Jörg Robert (2021). Deep Reinforcement Learning for Finance and the Efficient Market Hypothesis Elsevier 10.2139/ssrn.3865019
Osterrieder, Jörg Robert (2007). Arbitrage, the limit order book and market microstructure aspects in financial market models (Dissertation, ETH Zürich)
