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Farokhnia, Kia; Osterrieder, Joerg (2022). High-Frequency Causality between Stochastic Volatility Time Series: Empirical Evidence Elsevier 10.2139/ssrn.4087569
Hadji Misheva, Branka; Hirsa, Ali; Osterrieder, Joerg; Kulkarni, Onkar; Fung Lin, Stephen (2021). Explainable AI in Credit Risk Management Elsevier 10.2139/ssrn.3795322
Odermatt, Leander; Beqiraj, Jetmir; Osterrieder, Jörg Robert (2021). Deep Reinforcement Learning for Finance and the Efficient Market Hypothesis Elsevier 10.2139/ssrn.3865019
Bucher, Chris; Osterrieder, Jörg Robert (2021). Risk Parity for Multi-Asset Futures Allocation: a Practical Analysis of the Equal Risk Contribution Portfolio Elsevier
Osterrieder, Jörg Robert (2005). A Dynamic Market Microstructure Model with Insider Information and Order Book Elsevier 10.2139/ssrn.676028
