List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| On the information content of explainable artificial intelligence for quantitative approaches in finance OR Spectrum | 2025-04-22 | Paper |
| Oil price and FX-rates dependency Quantitative Finance | 2021-07-16 | Paper |
| Gold price dynamics and the role of uncertainty Quantitative Finance | 2019-09-26 | Paper |
| A wavelet based approach to measure and manage contagion at different time scales Physica A | 2018-11-13 | Paper |
| Improving daily value-at-risk forecasts: the relevance of short-run volatility for regulatory quality assessment Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
| Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios European Journal of Operational Research | 2018-05-25 | Paper |
| Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas Operations Research Proceedings | 2015-02-12 | Paper |
Research outcomes over time
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