Complete Curriculum Vitae

Extracted from the original Word document (2025 CV Osterrieder.docx)

Contact Information

Address: Wilkerstrasse 24, CH-3097 Liebefeld

Phone: +41 77 469 28 09 Email: joerg.osterrieder@gmail.com Website: https://wiki.fin-ai.eu/index.php/Joerg_Osterrieder LinkedIn: https://www.linkedin.com/in/joergosterrieder

Research Interests

Artificial Intelligence, Machine Learning, Quantitative Finance, Risk Management, Financial Data Science, Digital Finance.

Academic Positions

Professor of AI and Finance, University of Applied Sciences of the Grisons, CH, **2025 - **

Associate Professor of Finance and Artificial Intelligence, University of Twente, NL, 2021 – Present

  • Teaching and supervision of BSc and MSc theses on Machine Learning, Reinforcement Learning and Artificial Intelligence
  • Leading collaboration with ING on technical-quantitative topics and coordinating the MSCA Industrial Doctoral Network on Digital Finance.

Professor of AI and Finance, Bern Business School, CH, 2022 – 2025

  • Teaching and supervision of BSc and MSc theses on Machine Learning and Artificial Intelligence in Business and Information Systems programs.
  • Leading Swiss National Science Foundation (SNSF)-funded research projects.

Lecturer/Professor of Risk Management, ZHAW, CH, 2015 – 2022

  • Teaching and supervision of BSc and MSc theses on Machine Learning and Artificial Intelligence in Data Science, Industrial Engineering, and Information Systems programs.
  • Leading Innosuisse, SNSF, and directly funded research projects.

Education

Ph.D. in Mathematics, ETH ZĂŒrich, CH (Swiss Federal Institute of Technology, Department of Mathematics, 2003 – 2007

  • Financial Mathematics Group
  • Thesis: “Arbitrage Opportunities and Market Microstructure” (under the supervision of Prof. Dr. F. Delbaen)
  • Scholar of the German Academic Merit Foundation for PhD Studies

M.Sc. in Mathematics, Syracuse University, US, 2000 – 2002

  • Scholar of the German Academic Merit Foundation for Graduate Studies
  • Thesis: Jacobian Matrices

M.Sc. in Business Economics, University of Ulm, Germany, 1998 – 2002

  • Graduated with Honors

Industry Experience

Quantitative Research and Portfolio Management, Man Investments, PfĂ€ffikon, CH, Nov 2012 – Dec 2014

  • Quantitative modelling and research
  • Design and implementation of a Risk-Parity Multi-Asset strategy, including tail-risk and trend-following aspects

Senior Vice President, Regulatory Projects, Credit Suisse Group, ZĂŒrich, CH, Feb 2012 – Oct 2012

  • Managed regulatory projects, ensuring compliance with international financial regulations.

Executive Director, Global Markets, Goldman Sachs, London, UK, Apr 2009 – Jan 2012

  • Quantitative Research and Implementation of Algorithmic Execution strategies, most notably VWAP and Implementation Shortfall for the European equity markets

Associate, Global Markets, Merrill Lynch, London, UK, Apr 2007 – Mar 2009

  • Supported quantitative research and trading strategies across global markets, focusing on data analysis and market microstructure for Algorithm Execution strategies.

Summer Associate, The Boston Consulting Group, DĂŒsseldorf, Germany, Jun 2002 – Aug 2002

  • Assisted in mathematical modelling and strategic planning for industrial clients.

Summer Associate, Oliver Wyman & Co, Frankfurt, Germany, Jun 2001 – Aug 2001

  • Contributed to consulting projects in risk management and financial modeling.

Major Academic Leadership Positions

COST Action Chair, COST Action Fintech and AI in Finance, 2020 – 2024

  • Led the European COST Action on Fintech and AI in Finance, with 400 academic members from 51 countries.
  • Coordinated international research collaborations, organized conferences and workshops, and enabled interdisciplinary research across member institutions.

PI and Coordinator, MSCA Industrial Doctoral Network on Digital Finance, since January 2024

  • Lead the MSCA Industrial Doctoral Network on Digital Finance, a European PhD research and training programme focused on digital finance.
  • Managing over €3.8M in funding from the European Horizon framework
  • More than 20 institutions and 100 participating researchers from academia and industry
  • Key partners include the European Central Bank, ING, Deutsche Börse, and the Bank for International Settlements.

Principal Investigator, Swiss National Science Foundation (SNSF), since 2020

  • Principal Investigator for several major research projects funded by SNSF.
  • Responsible for project design, securing funding, overseeing research activities, and ensuring the successful completion of research objectives.
  • Narrative Digital Finance: a tale of structural breaks, bubbles & market narratives
  • Anomaly and fraud detection in blockchain networks
  • Network-based credit risk models in P2P lending markets
  • Hybrid Approach for Robust Identification and Measurement of Investors Driving Corporate Sustainability and Innovation. Design of Policy Tools for Evaluating the Impact of Specific Investors and Assessing the Quality of Companies’ Investor Bases
  • Mathematics and Fintech - the next revolution in the digital transformation of the finance industry

Steering Committee Member, Luxembourg National Research Fund (FNR). since June 2024

  • Oversee the development and implementation of the NCER line “Financial Technologies”.
  • Promote transdisciplinary research and intersectoral collaboration to address societal-relevant financial missions.

Major Industry Cooperations

ING Group, Joint Professorship (UT-ING Collaboration), since May 2021

  • Partnering with ING Group’s Global Analytics team on AI-driven finance research, including synthetic data generation, risk management, federated learning, reinforcement learning applications, and credit risk early warning systems.

European Central Bank, Cooperation Partner within MSCA Digital Finance, since Sept 2023

  • Collaborating on AI and data science initiatives under the MSCA framework, focusing on AI for the supervision tasks of ECB.

Deutsche Börse, Collaboration Partner within SNSF Narrative Digital Finance, since Jan 2024

  • Partnering with Deutsche Börse’s Quantitative Research team on narrative digital finance projects funded by the Swiss National Science Foundation, focusing on HFT and market microstructure.

Quoniam Asset Management, Strategic Partner in AI Research, since Sept 2016

  • Collaborating on AI-driven portfolio optimization and predictive analytics tools to enhance asset management strategies.

QCAM Currency Asset Management, Cooperation Partner on New Asset Management Products, 2017 – 2020

  • Worked on developing new currency overlay asset management products.

Publications

Work-in-progress

  • Osterrieder, J., & Schlamp, S. (2025). Reaction times to economic news in high-frequency trading: An analysis of latency and informed trading ahead of macro-news announcements.
  • Taibi, G., Schlamp, S., & Osterrieder, J. (2024). Nanoseconds traders: How ultra-fast and high-frequency traders reshape market microstructure.
  • Taibi, G., Schlamp, S., & Osterrieder, J. (2024). Identifying market signals: A statistical/machine learning approach.

Peer-Reviewed Journal Articles

  • van Braak, B., Osterrieder, J. R., & Machado, M. R. (2025). How can consumers without credit history benefit from the use of information processing and machine learning tools by financial institutions? Information Processing & Management, 62(2), 103972.
  • Kozian, L. L., Machado, M. R., & Osterrieder, J. R. (2025). Modeling commodity price co-movement: Building on traditional time series models and exploring applications of machine learning algorithms. Decisions in Economics and Finance, 1-44.
  • Beltman, J., Machado, M. R., & Osterrieder, J. R. (2025). Predicting retail customers’ distress in the finance industry: An early warning system approach. Journal of Retailing and Consumer Services, 82, 104101.
  • Amato, A., Osterrieder, J. R., & Machado, M. R. (2025). How can artificial intelligence help customer intelligence for credit portfolio management? A systematic literature review. International Journal of Information Management Data Insights, 4(2), 100234.
  • Chan, S., Chandrashekhar, D., Almazloum, W., Zhang, Y., Lord, N., Osterrieder, J., & Chu, J. (2024). Stylized facts of metaverse non-fungible tokens. Physica A: Statistical Mechanics and its Applications, 130103. Elsevier.
  • Liu, Y., Baals, L. J., Osterrieder, J., & Hadji-Misheva, B. (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, 124100.
  • Liu, Y., Baals, L. J., Osterrieder, J., & Hadji-Misheva, B. (2024). Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. Finance Research Letters, 63, 105308. Elsevier.
  • Coita, I.-F., Belbe, Ș. Ș., Mare, C., Osterrieder, J., & Hopp, C. (2023). Modelling taxpayers’ behaviour based on prediction of trust using sentiment analysis. Finance Research Letters, 58, 104549. Elsevier.
  • Osterrieder, J., & Seigne, M. (2023). Examining share repurchase executions: Insights and synthesis from the existing literature. Frontiers in Applied Mathematics and Statistics, 9, 1265254. Frontiers Media SA.
  • Liu, Y., Osterrieder, J., Hadji-Misheva, B., Koenigstein, N., & Baals, L. (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. European Commission, Directorate General for Research and Innovation.
  • Osterrieder, J. (2023). Share buybacks: A theoretical exploration of genetic algorithms and mathematical optionality. Frontiers in Artificial Intelligence, 6, 1276804. Frontiers Media SA.
  • Osterrieder, J., Misheva, B. H., & Machado, M. (2023). Digital finance: Reaching new frontiers. Open Research Europe, 3. European Commission, Directorate General for Research and Innovation.
  • Henrici, A., & Osterrieder, J. (2022). Artificial intelligence in finance and industry: Highlights from 6 European COST conferences. Frontiers in Artificial Intelligence, 5, 1007074. Frontiers Media SA.
  • Filipovska, O. (2022). Discussion on: Programmable money: Next-generation blockchain-based conditional payments by Ingo Weber and Mark Staples. Digital Finance, 4(2), 133–134. Springer International Publishing.
  • Hadji-Misheva, B., Jaggi, D., Posth, J.-A., Gramespacher, T., & Osterrieder, J. (2021). Audience-dependent explanations for AI-based risk management tools: A survey. Frontiers in Artificial Intelligence, 4, 794996. Frontiers Media SA.
  • Posth, J.-A., Kotlarz, P., Misheva, B. H., & Osterrieder, J. (2021). The applicability of self-play algorithms to trading and forecasting financial markets. Frontiers in Artificial Intelligence, 4, 668465. Frontiers Media SA.
  • Osterrieder, J., Kucharczyk, D., Rudolf, S., & Wittwer, D. (2020). Neural networks and arbitrage in the VIX: A deep learning approach for the VIX. Digital Finance, 2(1), 97–115. Springer International Publishing.
  • Osterrieder, J., & Barletta, A. (2020). Special issue on cryptocurrencies. Digital Finance, 1, 1–4. Springer International Publishing.
  • Giudici, P., Hochreiter, R., Osterrieder, J., Papenbrock, J., & Schwendner, P. (2019). AI and financial technology. Frontiers in Artificial Intelligence, 2, 25. Frontiers Media SA.
  • Osterrieder, J., & Barletta, A. (2019). Editorial on the special issue on cryptocurrencies. Digital Finance, 1, 1–4. Springer International Publishing.
  • Chu, J., Chan, S., Nadarajah, S., & Osterrieder, J. (2017). GARCH modelling of cryptocurrencies. Journal of Risk and Financial Management, 10(4), 17.
  • Chan, S., Chu, J., Nadarajah, S., & Osterrieder, J. (2017). A statistical analysis of cryptocurrencies. Journal of Risk and Financial Management, 10(2), 12.
  • Osterrieder, J., Strika, M., & Lorenz, J. (2017). Bitcoin and cryptocurrencies—not for the faint-hearted. International Finance and Banking, 4(1), 56.
  • Osterrieder, J., & Lorenz, J. (2017). A statistical risk assessment of Bitcoin and its extreme tail behavior. Annals of Financial Economics, 12(1), 1750003. World Scientific Publishing Company.
  • Lorenz, J., & Osterrieder, J. (2009). Simulation of a limit order driven market. The Journal of Trading, 4(1), 23–30. Portfolio Management Research.
  • Osterrieder, J. R., & RheinlĂ€nder, T. (2006). Arbitrage opportunities in diverse markets via a non-equivalent measure change. Annals of Finance, 2(3), 287–301. Springer.

Five Most Important Invited Talks and Presentations

  • Digital Transformation of EU’s Financial Markets, 11th European Financial Regulation Conference, Panelist, October 11, 2022
  • Artificial Intelligence in Finance, FinTech Days Tirana: Digital Transformation—Where Tech Meets Finance, Honorary Speaker, September 23, 2022
  • Fintech and Artificial Intelligence in Finance - An Overview, IFC Workshop on Data Science in Central Banking: Applications and Tools, Keynote Speaker, February 14–17, 2022
  • Generative Adversarial Networks and Its Applications in Finance, 7th Annual Columbia-Bloomberg Machine Learning in Finance Conference, Invited Speaker, September 17, 2021
  • Generative Adversarial Networks and Some Applications in Finance, Advances in Stochastic Analysis Conference, CIRM, Luminy, France, Invited Speaker, September 13–17, 2021

Invited Talks and Presentations

  • Keynote Speaker, Artificial Intelligence in Finance, 4th International Symposium on Big Data and Artificial Intelligence, Hong Kong, December 14–15, 2024
  • Keynote Talk, Artificial Intelligence, AUS - UAE National Conference on Mathematics and its Applications, Sharjah, UAE, May 5, 2024
  • Invited Talk, Share Buy-Back Executions - A multi-billion dollar free lunch, The 3rd Yushan Conference, National Yang Ming Chiao Tung University, Taiwan, December 8, 2023
  • Invited Talk, A Tour Through Quantitative Finance Research in the Era of Machine Learning and Artificial Intelligence, Mathematical Seminar, Worcester Polytechnic Institute, US, March 27, 2022
  • Invited Talk, A Tour Through Quantitative Finance Research in the Era of Machine Learning and Artificial Intelligence, Mathematical Finance Seminar, Columbia University, US, March 27, 2022
  • Award Presenter, COST FinAI Datathon, Award Ceremony, Tirana, Albania, September 22, 2022
  • Co-opening Speaker, COST FinAI Workshop on Diversity, COST FinAI Workshop, Tirana, Albania, September 22, 2022
  • Session Moderator, FinTech: Challenges and Opportunities, COST FinAI Workshop, Tirana, Albania, September 21, 2022
  • Session Chair, Central Bank Digital Currencies, European Alternative Finance Conference, Utrecht, Netherlands, October 6, 2022
  • Speaker, FinTech and AI, University of Twente and ING Group, FinanceCom 2022, Enschede, NL, August 24, 2022
  • Speaker, COST FinAI Management Committee Meeting, COST FinAI Management Committee, August 22, 2022
  • Co-Chair, Digital Disruption in Financial Markets Roundtable, ICESS 2022, June 16–17, 2022
  • Speaker, The European COST Action Fintech and AI in Finance - A History and Definition of Artificial Intelligence, Digital Disruption in Financial Markets Roundtable, ICESS 2022, June 16–17, 2022
  • Speaker, Artificial Intelligence in Finance - Data Challenges and Biases, Putting Science Into Standards Workshop, June 9, 2022
  • Speaker, COST Action Fintech and Artificial Intelligence in Finance - An Introduction, Diversity Challenges and Opportunities in FinTech, May 16–17, 2022
  • Session Chair, Welcome Address, Diversity Challenges and Opportunities in FinTech, May 16–17, 2022
  • Speaker, Machine Learning and AI in Finance – with Applications to Optimal Trading Strategies, Technology, Innovation and Stability: New Directions in Finance, May 5–6, 2022
  • Invited Talk, Generative Adversarial Networks for Finance, Bits and Blocks (Blockchain) Workshop 2021, December 18, 2021
  • Chair, 2nd Annual Management Committee Meeting of the COST Action CA19130 Fintech and Artificial Intelligence in Finance, Bucharest University of Economic Studies, October 28, 2021
  • Invited Speaker, Deep Generation of Financial Data, Annual Research Conference of the COST Action CA19130 Fintech and Artificial Intelligence in Finance, October 28, 2021
  • Invited Speaker, Fintech and Artificial Intelligence in Finance - An Overview, European COST Action Fintech and Artificial Intelligence in Finance, Skopje, North Macedonia, October 15, 2021
  • Invited Speaker, Deep Generation of Financial Data, 6th European COST Conference on Artificial Intelligence in Industry and Finance, September 9, 2021
  • Invited Speaker, COST Action Fintech and Artificial Intelligence in Finance - An Overview, 6th European COST Conference on Artificial Intelligence in Industry and Finance, September 9, 2021
  • Roundtable Participant, Trustworthy AI in Europe: Multiple Perspectives, IEEE Portugal, June 24, 2021
  • Panel Participant, The Impact of AI on Germany’s Industry, Artificial Intelligence for Finance - Opportunities and Challenges, EU Tech Chamber, June 8, 2021
  • Speaker, Running a European Research Network on Artificial Intelligence during Corona-times, Swiss AI4Good, May 26, 2021
  • Speaker, Fintech and Artificial Intelligence in Finance, 1st International Conference on Economics and FinTech, April 12, 2021
  • Speaker, Fintech and Artificial Intelligence in Finance - Towards a Transparent Financial Industry, RegTech Workshop: Fintech Risk Management, October 23, 2020
  • Speaker, Training ML Models: Decision Trees and Random Forest, SupTech Training Sessions for the Central Bank of Hungary: Fintech Risk Management, Budapest, Hungary, October 27, 2020
  • Speaker, What is Artificial Intelligence? How is it Transforming the Financial Ecosystem?, SupTech Training Sessions for the Central Bank of Hungary: Fintech Risk Management, October 26, 2020

  • Speaker, Blockchain and Distributed Trust, Winlink Winterthur, Switzerland, October 1, 2020

  • Speaker, Bitcoin and Cryptocurrencies, Third International Conference on Mathematics and Statistics, American University of Sharjah, February 2020
  • Research Stay, Invited Research Stay at the American University of Sharjah, February 2020
  • Invited Talk, Haindorf Seminar, Ladislaus von Bortkiewicz Chair of Statistics, International Training Group “High-Dimensional Non-Stationary Time-Series,” January 2019
  • Research Stay, Ladislaus von Bortkiewicz Chair of Statistics, International Training Group “High-Dimensional Non-Stationary Time-Series,” November 26–30, 2018
  • Session Chair, 2nd Berlin Conference, Crypto-Currencies in a Digital Economy, Session Chair: “Markets, Bank and Finance,” November 29–30, 2018
  • Speaker, Introducing Trust into Blockchain, 2nd Berlin Conference, Crypto-Currencies in a Digital Economy, Nov 29–30, 2018
  • Speaker, Trend-Following Strategies for Currency Markets, 11th Conference on Computational and Financial Econometrics (CFE 2017), University of London, December 16, 2017
  • Speaker, Cryptocurrencies – Not for the Faint-hearted, Crypto-Currencies in a Digital Economy, Einstein Center Digital Future, TU Berlin, November 16, 2017
  • Speaker, Cryptocurrencies and Risk Management, FinTech Innovation Conference, Zurich, March 2017
  • Speaker, A Unified Standard for Modelling Financial Contracts, Fintech Workshop, London, January 2017
  • Keynote Speaker, International Conference on Economics and Finance, Hong Kong, January 2017
  • Speaker, Algorithmic Trading - The Rise of the Machines (for Experts), Swiss Finance Institute Breakfast Seminar, Sept 15, 2016
  • Speaker, Algorithmic Trading, Internal Talk at UBS, 2016
  • Invited Talk, Creating and Combining Alpha Streams from Big Data, Research Symposium London, Ravenpack, Nov 19, 2015
  • Moderator, Alpha Trader Forum (ATF), May 2017

Media Coverage

  • Are Companies Being Ripped Off by Big Banks Over Share Buybacks? The Sunday Times. Featured in an article discussing potential overpricing by big banks in share buyback programs, referencing our research. September 2023
  • How Gender Diversity and AI are Changing the Fintech Industry. SocietyBytes Science Magazine., Interviewed about how gender diversity and artificial intelligence are transforming the fintech industry. August 2023
  • If Companies Are Going to Buy Back Shares, They Should Pay a Fair Price by Brooke Masters. Financial Times Weekend Edition. Quoted in an opinion piece highlighting our work on share buybacks and advocating for fair pricing practices. July 2023
  • Governance from the Perspective of Science, Administration, and Industry. KĂŒnstliche Intelligenz im Staat., Featured in a discussion on AI in government sectors from multiple viewpoints. February 2022
  • Artificial Intelligence in the Financial Industry. PostFinance Pionierblog. Provided expert insights on the role of AI in finance for PostFinance’s’pioneer blog. February 2022
  • Jörg Osterrieder from ZHAW on Fintech, Open Banking, and Blockchain. Netzwoche Magazine. Interview covering topics on fintech developments, open banking, and blockchain technology. November 2021
  • Greater Zurich Boosts AI in Finance. Greater Zurich Area News. Featured in an article about advancements in AI within the finance sector in the Greater Zurich area. October 2021
  • Innosuisse Fairtrade Capital Project, . ZHAW School of Management and Law. Discussed our project connecting producers and consumers via digital tokens and blockchain technology. April 2021
  • Artificial Intelligence Must Not Be a Black Box. Fintech Interview. Emphasized the importance of transparency in AI applications within the fintech industry. September 2020

Academic Engagement

Habilitation Committee Memberships

January 2023, Ing. TomĂĄĆĄ PlĂ­hal, Ph.D., Department of Finance, Faculty of Economics and Administration, Masaryk University, Committee Member, FX Market Volatility Modelling: Can We Use Low Frequency Data?

Associate Editor Roles

Frontiers in Artificial Intelligence in Finance (since 2020), Frontiers in Financial Risk and Blockchain (since 2020), Frontiers in AI in Finance and Industry (since 2020), Journal of Investment Strategies (since 2022), Digital Finance (since 2020)

Guest Editorships of Research Topics

  • Statistical Modelling for Fintech, Financial Inclusion, and Inequality Frontiers in AI in Finance 2024
  • AI in Finance and Industry: 6 European COST Conferences Frontiers in AI in Finance 2020
  • AI and Financial Technology Frontiers in AI in Finance 2019
  • Cryptocurrencies Digital Finance 2018

Reviewer for Academic Journals

Annals of Operations Research (Springer, since 2018), Journal of Banking and Finance (2018), Empirical Economics (Springer, since 2018), European Journal of Finance (since 2019), Frontiers in Artificial Intelligence in Finance (since 2018), Journal of Investment Strategies (since 2020)

Editorships

Editorial Board Member, Journal of Investment Strategies (since 2021), Associate Editor, Digital Finance (Springer, since 2020), Associate Editor, Frontiers in Artificial Intelligence in Finance (since 2021)

Membership in Associations

Swiss Risk Association, Bachelier Finance Society, European Mathematical Society, European Finance Association, American Finance Association

Expert Reviewer for the European Commission

  • Executive Agency for Small and Medium-Sized Enterprises, 2020
  • European Innovation Council Accelerator Pilot Program, 2021
  • European Innovation Council Accelerator Pilot Program, 2022
  • European Innovation Council and SMEs Executive Agency Programme, 2023

Outreach Activities

  • Academia-Government Policy Workshop on AI in Finance, EC, Brussels, Organizer, May 2024
  • Academia-Government Policy Workshop on AI in Finance, COST, Brussels, Organizer, May 2023
  • Research Workshop on Blockchain at the Hungarian Central Bank, Budapest, Hungary, Speaker, April 2021
  • Research Workshop on Artificial Intelligence at the Central Bank, Budapest, Hungary, Speaker, March 2020
  • Research Workshop on Big Data at the Hungarian Central Bank, Budapest, Hungary, Speaker, June 2019
  • Academia-Industry Round-Table Discussion: Big Data Analytics – FinTech , Zurich, CH, Organizer, July 2019
  • Swissnex Mobility Grant, NYC, USA, Recipient, July 2016

Research Conferences – Organization and Scientific Committee member

  • Reinforcement Learning in Finance Enschede, NL Chair and Co-Organizer February 2–7, 2025
  • FinTech and AI in Finance PhD Training School Enschede, NL Chair June 19–23, 2023
  • FinTech and AI in Finance Helsinki, Finland Co-Organizer July 10–11, 2023
  • Women in FinTech and AI (3rd Edition) Coimbra, Portugal Co-Organizer June 1–2, 2023
  • FinTech and AI in Finance Meets Brussels Brussels, Belgium Organizer May 15–16, 2023
  • Innovation Workshop: Networking Event Series on AI Zurich, CH Organizer March 15, 2022
  • Collaboration Workshop on Blockchain and DLT Zurich, CH Organizer May 11, 2022
  • European Alternative Finance Conference Utrecht, NL Co-Organizer Oct 5–7, 2022
  • ML Approaches in Finance and Management HU Berlin, DE Co-Organizer March 24–25, 2022
  • 1st International Conference on Economics and FinTech Athens, Greece Co-Organizer April 12, 2021
  • Annual FinTech and AI in Finance MC Meeting Bern, CH Main Organizer Sept 27–28, 2023
  • Management Committee COST Action CA19130 Utrecht, NL Organizer Oct 5, 2022
  • COST FinAI Management Committee Meeting Enschede, NL Organizer Aug 22, 2022
  • FinTech and AI in Finance Conference Helsinki, Finland Main Co-Organizer July 10–11, 2023
  • Research Conference on FinTech Coimbra, Portugal Panel Member June 1–2, 2023
  • Diversity Challenges for a Sustainable FinTech Pavia, Italy Scientific Committee Member April 13–14, 2023
  • ML, AI, and Data Protection in FinTech Conference Dublin, Ireland Scientific Committee Member July 6–8, 2023
  • 22nd ECMI Conference on Applied Mathematics WrocƂaw, Poland Scientific Committee Member June 26–30, 2023
  • Technology, Innovation and Stability: New Directions in Finance Zagreb, Croatia Committee Member May 5–6, 2022
  • ECMI 2021 Conference Wuppertal, Germany Scientific Committee Member April 13–15, 2021
  • Annual European Conference on AI in Finance Bern, CH Chair and Organizer 2021–2022
  • Annual European Conference on AI in Finance and Industry Winterthur, CH Chair and Organizer 2015–2021

Ph.D. Supervision and Committee Membership

Current Ph.D. Students

  • Dennis Hoffmann, University of Twente, NL, AI and Asset Management, Industry Cooperation with Quoniam Asset Management, 2025 – 2029
  • Gabin Taibi, University of Twente, NL, Narrative Digital Finance and High-Frequency Trading, 2024 – 2027
  • Lennart Baals, University of Twente, NL, Network-Based Credit Models for P2P Lending, 2022 – 2025
  • Yiting Liu, University of Twente, NL, Network-Based Credit Models for P2P Lending, 2022 – 2026
  • Dr. Piotr Kotlarz, University of Liechtenstein, Liechtenstein, The EUR/CHF Exchange Rate: Drivers, Forecasting, and Trading Strategies, Daily Supervisor, 2019 – 2023
  • Dr. Weilong Fu, Columbia University, USA, Innovative Derivative Pricing and Time Series Simulation Techniques via Machine and Deep Learning, Co-Supervisor and Ph.D. Committee Member, 2021 – 2022
  • Dr. Patchara Santawisook, Worcester Polytechnic Institute (WPI), USA, Price Impact of VIX Futures and Two Order Book Mean-Field Games, Ph.D. Committee Member, 2022
  • Dr. Branka Hadji Misheva, University of Pavia, Italy, Network-based credit risk models, Daily Supervisor, 2019 – 2022
  • Dr. Martin Wiegand, University of Manchester, UK, Extreme Value Theory and Distribution Theory, Daily Supervisor, 2017

Ph.D. Examination Committees

  • Dr. Zexuan Yin, UCL, UK, Neural Time Series Forecasting With Latent Dynamics, Ph.D. Examiner, 2024
  • Dr. Rui Li, University of Manchester, UK, Generalizations of the normal distribution, Ph.D. Examiner, 2020
  • Dr. Idika Okorie, University of Manchester, UK, Contributions to Distribution Theory with Applications, Ph.D. Examiner, 2019
  • Dr. M. Weibel, University of Technology Sydney, Fast scenario-based optimal control for stochastic portfolio optimization, Ph.D. Examiner, 2019

Supervision of Graduate and Postgraduate Researchers

Bachelor’s Students

  • CBDCs Effects on European Society, Bor Roelofs, Spring 2023
  • Complexity Analysis of Reinforcement Learning Models Applied to Stock Trading, Jason Davis, Hezekiah Owuor, Erich Schwarzrock, Spring 2022
  • Artificial Intelligence for Trading Strategies, Romain DĂ©lĂšze, Danijel Jevtic, Spring 2022
  • Applications of Reinforcement Learning in Finance, Frensi Zejnullahu, Maurice Moser, Spring 2022
  • The Efficient Market Hypothesis for Bitcoin in the Context of Neural Networks, Mike KrĂ€henbĂŒhl, Spring 2022
  • A Study of Artificial Intelligence for VIX and VIX Futures, Nikolaj Brux, Spring 2022
  • High-Frequency Causality in the VIX Index and Its Derivatives: Empirical Evidence, Kia Farokhnia, Spring 2022
  • Vorhersagen von Bewegungen am KryptowĂ€hrungsmarkt mit Hilfe von Candlestick Charts und kĂŒnstlich neuronalen Netzen, Philipp Kessler, Spring 2022
  • Machine Learning in Finance Business Model, John Magar, Spring 2022
  • The VIX Index and Its Derivatives, Kia Farokhnia, Fall 2021
  • Generative Adversarial Networks for Financial Time Series, Romain DĂ©lĂšze, Danijel Jevtic, Fall 2021
  • Deep Reinforcement Learning for Finance and the Efficient Market Hypothesis, Leander Odermatt, Jetmir Beqiraj, Spring 2021
  • Risk Parity for Multi-Asset Futures Allocation: A Practical Analysis of the Equal Risk Contribution Portfolio, Chris Bucher, Spring 2021
  • Generative Adversarial Networks in Finance: An Overview, Florian Eckerli, Spring 2021
  • Wasserstein GAN: Deep Generation Applied on Financial Time Series, Moritz Pfenninger, Samuel Rikli, Daniel Nico Bigler, Spring 2021
  • Deep Reinforcement Learning and Trading in Simulated Stock Movements, Leander Odermatt, Jetmir Beqiraj, Fall 2020
  • Deep Reinforcement Learning for Different Macro-Environments, Chris Bucher, Fall 2020
  • Which Asset Classes Are an Effective and Reliable Hedge Against Inflation?, Bozhidar Tsonev, Fall 2022
  • Value Investing & Machine Learning, Serhad Erdogan, Spring 2023
  • Artificial Intelligence for Trading Strategies, Roman Linder, Spring 2023
  • Blockchain and Fraud Detection, Terence Schwab, Spring 2023
  • Bewertung der Effizienzmarkthypothese im Devisenmarkt durch kĂŒnstliche Intelligenz, Kim Zumstein, Spring 2023
  • Digital Currencies - Risks and Opportunities of CBDCs, Laura Fraga, Spring 2023
  • Digital Currencies - CBDCs, Yannic Rieder, Spring 2023
  • Digital Currencies - Challenges in the Implementation of CBDC, Lorent Shabani, Spring 2023
  • Machine Learning for Trading Strategies, Pieter-Jan Vliegen, Spring 2023
  • Central Bank Digital Currencies, Wouter Wilmer, Spring 2023
  • Machine Learning for Trading Strategies, Ward de Lange, Spring 2023
  • Digital Finance, Noah Koerselman, Spring 2023
  • Anomaly and Fraud Detection in Blockchain Networks, Tudor Nechiti, Spring 2023
  • Missing Data Replacement for ML Credit Risk Predictions, Giovanni Herbert, Spring 2023

  • Artificial Intelligence for Investment Strategies, Anil Dutt Miranda, Spring 2023

  • Predicting the Success of Crowdfunding Campaigns on Kickstarter, Serhii Lysin, Spring 2024
  • AI-Driven Dynamic Pricing Models for Revenue Management of Short-Term Accommodations, Tymur Astashov, Spring 2024
  • The Role of Artificial Intelligence in Behavioral Finance, Emir Esati, Spring 2024
  • Machine Learning for Credit Risk Management, Anton Kalinichenko, Spring 2024
  • Herausforderungen fĂŒr eine Bank bei der Implementation von Wohneigentum auf Zeit, Andrin Schmid, Spring 2024

Master’s Students

  • Leveraging Uncertainty Information in Deep Learning for Algorithmic Trading, Daniel Sam Attard, MSc Artificial Intelligence, University of Malta, 2023
  • Predicting VIX Futures with Neural Networks, Antonio Rosolia, MSc Engineering, ZHAW, 2020
  • Analyzing Deep Generated Financial Time Series for Various Asset Classes, Antonio Rosolia, MSc Engineering, ZHAW, 2021
  • Technologische Implikationen auf das KreditgeschĂ€ft einer mittelgrossen Kantonalbank – eine Szenarioentwicklung, David MĂŒller, MAS Digital Transformation, ZHAW, 2022
  • Predicting Directional Movements of E-Mini S&P 500 Futures for Intraday Trading, Bella Wu, MS Financial Engineering, Columbia University, 2022
  • Predicting Directional Movements of E-Mini S&P 500 Futures for Intraday Trading, Mina Meng, MS Management Science & Engineering, Columbia University, 2022
  • The Impact of Carbon Emissions on Corporate Financial Performance, Daan Loohuis, MSc Business Administration (Digital Business and Analytics), University of Twente, 2022
  • The Digital Franc - Our Money of the Future, Basil Vollenweider, MSc Business Administration, Bern Business School, 2023
  • Value of Innovation in the Financial Market, Roel Bruins, MSc Business Administration (Digital Business and Analytics), University of Twente, 2023
  • Development of Financial Distress Prediction Model for the Watchlist Classification of Wholesale Banking Clients, Daniel Chen, MSc Industrial Engineering and Management, University of Twente, 2023
  • Robotic Process Automation in the External Audit Function: Defining and Validating an Evaluation Framework, Sander van den Broek, MSc Business Administration, University of Twente, 2024
  • The Macroeconomic Determinants of Small-Cap Stock Performance in the USA, Brian Franch Sabaidini, MSc Business Administration, University of Twente, 2023
  • Temporal Aspects of Stock Price Prediction: Quantifying the Role of Historical Data Using Partitioned Dynamic Bayesian Networks, Cristian Verdecchia, MSc Computer Science, University of Twente, 2023
  • Applications of Early Warning Systems for Customer Segmentation of Wholesale Banking Clients, Alessandra Amato, MSc Business Information Systems, University of Twente, 2023
  • Commodity Price Co-Movement: Comparing Models and Correlation Measures, Luca Kozian, MSc Business Administration, University of Twente, 2023
  • Stakeholder-Centric Approach to Applying Machine Learning to Probability of Default Models, Dyon Kok, MSc Industrial Engineering and Management, University of Twente, 2024
  • Generative Adversarial Networks and Quasi-Monte Carlo Simulation for Option Pricing, Siem Peters, MSc Industrial Engineering and Management, University of Twente, 2024
  • Enhancing Credit Risk Prediction in Retail Banking: Integrating Time Series and Classical ML Algorithms, Sebastian Goldmann, MSc Industrial Engineering and Management, University of Twente, 2024
  • Integration of Explainable AI in Fraud Detection for Enhanced Transparency in Banking, Stijn van der Pol, MSc Industrial Engineering and Management, University of Twente, 2024
  • The Digital Franc - Our Money of the Future, Yann LĂŒthi, MSc Business Information Systems, Bern Business School, 2024

Executive Education

  • Analysis of LendingClub Big Data Sets with the Help of Visualizations, Andre Camenzind, 2021
  • Data-Based Project Insights, Frank Peisert, 2021
  • K-Means Clustering, Christian Meier, 2020
  • Credit Card Limit Management - Machine Learning for Real-Time Default Prediction, Lukas Ruppen, 2020
  • An Interactive Shiny Application for Trading Systems for the Structured Products Business, Thomas Aebi, 2019
  • Analytic Platform for Vontobel Electronic Trading Solutions, Fabienne Rehnelt, 2019

Trainings and Other Extracurricular Activities

Professional Development Trainings

  • Media Skills Training, COST Academy, Training for COST Action Chairs to enhance media engagement skills, March 2023

  • Sustainability of COST Actions, COST Academy, Focused on ensuring long-term impact and sustainability of COST Actions. February 2023

  • How to Manage and Coordinate International Research Networks, COST Academy, Training on effective management of international research collaborations. March 30–31, 2022
  • Presenting with Impact, University of Twente, Presentation skills training to improve public speaking abilities. October–December 2021
  • Science Diplomacy in Practice Every Day! COST Academy, Training on integrating science diplomacy into daily research practice. September–October 2021
  • How to Pitch Your Research (Elevator Pitch), COST Academy, Techniques for effectively communicating research ideas succinctly. May 18 & 25, 2021
  • How to Engage with European Union Policymakers, COST Academy, Strategies for engaging with EU policymakers and influencing policy decisions. April 27, 2021

Teaching and Leadership Qualifications

  • University Teaching Qualification (UTQ) (exempt), University of Twente, NL, 2022
  • Certificate in Advanced Studies: University Teaching Certificate, Zurich Universities of Teacher Education, CH, 2018
  • Leadership in Academia, ZHAW, CH, 2018

Honors and Awards

Academic Scholarships

  • Elected Fellow of IETI, 2024
  • IETI Researcher Award 2024
  • Named Top 20 2024 European Quant & Finance Professors by Rebellion Research
  • Virtual Mobility Grant, COST Action Fintech and AI in Finance, for a research application for a COST Innovator Grant, 2024
  • Virtual Mobility Grant, COST Action Fintech and AI in Finance, for the paper Mitigating Digital Asset Risks, 2023
  • Grant for organizing an international PhD doctoral training school, COST Action Fintech and AI in Finance, 2024
  • Grant for organizing an international PhD doctoral training school, COST Action Fintech and AI in Finance, 2023
  • Grant for organizing an international conference on AI in Finance, COST Action Fintech and AI in Finance, 2023
  • Best paper award Journal of Risk and Financial Management, GARCH Modelling of Cryptocurrencies, 2019
  • Best paper award for the article “Statistics of Bitcoin and Cryptocurrencies”, International Conference on Economics, Finance and Statistics, Hong Kong, January 2017
  • Finalist Teaching Award Zurich University of Applied Sciences 2016 (top 10)
  • Travel fellowships for research stays (COST Short-term scientific missions): Dr. Alla Petukhina, Humboldt University of Berlin (February 2019), Elizaveta Zinovyev, Humboldt University of Berlin (February 2019), Dr. Daniel Kucharczyk, Wroclav University Poland (2018 and 2019), Dr. Stephen Chan, University of Manchester (April 2017), Dr. Saralees Nadarajah, University of Manchester (April 2017)
  • Swissnex Scholarship for Research Stay in NYC, US, 2018
  • Doctoral fellowship at ETH Zurich by the SNSF and Credit Suisse, 2003 – 2007
  • Doctoral fellowship at the University of ZĂŒrich by the SNSF (via NCCR Finrisk), 2002
  • Scholarship of the European Science Foundation for a research stay at the London School of Economics, 2006
  • Merit based scholarship by the German Academic Merit Foundation for doctoral studies (awarded to the best 0.25% of all German doctoral students, 2003 - 2007)
  • Organisation of a workshop on Mathematical Finance for young researchers, 2006, ETH Zurich and the German Academic Merit Foundation
  • Merit-based scholarship by the German Academic Merit Foundation for diploma studies (awarded to the best 0.25% of all German students, 2000 – 2002)
  • Syracuse University Merit-based scholarship for the Master’s degree, 2000-2002
  • Merit-based scholarship by the US National Science Foundation, summer 2001

Professional Honors and Appointments

  • Steering Committee Member, Luxembourg National Research Fund, Overseeing the development and implementation of the NCER line ‘Financial Technologies’. NCER provides a framework to bundle research excellence around societal-relevant missions, promoting transdisciplinary research and intersectoral collaboration. The NCER-FT offers thought leadership, scientific insights, and practical training in financial technologies. Since June 2024.
  • International Advanced Fellow Babeș-Bolyai University (UBB), Engaging in research on anomaly and fraud detection in blockchain networks, narrative digital finance, and artificial intelligence in finance. Since Jan 2024.
  • Visiting Research Professor, American University of Sharjah, UAE, Conducting research on AI in Finance, including projects on blockchain fraud detection and narrative digital finance. Collaboration with the Department of Mathematics and Statistics, focusing on artificial intelligence in finance. Since Jan 2022.
  • Swissnex Grant, Swissnex, Recipient of Swissnex Mobility Grant, 2020

References

Ali Hirsa

Professor of Practice, Industrial Engineering & Operations Research, Columbia University

Email: ah2347@columbia.edu Phone: +1 212 854 4112

LinkedIn

Codruta Mare

*Prof. univ. dr. habil, Scientific Director, Interdisciplinary Center for Data Science *BabeƟ-Bolyai University, Faculty of Economic Sciences and Business Management Str. Teodor Mihali, no. 58-60, 400591 Cluj-Napoca (Romania)

Phone: + 40 264 418 652

Email: codruta.mare@econ.ubbcluj.ro Website

Michael Seigne

Former Managing Director, Head of European Execution Sales, Goldman Sachs

London, UK

Phone: +44 7973 192794

Email: mike@seigne.com LinkedIn