Jörg Osterrieder

According to our database1, Jörg Osterrieder authored at least 14 papers between 2019 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Other 

Links

On csauthors.net:

Bibliography

2024
Enhancing Security in Blockchain Networks: Anomalies, Frauds, and Advanced Detection Techniques.
CoRR, 2024

2023
Share buybacks: a theoretical exploration of genetic algorithms and mathematical optionality.
Frontiers Artif. Intell., February, 2023

Examining share repurchase executions: insights and synthesis from the existing literature.
Frontiers Appl. Math. Stat., 2023

A Hypothesis on Good Practices for AI-based Systems for Financial Time Series Forecasting: Towards Domain-Driven XAI Methods.
CoRR, 2023

2022
Editorial: Artificial intelligence in finance and industry: Highlights from 6 European COST conferences.
Frontiers Artif. Intell., 2022

Feature Selection via the Intervened Interpolative Decomposition and its Application in Diversifying Quantitative Strategies.
CoRR, 2022

The Efficient Market Hypothesis for Bitcoin in the context of neural networks.
CoRR, 2022

Simulating financial time series using attention.
CoRR, 2022

Applications of Reinforcement Learning in Finance - Trading with a Double Deep Q-Network.
CoRR, 2022

2021
The Applicability of Self-Play Algorithms to Trading and Forecasting Financial Markets.
Frontiers Artif. Intell., 2021

Audience-Dependent Explanations for AI-Based Risk Management Tools: A Survey.
Frontiers Artif. Intell., 2021

Wasserstein GAN: Deep Generation applied on Bitcoins financial time series.
CoRR, 2021

Explainable AI in Credit Risk Management.
CoRR, 2021

2019
Editorial: AI and Financial Technology.
Frontiers Artif. Intell., 2019


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