Theo Berger

According to our database, Theo Berger authored at least 7 papers between 2012 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

On the information content of explainable artificial intelligence for quantitative approaches in finance.

Theo Berger

OR Spectr., March, 2025

2022

Explainable Machine Learning and Economic Panel Data.

Theo Berger

Proceedings of the Operations Research Proceedings 2022: Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), 2022

2021

Value-at-risk backtesting: Beyond the empirical failure rate.

Theo Berger, Gunnar Moys

Expert Syst. Appl., 2021

2017

Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios.

Mazin A. M. Al Janabi, Jose Arreola Hernandez, Theo Berger, Duc Khuong Nguyen

Eur. J. Oper. Res., 2017

2015

Value-at-Risk Forecasts Based on Decomposed Return Series: The Short Run Matters.

Theo Berger

Proceedings of the Operations Research Proceedings 2015, 2015

2013

Misspecified Dependency Modelling: What Does It Mean for Risk Measurement?

Theo Berger

Proceedings of the Operations Research Proceedings 2013, 2013

2012

Financial Crisis, VaR Forecasts and the Performance of Time Varying EVT-Copulas.

Theo Berger

Proceedings of the Operations Research Proceedings 2012, 2012