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researcher

T. Krabichler

6 papers hereh-index 455 citations17 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • middle author2

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.MF4
  • q-fin.CP1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

most citedDeep Replication of a Runoff Portfolio

2 citations · 3 across the 3 of their papers we have counts for

collaborators
Showing q-fin.RMShow all

1 paper · 1 filter

q-fin.RM2020★ 2 cited

Deep Replication of a Runoff Portfolio

Thomas Krabichler, Josef Teichmann

To the best of our knowledge, the application of deep learning in the field of quantitative risk management is still a relatively recent phenomenon. This article presents the key n…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.