6 citations · 11 across the 5 of their papers we have counts for
7 papers
Enhancing Security in Blockchain Networks: Anomalies, Frauds, and Advanced Detection Techniques
Joerg Osterrieder, Stephen Chan, Jeffrey Chu +3
Blockchain technology, a foundational distributed ledger system, enables secure and transparent multi-party transactions. Despite its advantages, blockchain networks are susceptibl…
A Hypothesis on Good Practices for AI-based Systems for Financial Time Series Forecasting: Towards Domain-Driven XAI Methods
Branka Hadji Misheva, Joerg Osterrieder
Machine learning and deep learning have become increasingly prevalent in financial prediction and forecasting tasks, offering advantages such as enhanced customer experience, democ…
AI for trading strategies
Danijel Jevtic, Romain Deleze, Joerg Osterrieder
In this bachelor thesis, we show how four different machine learning methods (Long Short-Term Memory, Random Forest, Support Vector Machine Regression, and k-Nearest Neighbor) perf…
Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network
Frensi Zejnullahu, Maurice Moser, Joerg Osterrieder
This paper presents a Double Deep Q-Network algorithm for trading single assets, namely the E-mini S&P 500 continuous futures contract. We use a proven setup as the foundation for…
Generative Adversarial Networks in finance: an overview
Florian Eckerli, Joerg Osterrieder
Modelling in finance is a challenging task: the data often has complex statistical properties and its inner workings are largely unknown. Deep learning algorithms are making progre…
Deep reinforcement learning on a multi-asset environment for trading
Ali Hirsa, Joerg Osterrieder, Branka Hadji-Misheva +1
Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement…
The VIX index under scrutiny of machine learning techniques and neural networks
Ali Hirsa, Joerg Osterrieder, Branka Hadji Misheva +4
The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the market's expected volatility on the SP 500 Index, calculated and published by the Chicago Boa…