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researcher

Joerg Osterrieder

3 papers here

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

author position
  • middle author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.CP1
  • q-fin.GN1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

collaborators

3 papers

q-fin.CP2021

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…

q-fin.TR2021

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…

q-fin.GN2021

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…

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