1 citations · 1 across the 4 of their papers we have counts for
4 papers
A Bayes-Factor-Guided Approach to Post-Double Selection with Bootstrapped Multiple Imputation
Johannes Bleher, Claudia Tarantola
When variable selection methods are applied to bootstrapped and multiply imputed datasets, the set of selected variables typically varies across iterations. Aggregating results via…
AI Governance in Higher Education: A course design exploring regulatory, ethical and practical considerations
Raphaël Weuts, Johannes Bleher, Hannah Bleher +4
As artificial intelligence (AI) systems permeate critical sectors, the need for professionals who can address ethical, legal and governance challenges has become urgent. Current AI…
An Algebraic Framework for the Modeling of Limit Order Books
Johannes Bleher, Michael Bleher
Introducing an algebraic framework for modeling limit order books (LOBs) with tools from physics and stochastic processes, our proposed framework captures the creation and annihila…
From orders to prices: A stochastic description of the limit order book to forecast intraday returns
Johannes Bleher, Michael Bleher, Thomas Dimpfl
We propose a microscopic model to describe the dynamics of the fundamental events in the limit order book (LOB): order arrivals and cancellations. It is based on an operator algebr…