2 citations · 2 across the 5 of their papers we have counts for
5 papers
Digital Ecosystems: Enabling Collaboration in a Fragmented World
Marc Schmitt
As geopolitical, organizational, and technological fragmentation deepens, resilient digital collaboration becomes imperative. This paper develops a spectrum framework of polycentri…
Algorithmic Monitoring: Measuring Market Stress with Machine Learning
Marc Schmitt
I construct a Market Stress Probability Index (MSPI) that estimates the probability of high stress in the U.S. equity market one month ahead using information from the cross-sectio…
Taming Tail Risk in Financial Markets: Conformal Calibration for Nonstationary Portfolio VaR
Marc Schmitt
Value-at-risk (VaR) forecasts drive trading constraints and capital allocation, yet realized exceedance rates concentrate in stress periods, when losses are largest. This paper stu…
Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering
Marc Schmitt
This paper explores the integration of Explainable Automated Machine Learning (AutoML) in the realm of financial engineering, specifically focusing on its application in credit dec…
Human-Centered AI Product Prototyping with No-Code AutoML: Conceptual Framework, Potentials and Limitations
Mario Truss, Marc Schmitt
This paper addresses the complexities inherent in AI product prototyping, focusing on the challenges posed by the probabilistic nature of AI behavior and the limited accessibility…