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researcher

Thilo A. Schmitt

8 papers hereh-index 7156 citations13 works total

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

author position
  • first author5
  • middle author3

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • q-fin.RM2
  • q-fin.ST2
  • q-fin.TR2
  • q-fin.CP1
  • q-fin.GN1

identity via Semantic Scholar / OpenAlex

activity
20122016
most citedNon-Stationarity in Financial Time Series and Generic Features

57 citations · 110 across the 7 of their papers we have counts for

collaborators
Showing 2013 · q-fin.RMShow all

1 paper · 2 filters

q-fin.RM2013★ 21 cited

Credit Risk and the Instability of the Financial System: an Ensemble Approach

Thilo A. Schmitt, Desislava Chetalova, Rudi Schäfer +1

The instability of the financial system as experienced in recent years and in previous periods is often linked to credit defaults, i.e., to the failure of obligors to make promised…

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