| Explainable machine learning in credit risk management N Bussmann, P Giudici, D Marinelli, J Papenbrock Computational Economics 57 (1), 203-216, 2021 | 408 | 2021 |
| Explainable AI in fintech risk management N Bussmann, P Giudici, D Marinelli, J Papenbrock Frontiers in Artificial Intelligence 3, 26, 2020 | 218 | 2020 |
| Financial risk management and explainable, trustworthy, responsible AI S Fritz-Morgenthal, B Hein, J Papenbrock Frontiers in artificial intelligence 5, 779799, 2022 | 100 | 2022 |
| Handling risk-on/risk-off dynamics with correlation regimes and correlation networks J Papenbrock, P Schwendner Financial Markets and Portfolio Management 29 (2), 125-147, 2015 | 49 | 2015 |
| System and method for risk management and portfolio optimization J Papenbrock, P Schwendner US Patent App. 14/213,986, 2014 | 45 | 2014 |
| Interpretable machine learning for diversified portfolio construction M Jaeger, S Krügel, D Marinelli, J Papenbrock, P Schwendner The Journal of Financial Data Science 3 (3), 31-51, 2021 | 43* | 2021 |
| Praxishandbuch Digital Banking V Brühl, J Dorschel Springer-Verlag, 2017 | 36 | 2017 |
| Interconnectedness risk and active portfolio management E Baitinger, J Papenbrock Journal of Investment Strategies, 2017 | 32 | 2017 |
| Asset clusters and asset networks in financial risk management and portfolio optimization J Papenbrock Dissertation, Karlsruhe, Karlsruher Institut für Technologie (KIT), 2011, 2011 | 30 | 2011 |
| Interconnectedness risk and active portfolio management: the information-theoretic perspective E Baitinger, J Papenbrock Available at SSRN 2909839, 2017 | 22 | 2017 |
| Matrix evolutions: synthetic correlations and explainable machine learning for constructing robust investment portfolios J Papenbrock, P Schwendner, M Jaeger, S Krügel Jochen Papenbrock, Peter Schwendner, Markus Jaeger and Stephan Krügel The …, 2021 | 20 | 2021 |
| Tail-risk protection trading strategies N Packham, J Papenbrock, P Schwendner, F Woebbeking Quantitative Finance 17 (5), 729-744, 2017 | 17 | 2017 |
| Explainable AI in fintech risk management. Frontiers in Artificial Intelligence, 3, 26 N Bussmann, P Giudici, D Marinelli, J Papenbrock | 15 | 2020 |
| AI and financial technology P Giudici, R Hochreiter, J Osterrieder, J Papenbrock, P Schwendner Frontiers in Artificial Intelligence 2, 25, 2019 | 13 | 2019 |
| Trustworthy ai—part 1 R Mariani, F Rossi, R Cucchiara, M Pavone, B Simkin, A Koene, ... Computer 56 (2), 14-18, 2023 | 12 | 2023 |
| The use of correlation networks in parametric portfolio policies H Lohre, J Papenbrock, M Poonia Available at SSRN 2505732, 2014 | 12 | 2014 |
| 'Adaptive Seriational Risk Parity'and other Extensions for Heuristic Portfolio Construction using Machine Learning and Graph Theory P Schwendner, J Papenbrock, M Jaeger, S Krügel Peter Schwendner, Jochen Papenbrock, Markus Jaeger and Stephan Krügel The …, 2021 | 9 | 2021 |
| Price calibration and hedging of correlation dependent credit derivatives using a structural model with α-stable distributions J Papenbrock, ST Rachev, M Höchstötter, FJ Fabozzi Applied financial economics 19 (17), 1401-1416, 2009 | 8 | 2009 |
| Explainable AI in credit risk management N Bussman, P Giudici, D Marinelli, J Papenbrock Credit Risk Management (December 18, 2019). Available at: https://papers …, 2019 | 7 | 2019 |
| Accelerated data science, ai and GeoAI for sustainable finance in central banking and supervision J Papenbrock, J Ashley, P Schwendner International Conference on" Statistics for Sustainable Finance", Paris …, 2022 | 5 | 2022 |
Peter SchwendnerZurich University of Applied SciencesEmail được xác minh tại zhaw.ch