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Marinelli, Dimitri #PDI

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Position Postdoctoral Researcher

ResearcherID

ORCID 0000-0002-9767-1403

Postdoctoral researcher and financial data scientist

María Zambrano Postdoctoral Fellowship

Office 303b (Departament Física Matèria Condensada)

Facultat de Física


Jaeger, Markus and Marinelli, Dimitri, Network Diversification for a Robust Portfolio Allocation (March 28, 2022). Available at SSRN: https://ssrn.com/abstract=4068889 or http://dx.doi.org/10.2139/ssrn.4068889 


Interpretable machine learning for diversified portfolio construction M Jaeger, S Krügel, D Marinelli, J Papenbrock… - The Journal of Financial Data Science, 2021


Bussmann, Niklas, Paolo Giudici, Dimitri Marinelli, and Jochen Papenbrock. "Explainable machine learning in credit risk management." Computational Economics 57, no. 1 (2021): 203-216. https://doi.org/10.1007/s10614-020-10042-0