Position Postdoctoral Researcher
ResearcherID
ORCID 0000-0002-9767-1403
Postdoctoral researcher
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
