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Peter Schwendner
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Cited by
Year
Static versus dynamic hedges: an empirical comparison for barrier options
B Engelmann, MR Fengler, M Nalholm, P Schwendner
Review of Derivatives Research 9, 239-264, 2006
482006
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
412015
Photodissociation of Ar2+ in strong laser fields
P Schwendner, F Seyl, R Schinke
Chemical physics 217 (2-3), 233-247, 1997
381997
System and method for risk management and portfolio optimization
J Papenbrock, P Schwendner
US Patent App. 14/213,986, 2014
362014
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), 2021
35*2021
Quoting multiasset equity options in the presence of errors from estimating correlations
MR Fengler, P Schwendner
Journal of Derivatives 11 (4), 43, 2004
24*2004
European government bond dynamics and stability policies: taming contagion risks
P Schwendner, M Schuele, T Ott, M Hillebrand
Journal of Network Theory in Finance 1 (4), 1-24, 2015
202015
Better than its reputation: An empirical hedging analysis of the local volatility model for barrier options
B Engelmann, MR Fengler, P Schwendner
Journal of Risk 12 (1), 53-77, 2009
192009
Tail-risk protection trading strategies
N Packham, J Papenbrock, P Schwendner, F Woebbeking
Quantitative Finance 17 (5), 729-744, 2017
162017
Matrix Evolutions: Synthetic Correlations and Explainable Machine Learning for Constructing Robust Investment Portfolios
J Papenbrock, P Schwendner, M Jaeger, S Krügel
The Journal of Financial Data Science 3 (2), 51-69, 2021
152021
Hedging under alternative stickiness assumptions: an empirical analysis for barrier options
B Engelmann, MR Fengler, P Schwendner
Journal of Risk 12 (1), 53-77, 2009
112009
The pricing of multi-asset options using a Fourier grid method
B Engelmann, P Schwendner
Journal of Computational Finance 1 (4), 63-72, 1998
111998
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
The Journal of Financial Data Science 3 (4), 65-83, 2021
10*2021
AI and financial technology
P Giudici, R Hochreiter, J Osterrieder, J Papenbrock, P Schwendner
Frontiers in Artificial Intelligence 2, 25, 2019
92019
Ladder climbing and multiphoton dissociation of polyatomic molecules excited with short pulses: basic theory and applications to HCO
P Schwendner, C Beck, R Schinke
Physical Review A 58 (3), 2203, 1998
71998
Sentiment analysis of European Bonds 2016–2018
P Schwendner, M Schüle, M Hillebrand
Frontiers in Artificial Intelligence 2, 20, 2019
62019
Accelerated Data Science, AI and GeoAI for Sustainable Finance in Central Banking and Supervision
J Papenbrock, J Ashley, P Schwendner
BIS Irving Fisher Bulletin 56, 2022
52022
Fast Fourier method for the valuation of options on several correlated currencies
A Andreas, B Engelmann, P Schwendner, U Wystup
Foreign exchange risk: models, instruments and strategies., 2002
52002
The Applicability of Self-Play Algorithms to Trading and Forecasting Financial Markets
JA Posth, PK Kotlarz, B Hadji-Misheva, J Osterrieder, P Schwendner
Frontiers in Artificial Intelligence 4, 668465, 2021
42021
Advances in Financial Machine Learning: by Marcos Lopez de Prado, Wiley (2018). Hardback. ISBN 978-1119482086.
P Schwendner
Quantitative Finance 20 (2), 189-190, 2020
42020
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Articles 1–20