Events and Publications

Industry Publications
Jochen Papenbrock/Heinz-Werner Rapp; Interaktive Artificial-Intelligence-Anwendungen im Private Banking und Wealth Management ;Digitalisierung im Private Banking;2019
Papenbrock; Graphanalyse und maschinelles Lernen in der Finanzindustrie; Praxishandbuch Digital Banking; 2018;
Papenbrock; J. (2017): „Netzwerke sind mehr als Vitamin B“; portfolio institutionell;
Papenbrock; J. (2017): „Portfolio-Interdependenzen werden sichtbar“; portfolio institutionell;
Papenbrock; J. (2017): “KI-Revolution in der Asset & Wealth Management-Branche; Eine realistische Einschätzung intelligenter Methoden zur Verarbeitung komplexer Daten“; FERI AG;
Papenbrock; J./Schwendner; P. (2017): „Maschinelle Intelligenz für Asset-Allokation und Portfoliokonstruktion“; portfolio institutionell;
Papenbrock; J. (2016): Neue Finanztechnologien für effiziente Portfolios und digitales Reporting im institutionellen Investmentmanagement; PPI AG; Banken-Times SPEZIAL Banksteuerung/Treasury;
Papenbrock; J. (2016): “Amplifying Investment Intelligence in Wealth & Asset Management by Machines”; altii blogpost;
Papenbrock; J. (2015): Portfolio-Ultraschall: Automatisierte „Gesundheitsprüfung“ von Kapitalanlagen; Banken-Times SPEZIAL Banksteuerung/Treasury September/Oktober (ab S. 4)
Papenbrock; J./Schulze; C./Zeranski; S. (2015): "Erfolgs- und liquiditätsrisikoorientierte Optimierung von HQLA-Portfolien“; Banken-Times SPEZIAL Banksteuerung/Treasury; März/April;
Eizenhöfer; M./ Papenbrock; J./Schulze; C./Zeranski; S. (2015): "Liquidity Coverage Ratio und HQLA-Management im Spannungsfeld zwischen Regulatorik und Unternehmenserfolg“; BankenTimes Spezial Banksteuerung/ Treasury; Januar/ Februar 2015
Papenbrock; J./Schwendner; P. (2014): „Jetzt absichern! Aber wie?“; portfolio institutionell;
Papenbrock; J./Schwendner; P. (2013): „Dynamische Korrelationen: Wegweiser für Managed Futures“; portfolio institutionell;
Papenbrock; J. (2012): „Finanzmarktnetzwerke – Anwendungsmöglichkeiten einer neuen Technologie“; RISIKO MANAGER; 21/2012;
Papenbrock; J. (2012): „Finanzmarktnetzwerke - neue Technologie im Risiko- und Asset Management“; RISIKO MANAGER; 20/2012;
Gleißner; W./Papenbrock; J. (2012): „Extremrisiken und unvorhersehbare Ereignisse“; RISIKO MANAGER; 5/2012;
Buttler; Michael; Papenbrock; Jochen. Möglichkeiten und Grenzen kennzahlenbasierter Bankensteuerung. RISIKO MANAGER; 12/2009; Bank-Verlag; S.12-14
Buttler; Michael; Papenbrock; Jochen. Risikodiversifikation als Steuerungsziel. Die Bank 04/2009; S. 54 ff
Buttler; Michael; Papenbrock; Jochen. Die alpha-stabile Welt. FB NEWS 05/2007; Verlagsgruppe Handelsblatt; p. 2-5.
Buttler; Michael; Papenbrock; Jochen. Analyse von Konzentrationsrisiken und Nutzung synthetischer CDOs zur Portfoliosteuerung. RISIKO MANAGER; 10/2007; Bank-Verlag; S.1 und S. 6-9.
Academic Publications
Jaeger, Markus and Krügel, Stephan and Marinelli, Dimitri and Papenbrock, Jochen and Schwendner, Peter, Understanding Machine Learning for Diversified Portfolio Construction by Explainable AI (January 30, 2020)
Giudici Paolo; Hochreiter Ronald; Osterrieder Jörg; Papenbrock Jochen; Schwendner Peter; Editorial: AI and Financial Technology; Frontiers in Artificial Intelligence; 2019;2;
Bussman; N./Giudici; P./Marinelli; D./Papenbrock; J. (2019): “Explainable AI in Credit Risk Management”
Baitinger; E./Papenbrock; J. (2017): “Interconnectedness risk and active portfolio management: the information-theoretic perspective”; Journal of Network Theory in Finance;
Baitinger; E./Papenbrock; J. (2017): “Interconnectedness Risk and Active Portfolio Management”; Journal of Investment Strategies 6 (2): 63–90;
Packham; N./Papenbrock; J./Schwendner; P./Woebbeking; F. (2016): “Tail-risk protection trading strategies”; Quantitative Finance; Routledge; Volume 17; Issue 5: 729-744;
Papenbrock; J./Schwendner; P. (2015): “Handling Risk on/Risk Off Dynamics with Correlation Regimes and Correlation Networks.” Financial Markets and Portfolio Management 29: 2. 125–147;
Lohre; H./Papenbrock; J./Poonia; M. (2014): “The Use of Correlation Networks in Parametric Portfolio Policies”; SSRN;
Papenbrock; J. (2011): “Asset Clusters and Asset Networks in Financial Risk Management and Portfolio Optimization.”; PhD thesis; Karlsruhe;
Papenbrock; J./Rachev; S. T./Hoechstoetter; M./Fabozzi; F. J. (2009): “Price Calibration and Hedging of Correlation Dependent Credit Derivatives using a Structural Model with Alpha-Stable Distributions”; Applied Financial Economics; Volume 19; Issue 17 September 2009: 1401 – 1416;
Organisations
Association of Artificial Intelligence in Financial Services
Co-editor in scientific journal „Frontier in Artifical intelligence: AI in Finance
Conferences
Frankfurt Summit on AI, Big Data and Network Analysis in Financial Services 2018
Co-Head of Thalesians / Quant Finance Group Frankfurt – the German chapter of Thalesians
Frankfurt Summit on Network Analysis in Financial Services 2017
Invited Talks
Cognitive technologies and portfolio management – Investing to benefit from “Network Effects”, Evening Seminar, London Quant Group, 8.3.2016

„Cognitive technologies to

About us

Firamis is a B2B FinTech company est. 2012 near Frankfurt. Clients are banks, asset managers, insurance companies and other financial institutions. Solution types include InvestTech, WealthTech,RiskTech and RegTech. Firamis is supported by the EU (‘Horizon 2020‘). Firamis co-organizes the yearly https://ai-bigdata.network, a special conference on Artificial Intelligence, Big Data and Network Analysis in Financial Services.

Firamis recently won 2 EU-Grants. Since Septebmer 2018 Firamis is home to Dr. Dimitri Marinelli, who has been awarded the Marie-Curie Individual Fellowship. Together with Firamis he works on the backreaction of the financial market to risk propagation.

Starting in 2019, Firamis will be part of a European consortium of various Universities and Fintechs with the common goal to implement FIN-Tech: a FINancial supervision and TECHnology compliance training programme. Firamis will i.a. be responsible for the mutual coding-platform. See https://www.fintech-ho2020.eu/.