Activities at FHNW
Research Assistant
Profile
Current Education since 08/2012:
- PhD Candidate in Quantitative Finance and Machine Learning at the University of Basel
Completed Education:
- University of Basel: M.Sc. in Quantitative Methods
Teaching and Consulting Activities
- Participation in selected courses in the fields of Accounting, Auditing, and Financial Management
- Collaboration on various projects at the Institute of Financial Management (IFF)
Research
- Explainable Machine Learning (XML)
- Deep Learning
- Sparse Modelling
- Time Series Forecasting
Publications and Presentations
- “Feature Importance for Deep Neural Networks: A Comparison of Predictive Power, Infidelity, and Sensitivity”, präsentiert an CMStatistics 2023
- "Sparse neural networks and explainability in financial statement analysis", präsentiert an COMPSTAT 2024
- Simulation Environments for illiquid Markets: Insights from Tokenized Fractional Ownership Trading and Agent-based Models, präsentiert an IFZ FinTech Conference 2024
- “Feature Importance for Deep Neural Networks: A Comparison of Predictive Power, Infidelity, and Sensitivity”, wird veröffentlicht in “Proceedings of the International Conference on Explainable AI for Neural and Symbolic Methods”
Social Media