Jochen Papenbrock

Explainable Machine Learning in Credit Risk Management

Niklas Bussmann, Paolo Giudici, Dimitri Marinelli et al. · Computational Economics · 2020 · 375 citations · Full text

Explainable AI in Fintech Risk Management

Niklas Bussmann, Paolo Giudici, Dimitri Marinelli et al. · Frontiers in Artificial Intelligence · 2020 · 181 citations · Full text

Financial Risk Management and Explainable, Trustworthy, Responsible AI

Sebastian Fritz-Morgenthal, Bernhard Hein, Jochen Papenbrock · Frontiers in Artificial Intelligence · 2022 · 89 citations · Full text

Artificial Intelligence, Engineering, Machine Learning +15

Interpretable Machine Learning for Diversified Portfolio Construction

Markus Jaeger, Stephan Krügel, Dimitri Marinelli et al. · The Journal of Financial Data Science · 2021 · 32 citations · Full text

Empirical Finance, Machine Learning, Asset Allocation +24

Handling risk-on/risk-off dynamics with correlation regimes and correlation networks

Jochen Papenbrock, Peter Schwendner · Financial markets and portfolio management · 2015 · 28 citations · Full text

Dynamic Network, Engineering, Uncertainty Quantification +6