Work-in-progress
1. Osterrieder, J., & Schlamp, S. (2025). Reaction times to economic news in high-frequency trading: An analysis of latency and informed trading ahead of macro-news announcements.
2. Taibi, G., Schlamp, S., & Osterrieder, J. (2024). Nanoseconds traders: How ultra-fast and high-frequency traders reshape market microstructure.
3. Taibi, G., Schlamp, S., & Osterrieder, J. (2024). Identifying market signals: A statistical/machine learning approach.
4. Chan, S., Osterrieder, J., Zhang, Y., & Chu, J. (2024). Tail-risk of metaverse non-fungible tokens.
5. Machado, M. R., Coita, I. F., Gómez Teijeiro, L., Wenzlaff, K., Gregoriades, A., & Osterrieder, J. R., et al. (2024). Crowdfunding fraud detection: A systematic literature review.
Peer-Reviewed Journal Articles
1. van Braak, B., Osterrieder, J. R., & Machado, M. R. (2025). How can consumers without credit history benefit from the use of information processing and machine learning tools by financial institutions? Information Processing & Management, 62(2), 103972.
2. Kozian, L. L., Machado, M. R., & Osterrieder, J. R. (2025). Modeling commodity price co-movement: Building on traditional time series models and exploring applications of machine learning algorithms. Decisions in Economics and Finance, 1-44.
3. Beltman, J., Machado, M. R., & Osterrieder, J. R. (2025). Predicting retail customers' distress in the finance industry: An early warning system approach. Journal of Retailing and Consumer Services, 82, 104101.
4. Amato, A., Osterrieder, J. R., & Machado, M. R. (2025). How can artificial intelligence help customer intelligence for credit portfolio management? A systematic literature review. International Journal of Information Management Data Insights, 4(2), 100234.
5. Chan, S., Chandrashekhar, D., Almazloum, W., Zhang, Y., Lord, N., Osterrieder, J., & Chu, J. (2024). Stylized facts of metaverse non-fungible tokens. Physica A: Statistical Mechanics and its Applications, 130103. Elsevier.
6. Liu, Y., Baals, L. J., Osterrieder, J., & Hadji-Misheva, B. (2024). Leveraging network topology for credit risk assessment in P2P lending: A comparative study under the lens of machine learning. Expert Systems with Applications, 252, 124100.
7. Liu, Y., Baals, L. J., Osterrieder, J., & Hadji-Misheva, B. (2024). Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. Finance Research Letters, 63, 105308. Elsevier.
8. Coita, I.-F., Belbe, Ș. Ș., Mare, C., Osterrieder, J., & Hopp, C. (2023). Modelling taxpayers’ behaviour based on prediction of trust using sentiment analysis. Finance Research Letters, 58, 104549. Elsevier.
9. Osterrieder, J., & Seigne, M. (2023). Examining share repurchase executions: Insights and synthesis from the existing literature. Frontiers in Applied Mathematics and Statistics, 9, 1265254. Frontiers Media SA.
10. Liu, Y., Osterrieder, J., Hadji-Misheva, B., Koenigstein, N., & Baals, L. (2023). Navigating the environmental, social, and governance (ESG) landscape: Constructing a robust and reliable scoring engine—Insights into data source selection, indicator determination, weighting and aggregation techniques, and validation processes for comprehensive ESG scoring systems. Open Research Europe, 3. European Commission, Directorate General for Research and Innovation.
11. Osterrieder, J. (2023). Share buybacks: A theoretical exploration of genetic algorithms and mathematical optionality. Frontiers in Artificial Intelligence, 6, 1276804. Frontiers Media SA.
12. Osterrieder, J., Misheva, B. H., & Machado, M. (2023). Digital finance: Reaching new frontiers. Open Research Europe, 3. European Commission, Directorate General for Research and Innovation.
13. Henrici, A., & Osterrieder, J. (2022). Artificial intelligence in finance and industry: Highlights from 6 European COST conferences. Frontiers in Artificial Intelligence, 5, 1007074. Frontiers Media SA.
14. Filipovska, O. (2022). Discussion on: Programmable money: Next-generation blockchain-based conditional payments by Ingo Weber and Mark Staples. Digital Finance, 4(2), 133–134. Springer International Publishing.
15. Hadji-Misheva, B., Jaggi, D., Posth, J.-A., Gramespacher, T., & Osterrieder, J. (2021). Audience-dependent explanations for AI-based risk management tools: A survey. Frontiers in Artificial Intelligence, 4, 794996. Frontiers Media SA.
16. Posth, J.-A., Kotlarz, P., Misheva, B. H., & Osterrieder, J. (2021). The applicability of self-play algorithms to trading and forecasting financial markets. Frontiers in Artificial Intelligence, 4, 668465. Frontiers Media SA.
17. Osterrieder, J., Kucharczyk, D., Rudolf, S., & Wittwer, D. (2020). Neural networks and arbitrage in the VIX: A deep learning approach for the VIX. Digital Finance, 2(1), 97–115. Springer International Publishing.
18. Osterrieder, J., & Barletta, A. (2020). Special issue on cryptocurrencies. Digital Finance, 1, 1–4. Springer International Publishing.
19. Giudici, P., Hochreiter, R., Osterrieder, J., Papenbrock, J., & Schwendner, P. (2019). AI and financial technology. Frontiers in Artificial Intelligence, 2, 25. Frontiers Media SA.
20. Osterrieder, J., & Barletta, A. (2019). Editorial on the special issue on cryptocurrencies. Digital Finance, 1, 1–4. Springer International Publishing.
21. Chu, J., Chan, S., Nadarajah, S., & Osterrieder, J. (2017). GARCH modelling of cryptocurrencies. Journal of Risk and Financial Management, 10(4), 17.
22. Chan, S., Chu, J., Nadarajah, S., & Osterrieder, J. (2017). A statistical analysis of cryptocurrencies. Journal of Risk and Financial Management, 10(2), 12.
23. Osterrieder, J., Strika, M., & Lorenz, J. (2017). Bitcoin and cryptocurrencies—not for the faint-hearted. International Finance and Banking, 4(1), 56.
24. Osterrieder, J., & Lorenz, J. (2017). A statistical risk assessment of Bitcoin and its extreme tail behavior. Annals of Financial Economics, 12(1), 1750003. World Scientific Publishing Company.
25. Lorenz, J., & Osterrieder, J. (2009). Simulation of a limit order driven market. The Journal of Trading, 4(1), 23–30. Portfolio Management Research.
26. Osterrieder, J. R., & Rheinländer, T. (2006). Arbitrage opportunities in diverse markets via a non-equivalent measure change. Annals of Finance, 2(3), 287–301. Springer.