- Wissenschaftlicher Mitarbeiter / Doktorand
- Finance
- Bankenkrisenvorhersage mit objektiven Krisenmaßnahmen und KI-Methoden
- FFF-Förderprojekt, November 2023 bis Dezember 2024
In den vergangenen Jahrzehnten hatten eine Reihe von Finanzkrisen ihren Ursprung im Bankensektor. Beispiele hierfür sind die Savings and Loan Crisis in den USA in den 1980er/90er Jahren, die ... mehr
- Uncovering Local Effects in the Cross-Section of Stock returns via Unsupervised Machine Learning
- FFF-Förderprojekt, August 2023 bis Juni 2024
Fundamentale Faktormodelle haben sich in der empirischen Finanzwissenschaft zu einem sehr erfolgreichen Instrument entwickelt. Diese Faktormodelle bilden die erwarteten Aktienrenditen über ... mehr
- Uncovering Local Effects in the Cross-Section of Stock returns via Unsu-pervised Machine Learning
- FFF-Förderprojekt, Juli 2023 bis Mai 2024
Fundamentale Faktormodelle haben sich in der empirischen Finanzwissenschaft zu einem sehr erfolgreichen Instrument entwickelt. Diese Faktormodelle bilden die erwarteten Aktienrenditen über ... mehr
- Deep and (Un-) Constrained Portfolio Optimization
- FFF-Förderprojekt, Januar 2022 bis Dezember 2022 (abgeschlossen)
Since its birth in the 1950ies, portfolio optimization has suffered from errors regarding the esti-mation of the input parameters (Michaud, 1989). To overcome the resulting underperformance, recent ... mehr
- Maschinelles Lernen in der Finanzökonomie: Eine Investitions-Perspektive
- Dissertation, seit September 2020
Mit zunehmender Rechenleistung, fortschrittlicheren Algorithmen und wachsenden Datenressourcen werden Machine Learning Methoden in verschiedenen wissenschaftlichen Bereichen verstärkt angewandt. ... mehr
Mueller, L., Bartel, M., & Schiereck, D. (2023). Europe's gone “right” – A comparative study of stock market reactions to populist success in Sweden and Italy. Finance Research Letters, 55. (ABDC_2022: A; ABS_2021: 2; VHB_3: B)
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Bartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the FMA European Conference, Aalborg, Denmark.
detailsBartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Southern Finance Association Annual Meeting, Fajardo, Puerto Rico.
detailsBartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Financial Management Association Annual Meeting, Chicago, United States of America.
detailsBartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Australasian Finance & Banking Conference, Sydney, Australia.
detailsBartel, M., & Stöckl, S. (2023). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the 13th Financial Markets and Corporate Governance Conference, Virtual.
detailsBartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the European Conference on Stochastic Optimization & Computational Management Science, Venice, Italy.
detailsBartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the World Finance Conference, Turin, Italy.
detailsBartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the International Conference on Operations Research - OR 2022, Karlsruhe, Germany.
detailsBartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the Finance Forum 2022 - Annual Meeting of the Spanish Finance Association, Santiago de Compostela, Spain.
detailsBartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Frontiers of Factor Investing, Lancaster, UK.
detailsBartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the 3rd Financial Economics Meeting, Paris, France.
detailsBartel, M., & Stöckl, S. (2021). International Factor Momentum and Reversals. Presented at the 36th Workshop of the Austrian Working Group on Banking and Finance, Virtual Conference.
detailsBartel, M., & Stöckl, S. (2021). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the The 2nd Shanghai Lixin Virtual Conference on New Frontiers in the Interdisciplinary Research of Finance with Global Finance Journal, Virtual Conference.
detailsBartel, M., & Stöckl, S. (2021). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the World Finance Conference, Virtual Conference.
detailsBartel, M., & Stöckl, S. (2020). A trip into the Clusterverse: Comparing Covariance Matrix Clustering in Portfolio Optimization. Presented at the 35th Workshop of the Austrian Woring Group on Banking and Finance, Virtual Conference.
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