Daniel Oeltz

RIVACON

Im Apfelgrund 4

Friedrichsdorf, 61381

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

185

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Machine Learning and Quality Management of Quantitative Data - With an Application to Energy Finance

Number of pages: 24 Posted: 25 Jun 2019
University of Duisburg-Essen - Department of Economics and Business AdministrationEvonik Steag GmbH and RIVACON
Downloads 95 (366,948)

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quantitative data quality, machine learning, unsupervised learning, autoencoders, financial bootstrapping, energy finance, HPFC (Hourly Price Forward Curve)

2.

EAO – A Framework for Optimizing Decentralized Portfolios and Green Supply

Fraunhofer Institute for Algorithms and Scientific Computing SCAI, 2021
Number of pages: 16 Posted: 13 May 2021
Tobias Pfingsten and Daniel Oeltz
STEAG GmbH and RIVACON
Downloads 90 (379,643)

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energy, optimization, green, electricity, power, commodity trading

3.

A Pairwise Local Correlation Model

Journal of Computational Finance, Forthcoming
Number of pages: 25 Posted: 17 Jan 2019
Frank Koster and Daniel Oeltz
DGZ-DekaBank and RIVACON
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local correlation, Monte Carlo, Gyongy’s theorem, pairwise correlation, local in index correlation, Markovian projection.

4.

Endogenous Credit Spreads and Optimal Debt Financing Structure in the Presence of Liquidity Risk

European Financial Management, Vol. 23, Issue 1, pp. 55-86, 2017
Number of pages: 32 Posted: 10 Jan 2017
Eva Luetkebohmert, Daniel Oeltz and Yajun Xiao
University of Freiburg, Institute for Economic Researchaffiliation not provided to SSRN, RIVACON and Xi'an Jiaotong-Liverpool University (XJTLU)
Downloads 0 (878,872)

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funding liquidity, optimal capital structure, rollover risk, structural credit risk models