Dimitri Marinelli

Munich Reinsurance Company, Financial Solutions

Königinstr. 107

Munich, 80802

Germany

FinNet

Frankfurt am Main, DE

http://www.financial-networks.eu

SCHOLARLY PAPERS

4

DOWNLOADS

2,191

SSRN CITATIONS

20

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Explainable Machine learning in Credit Risk Management

Number of pages: 21 Posted: 10 Jan 2020 Last Revised: 02 Jul 2020
University of Pavia, University of Pavia, Munich Reinsurance Company, Financial Solutions and NVIDIA GmbH
Downloads 1,103 (36,801)
Citation 6

Abstract:

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Credit risk management, Explainable AI , Financial Technologies , Similarity networks, Financial Networks, Machine Learning

2.

Network Diversification for a Robust Portfolio Allocation

Number of pages: 32 Posted: 04 May 2022
Markus Jaeger and Dimitri Marinelli
Munich Reinsurance Company, Financial Solutions and Munich Reinsurance Company, Financial Solutions
Downloads 1,088 (37,534)
Citation 1

Abstract:

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asset allocation, portfolio construction, graph theory, networks, multilayer networks, eigenvector centrality

3.

Interpretable Machine Learning for Diversified Portfolio Construction

Markus Jaeger, Stephan Krügel, Dimitri Marinelli, Jochen Papenbrock and Peter Schwendner. The Journal of Financial Data Science Summer 2021, jfds.2021.1.066; DOI: https://doi.org/10.3905/jfds.2021.1.066
Posted: 08 Jan 2021 Last Revised: 24 Jun 2021
Munich Reinsurance Company, Financial Solutions, Munich Reinsurance Company, Financial Solutions, Munich Reinsurance Company, Financial Solutions, NVIDIA GmbH and Zurich University of Applied Sciences

Abstract:

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asset allocation, portfolio construction, explainable artificial intelligence, Hierarchical Risk Parity

4.

Understanding Machine Learning for Diversified Portfolio Construction by Explainable AI

Markus Jaeger, Stephan Krügel, Dimitri Marinelli, Jochen Papenbrock and Peter Schwendner. Interpretable Machine Learning for Diversified Portfolio Construction. The Journal of Financial Data Science Summer 2021, jfds.2021.1.066; DOI: https://doi.org/10.3905/jfds.2021.1.066
Posted: 25 Feb 2020 Last Revised: 14 Jun 2021
Munich Reinsurance Company, Financial Solutions, Munich Reinsurance Company, Financial Solutions, Munich Reinsurance Company, Financial Solutions, NVIDIA GmbH and Zurich University of Applied Sciences

Abstract:

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Asset Allocation, explainable AI, XAI, Machine Learning, HRP, Risk Parity