Dimitri Marinelli

Firamis

Robert-Kempner-Ring 27

Oberursel, 61440

Germany

http://dimitri-mar.github.io/

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Understanding Machine Learning for Diversified Portfolio Construction by Explainable AI

Number of pages: 19 Posted: 25 Feb 2020
Munich Reinsurance Company, Financial Solutions, Munich Reinsurance Company, Financial Solutions, Firamis, Firamis and Zurich University of Applied Sciences, Center for Asset Management
Downloads 788 (32,268)

Abstract:

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

2.

Explainable AI in Credit Risk Management

Number of pages: 16 Posted: 10 Jan 2020
University of Pavia, University of Pavia, Firamis and Firamis
Downloads 275 (116,583)
Citation 1

Abstract:

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