Dimitri Marinelli

Munich Re

Königinstr. 107

Munich, 80802

Germany

SCHOLARLY PAPERS

2

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Top 27,824

in Total Papers Downloads

1,904

SSRN CITATIONS

4

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0

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, Munich Re, Firamis and Zurich University of Applied Sciences
Downloads 1,407 (14,771)
Citation 1

Abstract:

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

2.

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 Re and Firamis
Downloads 497 (63,133)
Citation 3

Abstract:

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