Branka Hadji Misheva

Zurich University of Applied Sciences

Scientific Employee

IDP

Technikumstrasse 9

Winterthur, CH 8401

Switzerland

  • Zurich University of Applied Sciences

SCHOLARLY PAPERS

9

DOWNLOADS

1,719

TOTAL CITATIONS

8

Ideas:
“  I am currently working on matching the developments in eXplainable AI with the financial context  ”

  • Zurich University of Applied Sciences

Scholarly Papers (9)

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1.

Explainable AI in Credit Risk Management

Number of pages: 16 Posted: 29 Mar 2021
Branka Hadji Misheva, Ali Hirsa, Joerg Osterrieder, Onkar Kulkarni and Stephen Fung Lin
Zurich University of Applied Sciences, Columbia University, University of Twente, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 768 (67,590)

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Explainable AI, Credit Lending, Machine Learning, LIME, SHAP

2.

The VIX Index Under Scrutiny of Machine Learning Techniques and Neural Networks

Number of pages: 19 Posted: 03 Mar 2021 Last Revised: 13 Aug 2023
Ali Hirsa, Branka Hadji Misheva, Joerg Osterrieder, Wenxin Cao, Yiwen Fu, Hanze Sun and Kin Wai Wong
Columbia University, Zurich University of Applied Sciences, University of Twente, Columbia University, Columbia University, Columbia University and Columbia University
Downloads 262 (238,986)

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VIX, Machine Learning, Deep Learning, VIX futures

3.

Deep Reinforcement Learning on a Multi-Asset Environment for Trading

Number of pages: 18 Posted: 28 Jun 2021
Ali Hirsa, Branka Hadji Misheva, Joerg Osterrieder and Jan-Alexander Posth
Columbia University, Zurich University of Applied Sciences, University of Twente and ZHAW School of Management and Law
Downloads 186 (330,183)
Citation 7

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Reinforcement Learning, Deep Learning, Finance, Trading Strategies

4.

Navigating the ESG Landscape: Constructing a Robust and Reliable Scoring Engine

Number of pages: 25 Posted: 18 Jun 2023
Yiting Liu, Joerg Osterrieder, Branka Hadji Misheva and Lennart John Baals
University of Twente, University of Twente, Zurich University of Applied Sciences and University of Twente
Downloads 145 (408,698)

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Environmental, Social, and Governance (ESG); ESG Scoring Engine; ESG Indicator Selection; Weighting Methodologies; Validation

5.

Hypothesizing Multimodal Influence: Assessing the Impact of Textual and Non-Textual Data on Financial Instrument Pricing Using NLP and Generative AI

Number of pages: 4 Posted: 05 Feb 2024
Karolina Bolesta, Gabin Taibi, Codruta Mare, Branka Hadji Misheva, Christian Hopp and Joerg Osterrieder
Warsaw School of Economics (SGH) - Department of Economics I, Bern University of Applied Sciences (BFH), Babes-Bolyai University - Faculty of Economics and Business Administration, Zurich University of Applied Sciences, RWTH Aachen University and University of Twente
Downloads 137 (427,442)

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Financial Markets, Natural Language Processing (NLP), Generative Artificial Intelligence, Multimodal Data Analysis, Economic Context Analysis, Textual Data in Finance, Non-Textual Data Integration, Sentiment Analysis, Market Dynamics, Automated Decision-Making

6.

Network Centrality and Credit Risk: A Comprehensive Analysis of Peer-to-Peer Lending Dynamics

Downloads 71 (662,224)
Citation 1

Network Centrality and Credit Risk: A Comprehensive Analysis of Peer-to-Peer Lending Dynamics

Finance Research Letters, Forthcoming
Number of pages: 15 Posted: 12 Mar 2024
Yiting Liu, Lennart John Baals, Joerg Osterrieder and Branka Hadji Misheva
University of Twente, University of Twente, University of Twente and Zurich University of Applied Sciences
Downloads 41 (869,875)
Citation 1

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P2P-lending, Credit-Default Prediction, Machine Learning (ML), Network Centrality

Network Centrality and Credit Risk: A Comprehensive Analysis of Peer-to-Peer Lending Dynamics

Number of pages: 16 Posted: 25 Jan 2024
Yiting Liu, Lennart John Baals, Joerg Osterrieder and Branka Hadji Misheva
University of Twente, University of Twente, University of Twente and Zurich University of Applied Sciences
Downloads 30 (972,534)

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P2P-lending, Credit-Default Prediction, Machine Learning (ML), Network Centrality

7.

Leveraging Network Topology for Credit Risk Assessment in P2P Lending: A Comparative Study under the Lens of Machine Learning

Expert Systems with Applications, Forthcoming
Number of pages: 59 Posted: 12 Mar 2024
Yiting Liu, Lennart John Baals, Joerg Osterrieder and Branka Hadji Misheva
University of Twente, University of Twente, University of Twente and Zurich University of Applied Sciences
Downloads 65 (692,543)

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P2P-lending, Credit-Default Prediction, Machine Learning (ML), Network Centrality

8.

Leveraging Network Topology for Credit Risk Assessment in P2p Lending: A Comparative Study Under the Lens of Machine Learning

Number of pages: 59 Posted: 24 Aug 2023
Lennart John Baals, Yiting Liu, Joerg Osterrieder and Branka Hadji Misheva
University of Twente, University of Twente, University of Twente and Zurich University of Applied Sciences
Downloads 57 (737,486)

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P2P-lending, Credit-Default Prediction, machine learning (ML), Network Centrality

9.

Technical Report On Explainability Of Ai (XAI) For Non-expert Users

Number of pages: 12 Posted: 16 Oct 2024
Bekir Cetintav, Catarina Silva, Branka Hadji Misheva, Codruta Mare, Alessandra Tanda and Joana Dias
Burdur Mehmet Akif Ersoy University, CISUC / University of Coimbra, Zurich University of Applied Sciences, Babes-Bolyai University - Faculty of Economics and Business Administration, University of Pavia and Universidade de Coimbra
Downloads 28 (965,140)

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