Dr. Jochen Papenbrock is CEO and founder of the B2B Fintech company FIRAMIS – Financial Risk and Asset Management with Intelligent Systems. Firamis utilises graph-based machine intelligence for a number of solution types in Banking and Wealth/Asset Management: InvestTech, WealthTech, RiskTech and RegTech. Jochen is a data scientist and quantitative modeller. He earned his doctorate and degree in business engineering at Karlsruhe Institute of Technology (KIT).
This paper extensively compares mutual-information-based networks with correlation-based networks on a stand-alone basis and in the framework of active investment strategies.
This paper studies centrality (interconnectedness risk) measures and their added value in an active portfolio optimization framework.