Dr. Sven Panz holds a quantitative finance degree from the University of Augsburg and Technical University Munich. He received his Ph.D. in 2020 from Goethe University Frankfurt where he focused on empirical market microstructure and financial risk management. He is also interested in sustainable finance, alternative data and the application of machine learning methods in the context of financial markets. Sven Panz has published numerous articles in international journals such as the Journal of Empirical Finance, the Journal of Derivatives or the Journal of Computational Finance.
A general framework for the identification and categorization of risks: an application to the context of financial markets
This paper is, to the best of the authors' knowledge, the first to develop an algorithm-based and generally applicable framework that generates an extensive and integrated identification and categorization scheme of certain risks by using text mining and…
This work generalizes existing one- and two-dimensional pricing formulas with an equal number of barriers to a setting of n dimensions and up to two barriers in the presence of stochastic volatility.