Jochen Papenbrock

Firamis

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).

Articles by Jochen Papenbrock

Original research

Interconnectedness risk and active portfolio management: the information-theoretic perspective

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.

15 Jan 2018

Original research

Interconnectedness risk and active portfolio management

This paper studies centrality (interconnectedness risk) measures and their added value in an active portfolio optimization framework.

22 Feb 2017