Dimitri Marinelli

Postdoctoral Researcher (María Zambrano Postdoctoral Fellowship)

Departament de Física de la Matèria Condensada

Facultat de Física, Despatx 303b

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ORCID 0000-0002-9767-1403

Featured publications

  1. Jaeger, Markus and Marinelli, Dimitri, Network Diversification for a Robust Portfolio Allocation (March 28, 2022). Available at SSRN: https://ssrn.com/abstract=4068889 or http://dx.doi.org/10.2139/ssrn.4068889 
  2. Interpretable machine learning for diversified portfolio construction M Jaeger, S Krügel, D Marinelli, J Papenbrock… – The Journal of Financial Data Science, 2021
  3. Bussmann, Niklas, Paolo Giudici, Dimitri Marinelli, and Jochen Papenbrock. «Explainable machine learning in credit risk management.» Computational Economics 57, no. 1 (2021): 203-216. https://doi.org/10.1007/s10614-020-10042-0