Prof. Dietmar Maringer

Dietmar Maringer is Professor of Computational Economics and Finance at the University of Basel. He received his doctoral degree from the University of Vienna.

Professor Maringer’s research interests combine finance and computational methods from artificial intelligence and data analysis. These include risk management, portfolio optimization, algorithmic trading, high-frequency markets, financial networks, complex adaptive systems, machine learning, computational intelligence and simulation-based techniques. In his work, he uses methods from data analytics and artificial intelligence to analyze and optimize complex financial phenomena. In his recent research, he investigates the effects of regulations and interconnectedness in the banking sector or systemic and individual risk, and how risk measures can be considered in portfolio management under real-life conditions. 

• Financial Markets
  • Financial Forecasting
• Portfolio Management and Asset Classes
  • Portfolio Management
• Corporate Finance and Governance
  • Financial Risk and Risk Management
  • Financial Valuation
• Frontier Topics
  • Big Data and Fintech
  • Operations Research and Decision Theory