Antal Ratku
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Curriculum vitae |
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| Seit 6/2015 |
Quantitative Analyst, risklab GmbH, Allianz Global Investors |
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| 10/2012 – 5/2015 |
Albert-Ludwigs-Universität Freiburg, Master of Science, Economics – Finance |
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| 9/2009 – 7/2012 |
Corvinus University of Budapest, Bachelor of Science, Economist in Finance and Accounting |
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Prizes and Awards |
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| 10/2016 |
Ralf-Bodo-Schmidt-Preis (Master’s Thesis: Which news disclosures matter? News reception compared across topics extracted with Latent Dirichlet Allocation) |
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| 8/2014 |
Participation on 5th Lindau Meeting on Economic Sciences (Lindau Nobel Laureate Meetings) |
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| 10/2012 – 9/2014 |
DAAD scholarship |
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Scientific Publications
Journal Articles
Years: 2022
back to the top of all publications2022
back to the year overview- Ratku A, Neumann D
Derivatives of feed-forward neural networks and their application in real-time market risk management
2022 OR Spectrum, volume: 44, pages: 947 - 965
Talks
Years: 2023 back to the top of all publications2023
back to the year overview- Ratku A, Neumann D
Modeling Interrelated Option Markets using Variational Autoencoders
2023 Conference on Information Systems and Technology
Conference papers
Years: 2015 | 2014 back to the top of all publications2015
back to the year overview- Ratku A, Feuerriegel S, Rabhi F, Neumann D
Finding Evidence of Irrational Exuberance in the Oil Market
2015 Workshop on Enterprise Applications, Markets and Services in the Finance Industry, FinanceCom 2014, Sydney, Australia, December 12, 2014 Lecture Notes in Business Information Processing, Springer, volume: 217, pages: 48 - 59Download file
2014
back to the year overview- Bendler J, Ratku A, Neumann D
Crime Mapping through Geo-Spatial Social Media Activity
2014 35th International Conference on Information Systems (ICIS 2014), Auckland, New Zealand, 14-17 December 2014
Other publications
Years: 2015 | 2014 back to the top of all publications2015
back to the year overview- Feuerriegel S, Ratku A, Neumann D
Which News Disclosures Matter? News Reception Compared Across Topics Extracted from the Latent Dirichlet Allocation (Working Paper), University of Freiburg
, 2015
2014
back to the year overview- Feuerriegel S, Ratku A, Neumann D
Finding Evidence of Irrational Exuberance in the Oil Market (Working Paper), University of Freiburg
, 2014
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