Prof. Dr. Dietmar Maringer

Dietmar Maringer is Professor of Computational Economics and Finance at the Faculty of Economics and Business (Wirtschaftswissenschaftliches Zentrum, WWZ) at the University of Basel, Switzerland. His 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. He studied computer science and business, and finance in Vienna, AT, and Cambridge, UK, and he earned his PostDoc qualification at the University of Erfurt’s econometrics department.

Prior to his current position, he was Director of Research and PhD Programmes at the Centre for Computational Finance and Economics Agents (University of Essex, UK). He has published numerous journal articles, books, and conference papers and has won several best-paper awards. Amongst other commitments, he chaired the Portfolio Optimization Task Force in IEEE’s Computational Economics and Finance Technical Committee 2008-2018, and is a frequent member of organization and program committees of international conferences.

Research

groups

selected publications

  • Philip Saks and Dietmar Maringer. Statistical Arbitrage with Genetic Programming. In: Natural Computing in Computational Finance: Volume 2. Ed. by Anthony Brabazon and Michael O’Neill. Berlin, Heidelberg: Springer Berlin Heidelberg,  2009,  pp.  9–29.  .

further publications can be found on the research page.

[Translate to English:] Maringer, Dietmar

Prof. Dr. Dietmar Maringer
Büro 5.35 Wirtschaftswissenschaftliche Fakultät
Computational Economics and Finance
Peter Merian-Weg 6 4002 Basel
Schweiz

Tel: +41 61 207 32 52

Office Hours: Please contact me via email to arrange a meeting.