| Position | Professor of Data Science |
|---|---|
| Organisation | Fakultät 1 |
| Building, Room | B, 315a |
| Address | Werderstraße 73 28199 Bremen |
| Phone: +49 421 5905 4930 | |
| FT50 | ABS | ABDC | SJR | VHB | |
| Cakici, N., Fieberg, C., Neumaier, T., Poddig, T., & Zaremba, A.: Pockets of Predictability: A Replication, Journal of Finance, forthcoming. | 1 | 4* | A* | Q1 | A+ |
| Fieberg, C., Liedtke, G., Poddig, T., Walker, T., & Zaremba, A.: A Trend Factor for the Cross-Section of Cryptocurrency Returns, Journal of Financial and Quantitative Analysis, forthcoming. | 1 | 4 | A* | Q1 | A |
| Fieberg, C., Liedtke, G., & Poddig, T.: Recurrent Double-Conditional Factor Model, OR Spectrum, forthcoming. | 3 | B | Q1 | A | |
| Fieberg, C., Liedtke, G., Zaremba, A., & Cakici, N. (2025): A Factor Model for the Cross-Section of Country Equity Risk Premia, Journal of Banking and Finance, 171, 107373. | 3 | A* | Q1 | A | |
| Cakici, N., Fieberg, C., Metko, D., & Zaremba, A. (2025): Factor Momentum Versus Price Momentum: Insights from International Markets, Journal of Banking and Finance, 170, 107332. | 3 | A* | Q1 | A | |
| Cakici, N., Fieberg, C., Metko, D., & Zaremba, A. (2024). Do Anomalies Really Predict Market Returns? New Data and New Evidence. Review of Finance, 28, 1 - 44. | 1 | 4 | A* | Q1 | A |
| Cakici, N., Fieberg, C., Metko, D., & Zaremba, A. (2023). Machine Learning Goes Global: Cross-Sectional Return Predictability in International Stock Markets. Journal of Economic Dynamics and Control, 155, 104725. | 3 | A* | Q1 | A | |
| Fieberg, C., Metko, D., Poddig, T. & Loy, T. (2023). Machine learning techniques for cross-sectional equity returns' prediction. OR Spectrum, 45, 289 - 323. | 3 | B | Q1 | A | |
| Fieberg, C., Lopatta, K., Tammen, T., & Tideman, S. A. (2021). Political affinity and investors' response to the acquisition premium in cross‐border M&A transactions - A moderation analysis. Strategic Management Journal, 42, 2477-2492. | 1 | 4* | A* | Q1 | A |
| Tubbenhauer, T., Fieberg, C., & Poddig, T. (2021). Multi-agent-based VaR forecasting. Journal of Economic Dynamics and Control, 131, 104231. | 3 | A* | Q1 | A |
