Marc Wildi

Prof. Dr. Marc Wildi is a Professor at ZHAW School of Engineering, specializing in econometrics, time-series analysis, and financial forecasting. His research addresses multivariate prediction models, cryptocurrency market efficiency, and real-time signal extraction methodologies.

He leads projects on explainable AI in credit risk management and corporate sustainability metrics. His publications rigorously examine optimization tradeoffs in economic forecasting, including recent work on Bitcoin market dynamics and filtering solutions for complex datasets.