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BigDataFinance protagonist at the 6th Lindau Meeting in Economic Sciences
ESR Chiara Perillo from University of Zurich shared the stage with Nobel Prize Laureates Prescott, Diamond and Sims joining the panel discussion on new conditions for monetary and fiscal policy at the...
View ArticleVolatility seasonality of Bitcoin prices
“Learning properties of Bitcoin and other cryptocurrencies and confronting them to the features of traditional markets we contribute to the world where “finance” is a synonym of “democracy”.”...
View ArticleBig Data Finance: PhD Thesis in Three Minutes
BigDataFinance Early Stage Research Vladimir Petrov, based at University of Zürich, has made a video to introduce his research topic “High Frequency Trading Risk Management Tools Based on Scaling Law”...
View ArticlePhD dissertation of Giorgio Mirone
BigDataFinance Early stage Researcher Giorgio Mirone defended his PhD dissertation entitled “Measurement, assessment and forecast of integrated variance” on Friday 23 November 2018. Giorgio Mirone has...
View ArticleSeeking Postdocs for Data Science in Finance
Would you like to get desired and prestigious EU funding for your Post-Doc? We are seeking talented data scientists and/or researchers in quantitative finance for hosting and coaching them for...
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Large, Unstructured, Noisy Data in Finance
Large, unstructured, and noisy textual data sources have become readily available as the web has grown and become a household commodity. Millions of product reviews, resumes, legal and corporate...
View ArticleCall for Papers
International Conference on Data Science in Finance 3-4 September 2019, University College Dublin (UCD), Ireland In the last five decades, the significant progress has been achieved to develop and...
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Smart beta investing – How can big data help?
Smart beta is a relatively new term that has became ubiquitous in finance in the last few years, but the concepts behind it have been known for decades. It has its roots in factor investing, going back...
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Financial Data Analysis: Machine Learning and Interconnections Between Stock...
Financial markets are complex, interconnected and deterministically chaotic systems in which the price of a stock may be influenced by the economic factors of other stock markets. Thus, a variety of...
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An introduction to sentiment analyses
The general idea behind sentiment analyses in finance is the existence of relevant but hard to quantify information in the textual data in addition to the objective statements of facts. This...
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Using news for finding firm relations and implications on financial markets
Finding correlations between publicly traded companies is a topic of interest for a variety of actors on the financial markets. Many financial institutions use it to predict asset returns, while the...
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Portfolio credit risk: standard models won’t hit the mark in capturing...
Portfolio credit risk models are concerned with potential losses due to defaults or deteriorations in credit quality. These models have applications ranging from regulatory and economic capital...
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Listening to the financial heartbeat with agent-based models
Time, as they say, is of essence in the financial world. Every second counts. But the reality is that the economic system in which the finance sector operates is not constricted by our traditional...
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The ups and downs of a PhD project: Big Data Finance
Read here the success story of ESR5 Chiara Perillo and ESR12 Vladimir Petrov. The article is published in the Graduate Campus News Letter, University of Zurich. Artikkeli The ups and downs of a PhD...
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