Clik here to view.
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...
View ArticleClik here to view.
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...
View ArticleClik here to view.
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...
View ArticleClik here to view.
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...
View ArticleClik here to view.
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...
View ArticleClik here to view.
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...
View ArticleClik here to view.
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...
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...
View ArticleClik here to view.
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 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...
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 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 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 ArticleClik here to view.
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 ArticleClik here to view.
BigData analysis of financial interconnectedness: the new challenge to...
The following blog article is based on the opening statements delivered by Chiara Perillo at the panel discussion on “New Conditions for Monetary and Fiscal Policy” with Martin F. Hellwig, Edward C....
View ArticleScientific paper receives multiple prizes
The scientific paper entitled “Trading on Talent: Human Capital and Firm Performance“ by James Hodson (joint work with A. Fedyk), early stage researcher within the BigDataFinance MSCA Training Network...
View ArticleClik here to view.
The Order Book: A Challenge For Tomorrow’s Econometrics
The modeling of the order book is certainly one of the major chal- lenges for the contemporary econometrics. The constant and fast grow on a world-level of the electronic platforms and the associated...
View ArticleClik here to view.
A brief introduction to Big Data and Signal Processing
The chaotic nature of financial big datasets requires in depth analysis of their properties. These properties vary from past information and signal filtering to statistical inference and arbitrage...
View ArticleBigDataFinance Conference – Presentations Available!
BigDataFinance conference presentations from Oct 4th and 5th 2017 are now available at conference programme page. To download presentations click the title of the talk. Only presentations with...
View ArticleMid-Term Review Meeting 6th of October
Mid-term review meeting for BigDataFinance project consortium members When 6th of October 2017 Be there at AB latest by 09:30 sharp, no delays! Meeting ends at 17:30 Where AllianceBernstein 50...
View Article
![Mac Miller – The Divine Feminine (10th Anniversary) [iTunes Plus M4A]](http://is1-ssl.mzstatic.com/image/thumb/Music211/v4/a5/f7/d9/a5f7d909-56a4-813b-15ce-fc50e32afb7d/093624817154.jpg/296x296bb.webp)
