Registration for BigDataFinance conference is now open!
Registration for the BigDataFinance conference is now open! The conference will be held from 4th to 5th October at London School of Economics. Artikkeli Registration for BigDataFinance conference is...
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ESR10: Rytis Simanaitis from The University of Manchester
Rytis Simanaitis is based at The University of Manchester 2016-2019, and his research project is Identify Financial Mood Market Indexes (WP4) “I am very excited to participate in the BigData Finance...
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A Brief Discussion About Utilizing High-Frequency News Data In Finance
In the last two decades a lot of endeavors have been made to develop tools in analyzing high-frequency financial data (e.g., transactions and quotes, or TAQ data). The outcome include a series of...
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Ubiquitous Scaling Laws and Irrelevant Time
“Who owns the information, he owns the world”. This phrase became famous in 1815 when Rothschild family managed to earn about 3 billion British Pounds and became the owners of a large part of the...
View ArticleRegistration campaigns for upcoming conference!
Bring Three, Go Free! Bring along three colleagues, and receive a free delegate place for yourself. (Please note, the first three bookings have the below fees applicable, with the fourth registration...
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 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...
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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...
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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 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...
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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....
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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...
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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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