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Data Science in Finance - BigDataFinance
bigdatafinance.euBigDataFinance 2015–2019, a H2020 Marie Sklodowska-Curie Innovative Training Network “Training for Big Data in Financial Research and Risk Management”, provides doctoral training in sophisticated data-driven risk management and research at the crossroads of Finance and Big Data for 13 researchers.
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Data Science in Finance - BigDataFinance Skip to content Menu Home People Projects Research Publications Beneficiaries & Partners Events BigDataFinancePrimingTraining Event on Textual Data in Finance Data Science in Finance High-Frequency Data Econometrics Winter School on Complex networks in finance Blog Contact Data Science in Finance BigDataFinance training event: Data Science in Finance Date: 22-26 August, 2016 Location: Tampere University of Technology Room: TB109 (Tietotalo building) www.tut.fi ECTS: 4 Agenda Monday 22.8. 9:00-12:00 *Kick-Off (only for BigDataFinance network members) Project Manager Maria Salomaa, Professor Juho Kanniainen Lunch Break 13:00-16:00 Complementary skills: Ethics (Prof. Hannu Kärkkäinen) [slides] Scientific Writing (group working) 16:00-17:00 Training with Bloomberg (Pat Moore, Bloomberg; Marko Grobelnik, JSI) Tuesday 23.8. 9:00-10:00 Training with Bloomberg (Pat Moore, Bloomberg; Marko Grobelnik, JSI) 10:00 -12:00 Machine Learning in Finance (Dr Drona Kandhai, Dr Sumit Sourabh, Ioannis Anagnostou, ING) [slides] Lunch Break 13:00-15:00 Data Science: Holistic Approach (Matti Vakkuri, Tieto) 15:00-16:00 Intrinsic Finance (Anton Golub, Olsen) [slides] 16:00-17:00 Introduction to Pattern Recognition and Machine Learning (Dr. Alexandros Iosifidis, TUT) [slides] 17:30 –> Dinner & Sauna + swimming at Höytämö lake, bring your own towel and swimsuit! Wednesday 24.8. Data Management (Dr. Timo Aaltonen, TUT) [all Timo’s slides] 9:00 -12:00 Lessons – Big data – Apache Hadoop – HDFS – MapReduce – Apache Flume Lunch Break 13:00-16:00 Hands-on training (Dr Aaltonen cont.) – The undertow project is implementing a clickstream wringer with Hadoop – The work is carried out with students’ own laptops 16:00-17:00 Training with Bloomberg (Pat Moore, Bloomberg; Marko Grobelnik, JSI) Thursday 25.8. 8:00-9:00 Training with Bloomberg (Pat Moore, Bloomberg; Marko Grobelnik, JSI) [slides] Data Management (Dr. Timo Aaltonen, TUT) [all Timo’s slides] 9:00-13:00 Lessons on Sqoop, Pig, Hive 10:00-12:00 Hands-on training 12:00-13:00 Discussion Lunch Break 14:00-16:00 Evolutionary Learning (Prof. Serkan Kiranyaz/Ms Jenni Raitoharju, TUT) [slides] 16:00-17:00 Scientific Writing (Part II) Friday 26.8. 9:00-12:00 Probabilistic and Statistical Learning (Dr. Alexandros Iosifidis, TUT) [slides] Lunch Break 13:00-16:00 Neural Networks (Prof. Anastasios Tefas, Aristotle University of Thessaloniki) [slides] For increasingly information, please contact: juho.kanniainen(at)tut.fi *Kick-off session is for BigDataFinance participants only. The other sessions are unshut moreover for external participants. Volatility seasonality of Bitcoin prices.. “Learning properties of Bitcoin and other cryptocurrencies and c.. 21.06.2018 Read increasingly BigDataFinance protagonist at the 6th Li.. ESR Chiara Perillo from University of Zurich shared the stage with Nob.. 08.03.2018 Read increasingly Popular tags algorithms deject priming corporate ownership data econometric models ESR extracted knowledge finance financial slipperiness financial markets financial volatility job recruitment research risk management self-data velocity volatility volume Copyright BigDataFinance 2017 | All rights reserved | Login WordPress Download Manager - Best Download Management Plugin Close