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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
Data Science in Finance - BigDataFinance
Data Science in Finance - BigDataFinance
High-Frequency Data Econometrics
High-Frequency Data Econometrics - BigDataFinance
High-Frequency Data Econometrics - BigDataFinance
Winter School on Complex networks in finance
Winter School on Complex networks in finance - BigDataFinance
Winter School on Complex networks in finance - BigDataFinance
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Volatility seasonality of Bitcoin prices
Volatility seasonality of Bitcoin prices - BigDataFinance
Volatility seasonality of Bitcoin prices - BigDataFinance
BigDataFinance protagonist at the 6th Li..
BigDataFinance protagonist at the 6th Lindau Meeting in Economic Sciences - BigDataFinance
BigDataFinance protagonist at the 6th Lindau Meeting in Economic Sciences - BigDataFinance
BigData analysis of financial interconne..
BigData analysis of financial interconnectedness: the new challenge to prevent contagion - BigDataFinance
BigData analysis of financial interconnectedness: the new challenge to prevent contagion - BigDataFinance
algorithms
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Canonical Correlation Analysis (CCA)
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Copula GARCH
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Scientific paper receives multiple prizes
Scientific paper receives multiple prizes - BigDataFinance
Scientific paper receives multiple prizes - BigDataFinance
A brief introduction to Big Data and Signal Processing
A brief introduction to Big Data and Signal Processing - BigDataFinance
A brief introduction to Big Data and Signal Processing - BigDataFinance
Mid-Term Review Meeting 6th of October
Mid-Term Review Meeting 6th of October - BigDataFinance
Mid-Term Review Meeting 6th of October - BigDataFinance
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Publications - 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 Publications Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai (2018), “Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory”, Complexity Emmert-Streib, F., A. Musa, K. Baltakys, J. Kanniainen, S. Tripathi, O Yli-Harja, H. Jodlbauer and M. Dehmer, “Computational Analysis of the structural properties of Economic and Financial Networks”, to towards in Journal of Network Theory in Finance A. Ntakaris, M. Magris, J. Kanniainen, M. Gabbouj, A. Iosifidis (2018), “Benchmark Dataset for Mid-Price Prediction of Limit Order Book Data”, to towards in Journal of Forecasting Baltakys, K., J. Kanniainen, F. Emmert-Streib, (2018), “Multilayer Aggregation with Statistical Validation: Application to Investor Networks”, to towards in Scientific Reports (Nature Publishing Group) Siikanen, M. K. Baltakys, R. Vatrapu, R. Mukkamala, A. Hussain, J. Kanniainen (2017), “Facebook drives policies of passive households in stock markets”, to towards in Finance Research Letters Baltakys, K., M. Baltakiene, H. Kärkkäinen, J. Kanniainen (2018), “Neighbors Matter: Geographical Distance and Trade Timing in the Stock Market”, SSRN Working Paper Miha Torkar, Dunja Mladenic (2017), Impact of News Events on the Financial Markets Martin Magris, Perttu Barholm, Juho Kanniainen (2017), Implied volatility smile dynamics in the presence of jumps Giorgio Mirone (2017), Inference from the futures: ranking the noise cancelling verism of realized measures Martin Magris, Jiyeong Kim, Esa Rasanen, Juho Kanniainen (2017), Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis (2017), Tensor Representation in High-Frequency Financial Data for Price Change Prediction 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