ERD

Summer School: Introduction to econometrics and empirical modelling of financial markets

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Kick-off meeting: Data Science in Finance

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

A report on the analysis of the structure and dynamics of volatility in financial markets with news arrivals

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Winter School and Workshop: Complex networks in finance

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

PhD Manuscripts submitted for doctoral degrees in WP 2

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

PhD Manuscripts submitted for doctoral degrees in WP 3

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Dissemination plan

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Learning from data streams using kernel least-mean-square with multiple kernel-sizes and adaptive step-size

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Risk Factor Evolution for Counterparty Credit Risk under a Hidden Markov Model

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Feature Engineering for Mid-Price Prediction With Deep Learning

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Multilayer Aggregation with Statistical Validation: Application to Investor Networks

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Agent-Based Model in Directional-Change Intrinsic Time

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Contagious defaults in a credit portfolio: a Bayesian network approach

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Clusters of investors around initial public offering

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Facebook drives behavior of passive households in stock markets

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

A Vine-copula extension for the HAR model

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Humans, Jobs, and the Economy - The Future of Finance in the Age of Big Data

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Stock Price Prediction Using Kernel Adaptive Filtering Within a Stock Market Interdependence Approach

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Trading on Talent: Human Capital and Firm Performance

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Aggregation Effect in Stale News

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Maximum entropy approach to link prediction in bipartite networks

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Intrinsic Time Directional-Change Methodology in Higher Dimensions

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Impact of News Events on the Financial Markets

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Inference from the futures: ranking the noise cancelling accuracy of realized measures

Project: BigDataFinance

Updated at: 28-04-2024

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Project acronym BigDataFinance

Resources

Selected filters:

Summer School: Introduction to econometrics and empirical modelling of financial markets

Kick-off meeting: Data Science in Finance

A report on the analysis of the structure and dynamics of volatility in financial markets with news arrivals

Winter School and Workshop: Complex networks in finance

PhD Manuscripts submitted for doctoral degrees in WP 2

PhD Manuscripts submitted for doctoral degrees in WP 3

Dissemination plan

Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time

A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing

Learning from data streams using kernel least-mean-square with multiple kernel-sizes and adaptive step-size

Risk Factor Evolution for Counterparty Credit Risk under a Hidden Markov Model

Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks

Feature Engineering for Mid-Price Prediction With Deep Learning

Multilayer Aggregation with Statistical Validation: Application to Investor Networks

Agent-Based Model in Directional-Change Intrinsic Time

Contagious defaults in a credit portfolio: a Bayesian network approach

Clusters of investors around initial public offering

Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data

Facebook drives behavior of passive households in stock markets

A Vine-copula extension for the HAR model

Humans, Jobs, and the Economy - The Future of Finance in the Age of Big Data

Stock Price Prediction Using Kernel Adaptive Filtering Within a Stock Market Interdependence Approach

Trading on Talent: Human Capital and Firm Performance

Aggregation Effect in Stale News

A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing

Maximum entropy approach to link prediction in bipartite networks

Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators

Intrinsic Time Directional-Change Methodology in Higher Dimensions

Impact of News Events on the Financial Markets

Inference from the futures: ranking the noise cancelling accuracy of realized measures