Resultado final
A report and software on a real-time learning method to update decentralised models and address financial market velocity on RP 1 (ESR 1)
Report on dissemination activitiesA report on a new model with statistical analysis of the relation between order book dynamics and news arrivals
A report on a new model with statistical analysis of the relation between order book dynamics and news arrivals on RP 8 (ESR 8)
A report on a tested and validated system for risk management with real data and simulated stressed scenariosA report on a tested and validated system for risk management with real data and simulated stressed scenarios on RP 14 (ESR 14)
A report and software on a verified and validated knowledge extraction prototype with different data sourcesA report and software on a verified and validated knowledge extraction prototype with different data sources on RP 3 (ESR 3)
PhD Manuscripts submitted for doctoral degrees in WP 4A report on a new model augmented with news data sources
A report on a new model augmented with news data sources on RP 6 (ESR 6)
A report and software on data sampling techniquesA report and software on data sampling techniques on RP 2 (ESR 2)
A report on an extended approach to characterise financial markets from an event-driven perspectiveA report on an extended approach to characterise financial markets from an event-driven perspective on RP 9 (ESR 9)
A report on a model to define and measure systemic risk in financial networks and its empirical analysisA report on a model to define and measure systemic risk in financial networks and its empirical analysis on RP 5 (ESR 5)
A report on a tested and validated risk management tool based on scaling laws for FX marketsA report on a tested and validated risk management tool based on scaling laws for FX markets on RP 13 (ESR 13)
PhD Manuscripts submitted for doctoral degrees in WP 1PhD Manuscripts submitted for doctoral degrees
A report on an analysis of the behavioural differences between institutional and individual investors and ownership diversity during the recent financial crisisA report on an analysis of the behavioural differences between institutional and individual investors and ownership diversity during the recent financial crisis on RP 4 (ESR 4)
A report on back-tested, validated risk management and portfolio construction tools to monitor risks in smart beta investingA report on back-tested, validated risk management and portfolio construction tools to monitor risks in smart beta investing on RP 12 (ESR 12)
A report on a tested and assessed prototype for a real-time financial market mood and confidence indexA report on a tested and assessed prototype for a real-time financial market mood and confidence index on RP 11 (ESR 11)
Dissemination planPhD Manuscripts submitted for doctoral degrees in WP 2
PhD Manuscripts submitted for doctoral degrees in WP 3
A report on the analysis of the structure and dynamics of volatility in financial markets with news arrivals
A report on the analysis of the structure and dynamics of volatility in financial markets with news arrivals on RP 7 (ESR 7)
Training Event: Textual data in finance
Training Event: Textual data in finance, tentatively in Slovenia
Compilation of training materialFinal conference
Final conference, tentatively in the UK
Conference: Big Data in FinanceConference: Big Data in Finance, tentatively in the UK
Winter School and Workshop: Complex networks in financeWinter School and Workshop: Complex networks in finance, tentatively in Switzerland
Summer School: Introduction to econometrics and empirical modelling of financial marketsSummer School: Introduction to econometrics and empirical modelling of financial markets, tentatively in Denmark
Kick-off meeting: Data Science in FinanceKick-off meeting: Data Science in Finance,tentatively in Finland
Publicaciones
Autores:
Martin Magris, Jiyeong Kim, Esa Rasanen, Juho Kanniainen
Publicado en:
2017
Editor:
IEEE
Autores:
Martin Magris, Perttu Barholm, Juho Kanniainen
Publicado en:
2017
Editor:
Cornell University Library
Autores:
Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Publicado en:
2017 IEEE Symposium Series on Computational Intelligence (SSCI), 2017, Página(s) 1-7, ISBN 978-1-5386-2726-6
Editor:
IEEE
DOI:
10.1109/ssci.2017.8280812
Autores:
Torkar, M. and Mladenic, D.
Publicado en:
SiKDD, 20th International Multiconference of Information Society, 2017
Editor:
JSI
Autores:
Chiara Perillo, Stefano Battiston
Publicado en:
Complex Networks & Their Applications VI, Edición Vol. 689, 2017, Página(s) 1162-1173
Editor:
Springer International Publishing
DOI:
10.1007/978-3-319-72150-7_94
Autores:
James Hodson
Publicado en:
Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining - KDD '18, 2018, Página(s) 2871-2871, ISBN 9781-450355520
Editor:
ACM Press
DOI:
10.1145/3219819.3227695
Autores:
Adamantios Ntakaris, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Publicado en:
Journal of Forecasting, Edición 37/8, 2018, Página(s) 852-866, ISSN 0277-6693
Editor:
John Wiley & Sons Inc.
DOI:
10.1002/for.2543
Autores:
Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai
Publicado en:
Complexity, Edición 2018, 2018, Página(s) 1-15, ISSN 1076-2787
Editor:
John Wiley & Sons Inc.
DOI:
10.1155/2018/6076173
Autores:
Frank Emmert-Streib, Aliyu Musa, Kestutis Baltakys, Juho Kanniainen, Shailesh Tripathi, Olli Yli-Harja, Herbert Jodlbauer, Matthias Dehmer
Publicado en:
The Journal of Network Theory in Finance, Edición VOLUME 4, NUMBER 3 (SEPTEMBER 2018), 2018, Página(s) 1-32, ISSN 2055-7795
Editor:
Risk.net
DOI:
10.21314/jntf.2018.043
Autores:
Kȩstutis Baltakys, Margarita Baltakienė, Hannu Kärkkäinen, Juho Kanniainen
Publicado en:
Finance Research Letters, 2018, ISSN 1544-6123
Editor:
Elsevier BV
DOI:
10.1016/j.frl.2018.11.013
Autores:
Adamantios Ntakaris, Giorgio Mirone, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Publicado en:
IEEE Access, Edición 7, 2019, Página(s) 82390-82412, ISSN 2169-3536
Editor:
Institute of Electrical and Electronics Engineers Inc.
DOI:
10.1109/access.2019.2924353
Autores:
Sergio Garcia-Vega, Xiao-Jun Zeng, John Keane
Publicado en:
Neurocomputing, Edición 339, 2019, Página(s) 105-115, ISSN 0925-2312
Editor:
Elsevier BV
DOI:
10.1016/j.neucom.2019.01.055
Autores:
Ioannis Anagnostou, Drona Kandhai
Publicado en:
Risks, Edición 7/2, 2019, Página(s) 66, ISSN 2227-9091
Editor:
MDPI
DOI:
10.3390/risks7020066
Autores:
Ioannis Anagnostou, Javier Sanchez Rivero, Sumit Sourabh, Drona Kandhai
Publicado en:
Journal of Credit Risk, 2019, ISSN 1755-9723
Editor:
Incisive Media Ltd.
Autores:
Chiara Perillo, Stefano Battiston
Publicado en:
Applied Network Science, Edición 3/1, 2018, Página(s) 49, ISSN 2364-8228
Editor:
Springer International Publishing
DOI:
10.1007/s41109-018-0098-8
Autores:
Vladimir Petrov, Anton Golub, Richard Olsen
Publicado en:
Journal of Risk and Financial Management, Edición 12/2, 2019, Página(s) 54, ISSN 1911-8074
Editor:
MDPI
DOI:
10.3390/jrfm12020054
Autores:
Kęstutis Baltakys, Juho Kanniainen, Frank Emmert-Streib
Publicado en:
Scientific Reports, Edición 8/1, 2018, ISSN 2045-2322
Editor:
Nature Publishing Group
DOI:
10.1038/s41598-018-26575-2
Autores:
Vladimir Petrov, Anton Golub, Richard B. Olsen
Publicado en:
SSRN Electronic Journal, 2018, ISSN 1556-5068
Editor:
Social Science Research Network
DOI:
10.2139/ssrn.3240456
Autores:
Milla Siikanen, Kęstutis Baltakys, Juho Kanniainen, Ravi Vatrapu, Raghava Mukkamala, Abid Hussain
Publicado en:
Finance Research Letters, Edición 27, 2018, Página(s) 208-213, ISSN 1544-6123
Editor:
Elsevier BV
DOI:
10.1016/j.frl.2018.03.020
Autores:
Paraskevi Nousi, Avraam Tsantekidis, Nikolaos Passalis, Adamantios Ntakaris, Juho Kanniainen, Anastasios Tefas, Moncef Gabbouj, Alexandros Iosifidis
Publicado en:
IEEE Access, Edición 7, 2019, Página(s) 64722-64736, ISSN 2169-3536
Editor:
Institute of Electrical and Electronics Engineers Inc.
DOI:
10.1109/access.2019.2916793
Autores:
Giorgio Mirone
Publicado en:
CREATES Research Papers, Edición 2017-24, 2017
Editor:
Institut for Økonomi, Aarhus Universitet
Autores:
Giorgio Mirone
Publicado en:
CREATES Research Papers, 2018, Página(s) 40
Editor:
Institut for Økonomi, Aarhus University
Autores:
Magris, Martin
Publicado en:
2019
Editor:
Cornell University
Autores:
Fons, Elizabeth; Dawson, Paula; Yau, Jeffrey; Zeng, Xiao-jun; Keane, John
Publicado en:
Edición 10, 2019
Editor:
Cornell University
Autores:
Baltakiene, M.; Baltakys, K.; Cardamone, D.; Parisi, F.; Radicioni, T.; Torricelli, M.; de Jeude, J. A. van Lidth; Saracco, F.
Publicado en:
Edición 11, 2018
Editor:
SSRN
Autores:
Ntakaris, Adamantios; Kanniainen, Juho; Gabbouj, Moncef; Iosifidis, Alexandros
Publicado en:
Edición 5, 2018
Editor:
SSRN
Autores:
Vladimir Petrov, Anton Golub, Richard B. Olsen
Publicado en:
2019
Editor:
SSRN
Autores:
Georgios Moysiadis, Ioannis Anagnostou, Drona Kandhai
Publicado en:
ECML PKDD 2018 Workshops - MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings, Edición 11054, 2019, Página(s) 23-36, ISBN 978-3-030-13462-4
Editor:
Springer International Publishing
DOI:
10.1007/978-3-030-13463-1_2
Autores:
Margarita Baltakienė, Kęstutis Baltakys, Juho Kanniainen, Dino Pedreschi, Fabrizio Lillo
Publicado en:
Palgrave Communications, Edición 5/1, 2019, ISSN 2055-1045
Editor:
Palgrave Macmillan
DOI:
10.1057/s41599-019-0342-6
Autores:
Anastassia Fedyk, James Hodson
Publicado en:
SSRN Electronic Journal, 2019, ISSN 1556-5068
Editor:
SSRN
DOI:
10.2139/ssrn.2433234
Autores:
Anastassia Fedyk, James Hodson
Publicado en:
SSRN Electronic Journal, 2019, ISSN 1556-5068
Editor:
SSRN
DOI:
10.2139/ssrn.3017559
Autores:
Sergio Garcia-Vega, Xiao-Jun Zeng, John Keane
Publicado en:
SSRN Electronic Journal, 2019, ISSN 1556-5068
Editor:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3306250
Derechos de propiedad intelectual
Número de solicitud/publicación:
20
1715696067
Fecha:
2017-09-05
Solicitante(s):
INSTITUT JOZEF STEFAN
Buscando datos de OpenAIRE...
Se ha producido un error en la búsqueda de datos de OpenAIRE
No hay resultados disponibles