Risultati finali
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
Pubblicazioni
Autori:
Martin Magris, Jiyeong Kim, Esa Rasanen, Juho Kanniainen
Pubblicato in:
2017
Editore:
IEEE
Autori:
Martin Magris, Perttu Barholm, Juho Kanniainen
Pubblicato in:
2017
Editore:
Cornell University Library
Autori:
Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Pubblicato in:
2017 IEEE Symposium Series on Computational Intelligence (SSCI), 2017, Pagina/e 1-7, ISBN 978-1-5386-2726-6
Editore:
IEEE
DOI:
10.1109/ssci.2017.8280812
Autori:
Torkar, M. and Mladenic, D.
Pubblicato in:
SiKDD, 20th International Multiconference of Information Society, 2017
Editore:
JSI
Autori:
Chiara Perillo, Stefano Battiston
Pubblicato in:
Complex Networks & Their Applications VI, Numero Vol. 689, 2017, Pagina/e 1162-1173
Editore:
Springer International Publishing
DOI:
10.1007/978-3-319-72150-7_94
Autori:
James Hodson
Pubblicato in:
Proceedings of the 24th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining - KDD '18, 2018, Pagina/e 2871-2871, ISBN 9781-450355520
Editore:
ACM Press
DOI:
10.1145/3219819.3227695
Autori:
Adamantios Ntakaris, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Pubblicato in:
Journal of Forecasting, Numero 37/8, 2018, Pagina/e 852-866, ISSN 0277-6693
Editore:
John Wiley & Sons Inc.
DOI:
10.1002/for.2543
Autori:
Ioannis Anagnostou, Sumit Sourabh, Drona Kandhai
Pubblicato in:
Complexity, Numero 2018, 2018, Pagina/e 1-15, ISSN 1076-2787
Editore:
John Wiley & Sons Inc.
DOI:
10.1155/2018/6076173
Autori:
Frank Emmert-Streib, Aliyu Musa, Kestutis Baltakys, Juho Kanniainen, Shailesh Tripathi, Olli Yli-Harja, Herbert Jodlbauer, Matthias Dehmer
Pubblicato in:
The Journal of Network Theory in Finance, Numero VOLUME 4, NUMBER 3 (SEPTEMBER 2018), 2018, Pagina/e 1-32, ISSN 2055-7795
Editore:
Risk.net
DOI:
10.21314/jntf.2018.043
Autori:
Kȩstutis Baltakys, Margarita Baltakienė, Hannu Kärkkäinen, Juho Kanniainen
Pubblicato in:
Finance Research Letters, 2018, ISSN 1544-6123
Editore:
Elsevier BV
DOI:
10.1016/j.frl.2018.11.013
Autori:
Adamantios Ntakaris, Giorgio Mirone, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
Pubblicato in:
IEEE Access, Numero 7, 2019, Pagina/e 82390-82412, ISSN 2169-3536
Editore:
Institute of Electrical and Electronics Engineers Inc.
DOI:
10.1109/access.2019.2924353
Autori:
Sergio Garcia-Vega, Xiao-Jun Zeng, John Keane
Pubblicato in:
Neurocomputing, Numero 339, 2019, Pagina/e 105-115, ISSN 0925-2312
Editore:
Elsevier BV
DOI:
10.1016/j.neucom.2019.01.055
Autori:
Ioannis Anagnostou, Drona Kandhai
Pubblicato in:
Risks, Numero 7/2, 2019, Pagina/e 66, ISSN 2227-9091
Editore:
MDPI
DOI:
10.3390/risks7020066
Autori:
Ioannis Anagnostou, Javier Sanchez Rivero, Sumit Sourabh, Drona Kandhai
Pubblicato in:
Journal of Credit Risk, 2019, ISSN 1755-9723
Editore:
Incisive Media Ltd.
Autori:
Chiara Perillo, Stefano Battiston
Pubblicato in:
Applied Network Science, Numero 3/1, 2018, Pagina/e 49, ISSN 2364-8228
Editore:
Springer International Publishing
DOI:
10.1007/s41109-018-0098-8
Autori:
Vladimir Petrov, Anton Golub, Richard Olsen
Pubblicato in:
Journal of Risk and Financial Management, Numero 12/2, 2019, Pagina/e 54, ISSN 1911-8074
Editore:
MDPI
DOI:
10.3390/jrfm12020054
Autori:
Kęstutis Baltakys, Juho Kanniainen, Frank Emmert-Streib
Pubblicato in:
Scientific Reports, Numero 8/1, 2018, ISSN 2045-2322
Editore:
Nature Publishing Group
DOI:
10.1038/s41598-018-26575-2
Autori:
Vladimir Petrov, Anton Golub, Richard B. Olsen
Pubblicato in:
SSRN Electronic Journal, 2018, ISSN 1556-5068
Editore:
Social Science Research Network
DOI:
10.2139/ssrn.3240456
Autori:
Milla Siikanen, Kęstutis Baltakys, Juho Kanniainen, Ravi Vatrapu, Raghava Mukkamala, Abid Hussain
Pubblicato in:
Finance Research Letters, Numero 27, 2018, Pagina/e 208-213, ISSN 1544-6123
Editore:
Elsevier BV
DOI:
10.1016/j.frl.2018.03.020
Autori:
Paraskevi Nousi, Avraam Tsantekidis, Nikolaos Passalis, Adamantios Ntakaris, Juho Kanniainen, Anastasios Tefas, Moncef Gabbouj, Alexandros Iosifidis
Pubblicato in:
IEEE Access, Numero 7, 2019, Pagina/e 64722-64736, ISSN 2169-3536
Editore:
Institute of Electrical and Electronics Engineers Inc.
DOI:
10.1109/access.2019.2916793
Autori:
Giorgio Mirone
Pubblicato in:
CREATES Research Papers, Numero 2017-24, 2017
Editore:
Institut for Økonomi, Aarhus Universitet
Autori:
Giorgio Mirone
Pubblicato in:
CREATES Research Papers, 2018, Pagina/e 40
Editore:
Institut for Økonomi, Aarhus University
Autori:
Magris, Martin
Pubblicato in:
2019
Editore:
Cornell University
Autori:
Fons, Elizabeth; Dawson, Paula; Yau, Jeffrey; Zeng, Xiao-jun; Keane, John
Pubblicato in:
Numero 10, 2019
Editore:
Cornell University
Autori:
Baltakiene, M.; Baltakys, K.; Cardamone, D.; Parisi, F.; Radicioni, T.; Torricelli, M.; de Jeude, J. A. van Lidth; Saracco, F.
Pubblicato in:
Numero 11, 2018
Editore:
SSRN
Autori:
Ntakaris, Adamantios; Kanniainen, Juho; Gabbouj, Moncef; Iosifidis, Alexandros
Pubblicato in:
Numero 5, 2018
Editore:
SSRN
Autori:
Vladimir Petrov, Anton Golub, Richard B. Olsen
Pubblicato in:
2019
Editore:
SSRN
Autori:
Georgios Moysiadis, Ioannis Anagnostou, Drona Kandhai
Pubblicato in:
ECML PKDD 2018 Workshops - MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings, Numero 11054, 2019, Pagina/e 23-36, ISBN 978-3-030-13462-4
Editore:
Springer International Publishing
DOI:
10.1007/978-3-030-13463-1_2
Autori:
Margarita Baltakienė, Kęstutis Baltakys, Juho Kanniainen, Dino Pedreschi, Fabrizio Lillo
Pubblicato in:
Palgrave Communications, Numero 5/1, 2019, ISSN 2055-1045
Editore:
Palgrave Macmillan
DOI:
10.1057/s41599-019-0342-6
Autori:
Anastassia Fedyk, James Hodson
Pubblicato in:
SSRN Electronic Journal, 2019, ISSN 1556-5068
Editore:
SSRN
DOI:
10.2139/ssrn.2433234
Autori:
Anastassia Fedyk, James Hodson
Pubblicato in:
SSRN Electronic Journal, 2019, ISSN 1556-5068
Editore:
SSRN
DOI:
10.2139/ssrn.3017559
Autori:
Sergio Garcia-Vega, Xiao-Jun Zeng, John Keane
Pubblicato in:
SSRN Electronic Journal, 2019, ISSN 1556-5068
Editore:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3306250
Diritti di proprietà intellettuale
Numero candidatura/pubblicazione:
20
1715696067
Data:
2017-09-05
Candidato/i:
INSTITUT JOZEF STEFAN
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