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