Community Research and Development Information Service - CORDIS

Training for Big Data in Financial Research and Risk Management

From 2015-10-01 to 2019-09-30, ongoing project

Project details

Total cost:

EUR 3 463 286,40

EU contribution:

EUR 3 463 286,40

Coordinated in:

Finland

Call for proposal:

H2020-MSCA-ITN-2015See other projects for this call

Funding scheme:

MSCA-ITN-ETN - European Training Networks

Objective

Related Information not available

Deliverables

Publications

  • Multilayer Aggregation of Investor Trading Networks
    Author(s): Kestutis Baltakys, Juho Kanniainen, Frank Emmert-Streib
  • Inference from the futures: ranking the noise cancelling accuracy of realized measures
    Author(s): Giorgio Mirone
    Published in: CREATES Research Papers, issue 2017-24, 2017. 
  • Benchmark Dataset for Mid-Price Prediction of Limit Order Book Data
    Author(s): Adamantios Ntakaris, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
  • How Facebook drives investor behavior
    Author(s): Milla Siikanen, Kestutis Baltakys, Hannu Kärkkäinen, Jari Jussila, Ravi Vatrapu, Raghava Mukkamala, Abid Hussain, Juho Kanniainen
  • Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis
    Author(s): Martin Magris, Jiyeong Kim, Esa Rasanen, Juho Kanniainen
  • Tensor Representation in High-Frequency Financial Data for Price Change Prediction
    Author(s): Dat Thanh Tran, Martin Magris, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis
  • Implied volatility smile dynamics in the presence of jumps
    Author(s): Martin Magris, Perttu Barholm, Juho Kanniainen
  • Impact of News Events on the Financial Markets
    Author(s): Torkar, M. and Mladenic, D.
    Published in: SiKDD, 20th International Multiconference of Information Society, 2017. 

Coordinator

TTY-SAATIO
Finland

EU contribution: EUR 807 436,08


KORKEAKOULUNKATU 10
33720 TAMPERE
Finland
Activity type: Higher or Secondary Education Establishments

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Participants

AARHUS UNIVERSITET
Denmark

EU contribution: EUR 580 163,76


NORDRE RINGGADE 1
8000 AARHUS C
Denmark
Activity type: Higher or Secondary Education Establishments

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UNIVERSITAT ZURICH
Switzerland

EU contribution: EUR 530 453,52


RAMISTRASSE 71
8006 ZURICH
Switzerland
Activity type: Higher or Secondary Education Establishments

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THE UNIVERSITY OF MANCHESTER
United Kingdom

EU contribution: EUR 546 575,76


OXFORD ROAD
M13 9PL MANCHESTER
United Kingdom
Activity type: Higher or Secondary Education Establishments

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INSTITUT JOZEF STEFAN
Slovenia

EU contribution: EUR 469 995,12


Jamova 39
1000 LJUBLJANA
Slovenia
Activity type: Research Organisations

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ALLIANCEBERNSTEIN LIMITED
United Kingdom

EU contribution: EUR 273 287,88


50 BERKELEY STREET
W1J 8HA LONDON
United Kingdom
Activity type: Private for-profit entities (excluding Higher or Secondary Education Establishments)

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ING GROEP NV
Netherlands

EU contribution: EUR 255 374,28


BIJLMERPLEIN 888
1102 MG AMSTERDAM
Netherlands
Activity type: Private for-profit entities (excluding Higher or Secondary Education Establishments)

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Partner organisations

AALTO KORKEAKOULUSAATIO SR
Finland
OTAKAARI 1
02150 ESPOO
Finland
Activity type: Higher or Secondary Education Establishments

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UNIVERSITEIT VAN AMSTERDAM
Netherlands
SPUI 21
1012WX AMSTERDAM
Netherlands
Activity type: Higher or Secondary Education Establishments

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MEDNARODNA PODIPLOMSKA SOLA JOZEFA STEFANA
Slovenia
Jamova 39
1000 Ljubljana
Slovenia
Activity type: Higher or Secondary Education Establishments

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NUMERICAL ALGORITHMS GROUP LTD
United Kingdom
JORDAN HILL ROAD WILKINSON HOUSE
OX2 8DR OXFORD
United Kingdom
Activity type: Other

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OLSEN LTD AG
Switzerland
Seefeldstrasse 233
8008 ZURICH
Switzerland
Activity type: Private for-profit entities (excluding Higher or Secondary Education Establishments)

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Techila Technologies
Finland
ITSENAISYYDENKATU 2
33100 TAMPERE
Finland
Activity type: Private for-profit entities (excluding Higher or Secondary Education Establishments)

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