BigDataFinance project deliverables
The page lists 23 deliverables related to the research project "BigDataFinance".
List of Deliverables
| title and desprition | type | last update |
|---|---|---|
A report on a new model with statistical analysis of the relation between order book dynamics and news arrivalsA report on a new model with statistical analysis of the relation between order book dynamics and news arrivals on RP 8 (ESR 8) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-11 |
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) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-11 |
A report on a new model augmented with news data sourcesA report on a new model augmented with news data sources on RP 6 (ESR 6) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-11 |
A report on the analysis of the structure and dynamics of volatility in financial markets with news arrivalsA report on the analysis of the structure and dynamics of volatility in financial markets with news arrivals on RP 7 (ESR 7) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-11 |
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) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-09 |
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) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-09 |
Compilation of training materialCompilation of training material Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Other | 2020-03-09 |
Final conferenceFinal conference, tentatively in the UK Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Other | 2020-03-09 |
Report on dissemination activitiesReport on dissemination activities Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-09 |
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) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-09 |
A report and software on data sampling techniquesA report and software on data sampling techniques on RP 2 (ESR 2) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-09 |
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) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-09 |
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) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-09 |
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) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-09 |
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) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-09 |
A report and software on a real-time learning method to update decentralised models and address financial market velocityA report and software on a real-time learning method to update decentralised models and address financial market velocity on RP 1 (ESR 1) Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2020-03-09 |
Summer School: Introduction to econometrics and empirical modelling of financial marketsSummer School: Introduction to econometrics and empirical modelling of financial markets, tentatively in Denmark Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Other | 2019-09-06 |
Dissemination planDissemination plan Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Documents, reports | 2019-09-06 |
Website publishedWebsite published Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Other | 2019-09-06 |
Kick-off meeting: Data Science in FinanceKick-off meeting: Data Science in Finance,tentatively in Finland Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Other | 2019-09-06 |
Conference: Big Data in FinanceConference: Big Data in Finance, tentatively in the UK Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Other | 2019-09-06 |
Winter School and Workshop: Complex networks in financeWinter School and Workshop: Complex networks in finance, tentatively in Switzerland Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Other | 2019-09-06 |
Training Event: Textual data in financeTraining Event: Textual data in finance, tentatively in Slovenia Programme: H2020-EU.1.3.1. - Topic(s): MSCA-ITN-2015-ETN |
Other | 2019-09-06 |