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BigDataFinance SIGNED

Training for Big Data in Financial Research and Risk Management

Total Cost €

EC-Contrib. €

Partnership

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Outcomes and
results

BigDataFinance project word cloud

Explore the words cloud of the BigDataFinance project. It provides you a very rough idea of what is the project "BigDataFinance" about.

odowska risk consists secondments asset successful 13 demand marie big put realistic manner technologies practically eight strength conventional sk faced crossroads data usa banks huge class heterogeneous econometric bigdatafinance adopting solution private financial empirical stage massive training curie six finance trained adoption world quantitative services revolution specialists nonetheless techniques fast community representing academically emphasis innovative seize doctoral providers companies academic network sophisticated commercial datasets meet too slow action industry bridge skills provides

Project "BigDataFinance" data sheet

The following table provides information about the project.

Coordinator	TTY-SAATIO There are not information about this coordinator. Please contact Fabio for more information, thanks.
Coordinator Country	Finland [FI]
Project website	http://www.bigdatafinance.eu
Total cost	3˙463˙286 €
EC max contribution	3˙463˙286 € (100%)
Programme	1. H2020-EU.1.3.1. (Fostering new skills by means of excellent initial training of researchers)
Code Call	H2020-MSCA-ITN-2015
Funding Scheme	MSCA-ITN-ETN
Starting year	2015
Duration (year-month-day)	from 2015-10-01 to 2019-09-30

Partnership

Take a look of project's partnership.

#	participants	country	role	EC contrib. [€]
1	TAMPEREEN KORKEAKOULUSAATIO SR TAMPEREEN KORKEAKOULUSAATIO SR Organization address address: KALEVANTIE 4 city: TAMPERE postcode: 33100 website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	FI (TAMPERE)	coordinator	807˙436.00
2	TTY-SAATIO TTY-SAATIO Organization address address: KORKEAKOULUNKATU 10 city: TAMPERE postcode: 33720 website: www.tut.fi contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	FI (TAMPERE)	coordinator	0.00
3	AARHUS UNIVERSITET AARHUS UNIVERSITET Organization address address: NORDRE RINGGADE 1 city: AARHUS C postcode: 8000 website: www.au.dk contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	DK (AARHUS C)	participant	580˙163.00
4	THE UNIVERSITY OF MANCHESTER THE UNIVERSITY OF MANCHESTER Organization address address: OXFORD ROAD city: MANCHESTER postcode: M13 9PL website: www.manchester.ac.uk contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	UK (MANCHESTER)	participant	546˙575.00
5	UNIVERSITAT ZURICH UNIVERSITAT ZURICH Organization address address: RAMISTRASSE 71 city: ZURICH postcode: 8006 website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	CH (ZURICH)	participant	530˙453.00
6	INSTITUT JOZEF STEFAN INSTITUT JOZEF STEFAN Organization address address: Jamova 39 city: LJUBLJANA postcode: 1000 website: www.ijs.si contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	SI (LJUBLJANA)	participant	469˙995.00
7	ALLIANCEBERNSTEIN LIMITED ALLIANCEBERNSTEIN LIMITED Organization address address: 50 BERKELEY STREET city: LONDON postcode: W1J 8HA website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	UK (LONDON)	participant	273˙287.00
8	ING GROEP NV ING GROEP NV Organization address address: BIJLMERPLEIN 888 city: AMSTERDAM postcode: 1102 MG website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	NL (AMSTERDAM)	participant	255˙374.00
9	AALTO KORKEAKOULUSAATIO SR AALTO KORKEAKOULUSAATIO SR Organization address address: OTAKAARI 1 city: ESPOO postcode: 2150 website: http://www.aalto.fi/en/ contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	FI (ESPOO)	partner	0.00
10	MEDNARODNA PODIPLOMSKA SOLA JOZEFA STEFANA MEDNARODNA PODIPLOMSKA SOLA JOZEFA STEFANA Organization address address: Jamova 39 city: Ljubljana postcode: 1000 website: www.mps.si contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	SI (Ljubljana)	partner	0.00
11	NUMERICAL ALGORITHMS GROUP LTD NUMERICAL ALGORITHMS GROUP LTD Organization address address: JORDAN HILL ROAD WILKINSON HOUSE city: OXFORD postcode: OX2 8DR website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	UK (OXFORD)	partner	0.00
12	OLSEN LTD AG OLSEN LTD AG Organization address address: Seefeldstrasse 233 city: ZURICH postcode: 8008 website: n.a. contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	CH (ZURICH)	partner	0.00
13	Techila Technologies Techila Technologies Organization address address: ITSENAISYYDENKATU 2 city: TAMPERE postcode: 33100 website: www.techila.fi contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	FI (TAMPERE)	partner	0.00
14	UNIVERSITEIT VAN AMSTERDAM UNIVERSITEIT VAN AMSTERDAM Organization address address: SPUI 21 city: AMSTERDAM postcode: 1012WX website: www.uva.nl contact info title: n.a. name: n.a. surname: n.a. function: n.a. email: n.a. telephone: n.a. fax: n.a.	NL (AMSTERDAM)	partner	0.00

Map

Project objective

BigDataFinance, a Marie SkÅ‚odowska-Curie Innovative Training Network “Training for Big Data in Financial Research and Risk Management”, provides doctoral training in sophisticated data-driven risk management and research at the crossroads of Finance and Big Data for 13 researchers. The main objectives are i) to meet an increasing commercial demand for well-trained researchers experienced in both Big Data techniques and Finance and ii) to develop and implement new quantitative and econometric methods for empirical finance and risk management with large and complex datasets. To achieve the objectives, the emphasis is put on exploiting big data techniques to manage and use datasets that are too large and complex to process with conventional methods.

Banks and other financial institutions must be able to manage, process, and use massive heterogeneous data sets in a fast and robust manner for successful risk management; nonetheless, financial research and training has been slow to address the data revolution. Compared to the USA, Europe is still at an early stage of adopting Big Data technologies and services. Immediate action is required to seize opportunities to exploit the huge potential of Big Data within the European financial world.

This world-class network consists of eight academic participants and six companies, representing banks, asset management companies, and data and solution providers. The proposed research is relevant both academically and practically, because the program is built around real challenges faced both by the academic and private sector partners. To bridge research and practice, all researchers contribute to the private sector via secondments.

BigDataFinance provides the European financial community with specialists with state-of-the-art skills in finance and data-analysis to facilitate the adoption of reliable and realistic methods in the industry. This increases the financial strength of banks and other financial institutions in Europe.

Deliverables

List of deliverables.
A report on a new model with statistical analysis of the relation between order book dynamics and news arrivals	Documents, reports	2020-03-11 10:41:34
A report on an extended approach to characterise financial markets from an event-driven perspective	Documents, reports	2020-03-11 10:38:00
A report on a new model augmented with news data sources	Documents, reports	2020-03-11 10:38:00
A report on the analysis of the structure and dynamics of volatility in financial markets with news arrivals	Documents, reports	2020-03-11 10:38:01
A report on an analysis of the behavioural differences between institutional and individual investors and ownership diversity during the recent financial crisis	Documents, reports	2020-03-09 16:07:47
A report on a tested and validated risk management tool based on scaling laws for FX markets	Documents, reports	2020-03-09 16:07:33
Compilation of training material	Other	2020-03-09 16:07:33
Final conference	Other	2020-03-09 16:07:54
Report on dissemination activities	Documents, reports	2020-03-09 16:07:43
A report on back-tested, validated risk management and portfolio construction tools to monitor risks in smart beta investing	Documents, reports	2020-03-09 16:07:28
A report and software on data sampling techniques	Documents, reports	2020-03-09 16:07:44
A report on a tested and assessed prototype for a real-time financial market mood and confidence index	Documents, reports	2020-03-09 16:07:35
A report and software on a verified and validated knowledge extraction prototype with different data sources	Documents, reports	2020-03-09 16:07:49
A report on a model to define and measure systemic risk in financial networks and its empirical analysis	Documents, reports	2020-03-09 16:07:41
A report on a tested and validated system for risk management with real data and simulated stressed scenarios	Documents, reports	2020-03-09 16:07:43
A report and software on a real-time learning method to update decentralised models and address financial market velocity	Documents, reports	2020-03-09 16:07:44
Summer School: Introduction to econometrics and empirical modelling of financial markets	Other	2019-09-06 08:54:20
Dissemination plan	Documents, reports	2019-09-06 08:54:20
Website published	Other	2019-09-06 08:54:20
Kick-off meeting: Data Science in Finance	Other	2019-09-06 08:54:20
Conference: Big Data in Finance	Other	2019-09-06 08:54:20
Winter School and Workshop: Complex networks in finance	Other	2019-09-06 08:54:20
Training Event: Textual data in finance	Other	2019-09-06 08:54:20

Take a look to the deliverables list in detail: detailed list of BigDataFinance deliverables.

Publications

List of publications.
year	authors and title	journal	last update
2019	Anastassia Fedyk, James Hodson Trading on Talent: Human Capital and Firm Performance published pages: , ISSN: 1556-5068, DOI: 10.2139/ssrn.3017559	SSRN Electronic Journal	2019-12-16
2019	Vladimir Petrov, Anton Golub, Richard B. Olsen Intrinsic Time Directional-Change Methodology in Higher Dimensions published pages: , ISSN: , DOI:		2019-12-16
2019	Anastassia Fedyk, James Hodson Aggregation Effect in Stale News published pages: , ISSN: 1556-5068, DOI: 10.2139/ssrn.2433234	SSRN Electronic Journal	2019-12-16
2019	Paraskevi Nousi, Avraam Tsantekidis, Nikolaos Passalis, Adamantios Ntakaris, Juho Kanniainen, Anastasios Tefas, Moncef Gabbouj, Alexandros Iosifidis Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data published pages: 64722-64736, ISSN: 2169-3536, DOI: 10.1109/access.2019.2916793	IEEE Access 7	2019-12-16
2018	Ntakaris, Adamantios; Kanniainen, Juho; Gabbouj, Moncef; Iosifidis, Alexandros Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators published pages: , ISSN: , DOI:	5	2019-12-16
2018	Baltakiene, M.; Baltakys, K.; Cardamone, D.; Parisi, F.; Radicioni, T.; Torricelli, M.; de Jeude, J. A. van Lidth; Saracco, F. Maximum entropy approach to link prediction in bipartite networks published pages: , ISSN: , DOI:	11	2019-12-16
2019	Sergio Garcia-Vega, Xiao-Jun Zeng, John Keane Stock Price Prediction Using Kernel Adaptive Filtering Within a Stock Market Interdependence Approach published pages: , ISSN: , DOI:		2019-12-16
2019	Margarita BaltakienÄ—, KÄ™stutis Baltakys, Juho Kanniainen, Dino Pedreschi, Fabrizio Lillo Clusters of investors around initial public offering published pages: , ISSN: 2055-1045, DOI: 10.1057/s41599-019-0342-6	Palgrave Communications 5/1	2019-12-16
2018	Vladimir Petrov, Anton Golub, Richard B. Olsen Agent-Based Model in Directional-Change Intrinsic Time published pages: , ISSN: 1556-5068, DOI: 10.2139/ssrn.3240456	SSRN Electronic Journal	2019-09-09
2018	Milla Siikanen, KÄ™stutis Baltakys, Juho Kanniainen, Ravi Vatrapu, Raghava Mukkamala, Abid Hussain Facebook drives behavior of passive households in stock markets published pages: 208-213, ISSN: 1544-6123, DOI: 10.1016/j.frl.2018.03.020	Finance Research Letters 27	2019-09-09
2019	Ioannis Anagnostou, Drona Kandhai Risk Factor Evolution for Counterparty Credit Risk under a Hidden Markov Model published pages: 66, ISSN: 2227-9091, DOI: 10.3390/risks7020066	Risks 7/2	2019-09-09
2019	Adamantios Ntakaris, Giorgio Mirone, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis Feature Engineering for Mid-Price Prediction With Deep Learning published pages: 82390-82412, ISSN: 2169-3536, DOI: 10.1109/access.2019.2924353	IEEE Access 7	2019-09-09
2019	Ioannis Anagnostou, Javier Sanchez Rivero, Sumit Sourabh, Drona Kandhai Contagious defaults in a credit portfolio: a Bayesian network approach published pages: , ISSN: 1755-9723, DOI:	Journal of Credit Risk	2019-09-09
2018	KÄ™stutis Baltakys, Juho Kanniainen, Frank Emmert-Streib Multilayer Aggregation with Statistical Validation: Application to Investor Networks published pages: , ISSN: 2045-2322, DOI: 10.1038/s41598-018-26575-2	Scientific Reports 8/1	2019-09-09
2019	Vladimir Petrov, Anton Golub, Richard Olsen Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time published pages: 54, ISSN: 1911-8074, DOI: 10.3390/jrfm12020054	Journal of Risk and Financial Management 12/2	2019-09-09
2018	Chiara Perillo, Stefano Battiston A multiplex financial network approach to policy evaluation: the case of euro area Quantitative Easing published pages: 49, ISSN: 2364-8228, DOI: 10.1007/s41109-018-0098-8	Applied Network Science 3/1	2019-09-09
2019	Sergio Garcia-Vega, Xiao-Jun Zeng, John Keane Learning from data streams using kernel least-mean-square with multiple kernel-sizes and adaptive step-size published pages: 105-115, ISSN: 0925-2312, DOI: 10.1016/j.neucom.2019.01.055	Neurocomputing 339	2019-09-09
2018	Milla Siikanen, Kestutis Baltakys, Hannu KKrkkkinen, Jari Jussila, Ravi Vatrapu, Raghava Mukkamala, Abid Hussain, Juho Kanniainen How Facebook Drives Investor Behavior published pages: , ISSN: 1556-5068, DOI: 10.2139/ssrn.3040621	SSRN Electronic Journal	2019-09-09
2018	Frank Emmert-Streib, Aliyu Musa, Kestutis Baltakys, Juho Kanniainen, Shailesh Tripathi, Olli Yli-Harja, Herbert Jodlbauer, Matthias Dehmer Computational analysis of structural properties of economic and financial networks published pages: 1-32, ISSN: 2055-7795, DOI: 10.21314/jntf.2018.043	The Journal of Network Theory in Finance VOLUME 4, NUMBER 3 (SEPTEMBER 2	2019-09-09
2018	KÈ©stutis Baltakys, Margarita BaltakienÄ—, Hannu KÃ¤rkkÃ¤inen, Juho Kanniainen Neighbors matter: Geographical distance and trade timing in the stock market published pages: , ISSN: 1544-6123, DOI: 10.1016/j.frl.2018.11.013	Finance Research Letters	2019-09-09
2018	Giorgio Mirone Cross-sectional noise reduction and more efficient estimation of Integrated Variance published pages: 40, ISSN: , DOI:	CREATES Research Papers	2019-09-06

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The information about "BIGDATAFINANCE" are provided by the European Opendata Portal: CORDIS opendata.