Complex Networks in Financial Markets


In most natural and engineered systems, a set of entities interact with each other in complicated patterns that can involve multiple types of relationships, change in time and include multiple layers of connectivity. In order to gain understanding in such complex systems it is important to consider such features. A network simply put, is a […]

An introduction to BigData in Finance: the econometric point of view


Ultra-high-frequency data are probably the perfect representative for the financial markets of the advent of BigData. It is well known that over the last decade the availability of high-frequency data has rapidly disrupted the financial industry as we knew it. What might be less known is the impact from an econometric point of view. In […]

Blog introduction


People in modern societies are leaving behind a vast amount of data that can be analysed and exploited in new and unprecedented ways to understand and model financial markets for better risk management. These data sets of high-volume, high-velocity, and high-variety information, directly relevant to the financial sector, arise from various sources. The sources include […]