People

Sergio Garcia Vega  is based at The University of Manchester 2016-2019, and his research project is Distributed and Real-time Machine Learning for Financial Data Analysis (WP1) “I applied to BigDataFinance project because the challenge of solving real-life problems, which involve high-dimensional datasets, have always been one of my primary research  interests”   I come from […]

Adamantios Ntakaris is based at Tampere University of Technology 2016-2019, and his research project is Divide and Conquer Deep Learning for Big Data in Finance (WP1) “The dynamic environment of the Signal Processing Department at the Tampere University of Technology is ideal for investigating state-of-the-art machine and deep learning algorithms”   Greece and more specifically […]

James Hodson is based at Jožef Stefan Institute 2016-2019, and his research project is Deep Knowledge Extraction from Financial, Business and Social Text (WP1) “I want to dive deeper into the mechanisms that drive information processing in financial markets, not just from a product-driven perspective, but through a holistic research agenda” As a researcher at […]

Kestutis Baltakys is based at Tampere University of Technology 2016-2019, and his research project is Complex Network Analysis in Stock Markets (WP2) “BigDataFinance is an incredible opportunity to focus on the research”   I come from Lithuania, the geographical midpoint of Europe, to Finland to work on my PhD thesis on Complex Networks. Though I […]

Chiara Perillo is based at University of Zurich 2016-2019, and her research project is Systemic Risk and Financial Networks (WP2) “I am very enthusiastic about the idea of combining Big Data techniques and econometric methods, and applying them to empirical finance”   I come from Italy, specifically from Sardinia, a wonderful island in the middle […]

Ye Zeng is based at Aarhus University 2016-2019, and his research project is Modelling and Forecasting the Joint Distribution of Asset Returns with News (WP3) ” I am looking forward to becoming not only a well-trained econometrician, but dexterous in employing fundamental tools of data science” I am a Chinese PhD student at CREATES, Aarhus […]

Giorgio Mirone is based at Aarhus University 2016-2019, and his research project is Identifying the Structure of Volatility Using High-Frequency and News Data (WP3) “Developing new tools to draw inference from high-frequency data and news is of extreme interest for the academia, while having several important applications for the financial industry”   I moved from my […]

Martin Magris is based at Tampere University of Technology 2016-2019, and his research project is Order Books Dynamics and Announcement Effects during Financial Crisis (WP3) “Being part of this project is a long-term investment on yourself”   I am PhD student at TUT in Tampere. I was awarded a master in Statistics and actuarial sciences […]

Miha Torkar is based at Jožef Stefan Institute 2016-2019, and his research project is Characterising Financial Markets from Event-driven Perspective (WP3) “BigDataFinance project is situated around a real world problem, I think I will have an ideal chance to make an impact and apply my knowledge in practice” I have always been interested in analysing […]

Rytis Simanaitis is based at The University of Manchester 2016-2019, and his research project is Identify Financial Mood Market Indexes (WP4) “I am very excited to participate in the BigData Finance project and to work on developing tools for market mood identification” Ever since I participated in a school organized stock market day in the […]

Elizabeth Fons is based at AllianceBernstein 2016-2019, and her research project is Smart Beta Investing – A Data-Driven Strategy to Exploit Systematic Risk Factors in the Financial Markets (WP4) “I was drawn by the project and the international environment of the network and I thought that my background in Physics and experience in data analysis […]

Vladimir Petrov is based at University of Zurich 2016-2019, and his research project is High Frequency Trading Risk Management Tools Based on Scaling Law (WP4) “The project can help me to understand more about the structure of world, interactions inside vast systems, sustainability of coexistent macro elements” I come from Russia, a big country with […]

Ioannis Anagnostou is based at ING Groep N.V. 2016-2019, and his research project is Machine Learning Algorithms for Risk Management in Trading Activities (WP4) “BigDataFinance brings together researchers from across the world with diverse academic and professional profiles, passionate about applying data-driven techniques to real problems of the financial industry” I joined the Quantitative Analytics […]