Università della Svizzera italiana Facoltà di scienze economiche ./index.htm

DIRECTIONS IN DATA SCIENCE: Ilias Filippou 11 Oct 2016 at 13:30 Room SI 013

Scientific Seminar: 

Big Data in Finance

Ilias Filippou

Assistant Professor of Financial Economics
Warwick Business School

University Of Warwick

  • 11 October 2016
  • 13:30 - 15:00
  • Room SI 013USI Informatics Building

This seminar aims to provide a deep understanding of the role of Data Science in Finance and Economics. Specifically, we will discuss how Big Data analytics have changed the Finance literature over the recent years, and address new challenges that researchers and professionals face when dealing with Big Data. The seminar will focus in all areas of Finance that make use of Big Data, such as market microstructure, caorporate Finance and asset pricing. For example, we will demonstrate how the evolution of Data Science has helped high-frequency traders to gain a competitive advantage and perform better asset allocation decisions as well as the risks of managing big datasets in real time. In addition, we will discuss how textual analysis has helped in creating appropriate measures of media coverage in order to examine its impact on asset prices. Finally, the focus will be on three examples of ongoing Big Data research projects that are related to assets with lottery characteristics, networks of mutual funds holdings as well as global patent data.

 

Allegato 1: Filippou Slides [1061 KB]

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