Dear colleagues, As part of the action’s deliverables, our working groups need to prepare a discussion paper of possible approaches to build a statistically valid backtesting framework for quantitative investment strategies using machine learning methods. We are looking for a researcher to prepare and lead the writing of the discussion paper and be supported for this work by using the STSM tool. We already have a collection of related research papers available…. Read More

Women in Fintech Datathon is a data mining event (data analysis) organized by Woman in Fintech Conference Committee, University of Tirana and University of Naples Federico II. Datathon aim is promoting the analysis of data on the goals of the Conference and more general on the field of Cost action FinAI (CA19130 – Fintech and Artificial Intelligence in Finance – Towards a transparent financial industry)

I am very pleased to announce the creation of the Bank of England Prudential Regulation Research (BoE PRR) Consortium Seminar Series. The BoE PRR Consortium and the seminar series have been recently established under the umbrella of the Bank of England to support policy research at the BoE. The seminar on 16 March (1:30pm GMT) is the first in the series. Petros Katsoulis (BoE) will present the paper “The repo market under… Read More

The Industry and Parliament Trust hosted a Breakfast Event between parliamentarians, skills providers and industry entitled, ‘What next for digital payments’ on Tuesday 11 January 2022. The discussion was chaired by Kevin Hollinrake MP, a member of the Treasury Select Committee, with guest speakers Alex Marsh, Head of Klarna UK and Professor Ania Zalewska, Director of the Centre for Governance, Regulation and Industrial Strategy, School of Management, University of Bath, UK. A… Read More

An index designed to capture fast growing asset class of cryptocurrencies Royalton CRIX is calculated by S&P Dow Jones Indices since December 2021, powered by Lukka’s institutional data, and administered by Royalton Partners AG. COST member Wolfgang Karl Härdle, Professor of Statistics at Humboldt University of Berlin, led the research team that developed the index. Royalton CRIX aims to provide a representative market index of investable cryptocurrencies. The minimum index constituent number… Read More

The two-year postdoc has a research component and limited teaching. While also continuing to pursue their own research interests, the postdoc will work with the group of Prof. Dolores Romero Morales, who has leading expertise in, among others, transparency in AI, interpretable machine learning and the role of mathematical optimization in these fields. In addition, she is the coordinator and scientific leader of the EU H2020 MSCA RISE European Network of Data Scientists project, www.riseneeds.eu…. Read More

Dear COST FinAI members! COST has celebrated its 50th anniversary in 2021, 50 years of science without borders throughout the year. Our COST FinAI Action has seen a successful first grant period and has been become a vital member of this community of currently 45.000 researchers across Europe. We have grown from 20 member countries in our proposal to now more than 40 participating countries and from 100 researchers to more than… Read More