[Article] Counterfactual Analysis in Benchmarking
Peter Bogetoft Jasone Ramirez-Ayerbe Dolores Romero Morales https://www.researchgate.net/publication/366399189_Counterfactual_Analysis_in_Benchmarking Description: Traditional benchmarking based on simple key performance indicators is widely used and easy to understand. Unfortunately, such indicators cannot fully capture the complex relationship between multiple inputs and outputs in most firms. Data Envelopment Analysis (DEA) offers an attractive alternative. It builds an activity analysis model of best practices considering the multiple inputs used and products and services produced. This allows more substantial… Read More
[Other] Links for contributions
STSMs are exchange visits between researchers involved in a COST Action, allowing scientists to visit an institution or laboratory in another COST Member state. The award usually includes travel and accommodation / subsistence. However, the financial support is a contribution to the costs of an STSM and may not necessarily cover all the costs. Additionally, the STSM evaluation committee may adjust the application’s budget. If you have a research project and you… Read More
[Other] Datathon
The final event of the datathon will be held during the “Women in Fintech and Artificial Intelligence 2nd Conference” – Tirana, Albania (hybrid event) Day 2 – September 22 Session 3: Woman in Fintech Datathon13.30-15:00 Moderator: Professor Maria Iannario, University of Naples, Federico II“Women in Fintech Datathon: a look into the Global Findex database to investigate gender diversity in financial inclusion?” > Presentations of the three best groups of students projects> … Read More
[Article] Can ESG Shape Cost of Capital?
Niklas Bussmann – University of Pavia Alessandra Tanda – University of Pavia Ellen Pei-yi Yu – Birbeck Can ESG Shape Cost of Capital? A Bibliometric Review and Empirical Analysis Through ML https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4173890 The paper employs AI methodologies to explain the impact of ESG behaviour on the cost of capital. Starting from the awareness of the increased interest by the literature and the market in understanding how ESG behaviour of companies enters the… Read More
[Conference] Fintech Research Conference & Digital Finance Special Issue
Politecnico di Milano – Milano (Italy)October 27-28, 2022The Conference aims to put together researchers working in all areas of Fintech (banking, asset management, insurance, payments, capital markets, internet of things) providing a multidisciplinary venue. Contributed papers are welcome in all Fintech research fields such as (but not limited to): theoretical analysis of the fintech domain (finance and economic analysis), machine learning applications to finance, cryptocurrencies, digital currency, cybersecurity, neural networks approaches in… Read More
[Other] STSM – new deadlines
Rolling deadlines to applications from September to the end of the grant period:September 2nd, 16th, 30th and October 14th. Responses on these applications are expected in the week following each deadline. Mobility should end up to October 30th.
[Conferences] Next Events
https://www.meetup.com/fintech_ai_in_finance/events COST FinAI Core Group Meeting, 22.8.22, Netherlands COST FinAI WG2 Meeting, 23.8.22, Netherlands COST FinAI Research Workshop on AI and Transparency in Financial Markets, 24.8.22, Netherlands 7th European Conference on Artificial Intelligence in Industry and Finance, 28.9.22, Switzerland 7th European COST Conference on Artificial Intelligence in Finance, 30.9.22, Switzerland COST FinAI Women in fintech conference, 2nd edition – day 1, 21.9.22, Albania COST FinAI Women in fintech conference, 2nd edition –… Read More
[Article] Cryptocurrencies and stablecoins: a high-frequency analysis
Emilio Barucci, Giancarlo Giuffra Moncayo & Daniele Marazzina Politecnico di Milano Abstract We analyze cryptoasset markets (cryptocurrencies and stablecoins) at high frequency. We investigate intraday patterns. We show that Tether plays a crucial role as a safe haven and/or store of value facilitating trading in cryptocurrencies without going through traditional currencies. Markets centered on cryptocurrencies and stablecoins play a primary role aggregating preference/technology shocks and heterogeneous opinions, instead markets centered on the US dollar play… Read More
[Conference] Women in Fintech and AI II
On behalf of the organising committee: The final programme for Women in Fintech and AI – II edition is finally available. The event is hybrid and will take place in Tirana and online. Please consider taking part to this event that will see the industry, academia and young researchers jointly discussing topics of interest of our cost Action: Fintech, transparency, diversity, AI applications, gender, financial inclusion, etc. For further details see https://fin-ai.eu/womeninfintech2022/… Read More