Work Package 1
Towards a European financial data space.
Leading institution
Overview
Data is in the centre of the digital transformation. By ensuring that all dimensions (accuracy, consistency, completeness, currency, volatility and timeliness) of data quality are satisfied, that we have sufficiently large, high-quality data available and that we can detect dependencies in high dimensions, high frequency and high veracity financial data, DIGITAL is in a position to move towards a European financial data space and make use of substantially more data sources than today.
Under this research topic, an unprecedented collection of innovative data quality methodologies and data augmentation techniques will be applied to a wide variety of industry-relevant datasets. Overcoming the obstacles of data quality and availability (through novel or extended large language models, deep generation of data, and anomaly- and dependence detection models baked on network concepts) will contribute to the literature and further provide a valuable tool for the European Finance industry to enhance product offerings, reduce financial market risks, and work toward a European financial data space. With quality data available and the ability to detect dependencies in high dimensions, high frequency, and high veracity financial data, DIGITAL is in a position to move towards a European financial data space and make use of substantially more data sources than today.
Research topics
Under this research stream, FOUR doctoral candidates will tackle the following research projects:
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Towards a European Financial Data Space (WP1)IRP6 - Collaborative learning across data silos IRP8 - Detecting anomalies and dependence structures in high dimensional, high frequency financial data IRP13 - Predicting financial trends using text mining and NLP IRP15 - Deep Generation of Financial Time Series Work Package 1 Page
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Artificial Intelligence for Financial Markets (WP2)IRP12 - Developing industry-ready automated trading systems to conduct EcoFin analysis using deep learning algorithms IRP14 - Challenges and opportunities for the uptaking of technological development by industry Work Package 2 Page
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Towards explainable and fair AI-generated decisions (WP3)IRP1 - Strengthening European financial service providers through applicable reinforcement learning IRP9 - Audience-dependent explanations IRP16 - Investigating the utility of classical XAI methods in financial time series IRP17 - Fair Algorithmic Design and Portfolio Optimization under Sustainability Concerns Work Package 3 Page
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Driving digital innovations with Blockchain applications (WP4)IRP3 - Machine learning for digital finance IRP5 - Fraud detection in financial networks IRP7 - Risk index for cryptos Work Package 4 Page
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Sustainability of Digital Finance (WP5)IRP2 - Modelling green credit scores for a network of retail and business clients IRP4 - A recommender system to re-orient investments towards more sustainable technologies and businesses IRP10 - Experimenting with Green AI to reduce processing time and contributes to creating a low-carbon economy IRP11 - Applications of Agent-based Models (ABM) to analyse finance growth in a sustainable manner over a long-term period Work Package 5 Page
News
To get an overview of all our research topics, click here.