Research proposals

Submitted research proposals

A list of research proposals that our COST Action FinAI has created and compiled.

• November 2020: CHIST-ERA Consultation. We submitted those proposed topics.
• April 20, 2021: Czech Republic, Switzerland (B. Hadji Misheva, E. Baumohl, Š. Lyócsa, O. Deev, T. Plíhal, Joerg Osterrieder, A. Posth, C. Schmidhuber, P. Schwendner), SNF Lead Agency Process, "Network-based credit risk models in P2P lending markets"
• April 21, 2021: Switzerland (Branka Hadji Misheva, Joerg Osterrieder, Peter Schwendner) www.innosuisse.ch Innosuisse, "Human-machine centered collaboration to crowdsource insights", joint with [www.vestun.ch Vestun]
• May 6, 2021: Switzerland (Joerg Osterrieder, Piotr Kotlarz, Florin Dascalu Ionut, Jan-Alexander Posth) SNF COST, "Market simulation engines and generalization capabilities of Reinforcement Learning algorithms on financial settings"

Research ideas and new topics

• Joerg Osterrieder, Switzerland
  • Interested in joint collaborations (with the goal of academic publications) on Fintech, AI in Finance, Reinforcement Learning in Finance, Machine Learning with a focus on empirical data-driven work relevant for the Finance industry.
  • Happy to invite PhD students to come to Switzerland, either via STMS or directly based on one of our research projects, via the Swiss National Science foundation, EU H2020/ Horizon Europe or Innosuisse.

• Branka Hadji Misheva, Switzerland
  • Interested in joint collaborations (with the goal of academic publications) on Fintech and AI in Finance, with a specific focus on explainable AI applications in finance.
  • Happy to engage in joint academic research; papers/data/code sharing; invite/visit researchers working on topics related with ML solutions for risk management; joint research proposals (via the Swiss National Foundation, EU Horizon, Innosuisse etc.).

• Florian Bozhdaraj, Switzerland
  • Interested in joint collaborations with industry partners on Fintech, Machine Learning/Deep Learning in Financial Engineering, Risk Management and Blockchain.
  • Happy to engage in joint academic research; application and data sharing; joint research proposals via the Swiss National Science foundation, EU H2020/ Horizon Europe or Innosuisse.

• Mark James Thompson, Switzerland
  • Interested in joint collaborations with industry and academic partners on:
    • options trading and options portfolio management topics; and,
    • options topics on blockchain and (unifying) crypto-asset markets.
  • Interested in academic partners on epistemological foundations of:
    • statistical and causal inference; and,
    • explainable AI.
  • Putative education initiatives:
    • Circulating PhD Program where PhDs write a publishable paper at each member institution;
    • Online sequence of public MOOC courses based on the material issuing from the network.

• Valerio Potì, Ireland
  • Interested in joint research and collaborations with the goal of scientific and/or policy impact regarding the economics of Fintech, applications of Machine Learning/AI for forecasting and causal inference in Finance, applications of methods from computational linguistics to textual datasets. The latter topic is especially linked to parallel research on so called "Narrative Economics (and Finance)".
  • Happy to invite fellow researchers with related research inetrests, including PhD students, to come to Ireland, either via the STMS tool provided by the COST Action, in connection to one of our other research projects (e.g., the EU H2020 CSA FiNTech initiative or projects arising in connection to future Horizon Europe calls) or by sponsoring applications for an Irish Research Council research fellowship [1].

• Audrius Kabašinskas, Lithuania
  • Interested in joint collaborations with industry and academic partners on:
    • Models of pension systems, pension fund performace and risk estimation [2]
    • Arbitrage in crypt-markets. We have published recently a paper and still have data for analysis in other aspects[3]
    • Artificial intuition for trade risk management
    • Applications of fat-tailed distributions in finance. Allways open for proposals.
    • Fraud and AML detection models and applications
  • More at [4]

• David Bevan, Malta
  • Interested in joint collaborations with academic and professional/commercial partners on:
    • Ethics and Accountability in AI
    • Developing, modelling and deploying 'ethics' within machine learning architectures
    • Action Research and Learning projects and programmes - (including set organization/supervision)
    • Collecting and publishing case study material around these topics
  • Interested in collaborative research (with the goal of academic publications and media) on:
    • Ethics in AI
    • The scope for material transparency as a reduction of ethics
    • Case studies on ethics in AI