Data Science in Finance

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The in­ter­dis­cip­lin­ary Work­ing Group on Data Science in Fin­ance is con­duct­ing re­search on data science ap­plic­a­tions in the fin­an­cial in­dustry.

Its ob­ject­ive is to develop solu­tions for the chal­lenges in mod­ern fin­ance, i.e., by util­iz­ing the power of com­pu­ta­tion­ally in­tense al­gorithms and stat­ist­ical ana­lyses. Re­search pro­jects may be sup­por­ted by cor­por­ate part­ners. The fo­cus of the work­ing group is on i) quant­it­at­ive as­set man­age­ment, ii) text min­ing & sen­ti­ment ana­lysis, and iii) credit risk ana­lyt­ics.

FIRM Mem­bers

PD Dr. Ron­ald Ho­chreiter

Univ.Prof. Dr. Kurt Hornik

Univ.Prof. Dr. Stefan Pichler

Re­search Part­ners & Col­lab­or­at­ors

Dr. Al­ex­an­der Eisl

Dr. Stephan Gasser (IMC Krems)

Rainer Hirk, MSc

Dr. Gregor Kast­ner

Stephan Kran­ner, MSc

Chris­tian Ochs, MSc

Dipl.-Ing. Florian Schwendinger

Laura Vana, MSc

Dr. Karl Wein­mayer (MODUL Uni­versity)


Quant­it­at­ive As­set Man­age­ment

Credit Risk Ana­lyt­ics

Text Min­ing & Sen­ti­ment Ana­lysis