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.

Con­fer­ence an­nounce­ment

1st In­ter­na­tional Con­fer­ence on Data Science in Fin­ance with R (DSF-R)

Vi­enna, Aus­tria - 13. & 14. Septem­ber 2018

The Academy of Data Science in Fin­ance (http://www.dsf.academy/) is pleased to an­nounce the First In­ter­na­tional Con­fer­ence on Data Science in Fin­ance with R (DSF-R 2018). The con­fer­ence will take place at the new cam­pus of the WU Vi­enna Uni­versity of Eco­nom­ics and Busi­ness. The Academy strives to dis­sem­in­ate the know­ledge in Data Science within the Fin­ance Com­munity -- both in Aca­demia and the Fin­an­cial In­dustry.


We en­cour­age the sub­mis­sion of pa­pers and pro­pos­als from both aca­dem­ics as well as from prac­ti­tion­ers. We in­vite you to sub­mit full pa­pers or short re­search pro­pos­als, however full pa­pers will be pre­ferred. All sub­mis­sions will be ref­er­eed, and au­thors will be no­ti­fied by June 30, 2018 about their ac­cept­ance to the con­fer­ence. Please sub­mit your com­pleted pa­per or pro­ject pro­posal elec­tron­ic­ally via the on­line sub­mis­sion sys­tem Easy­Chair: ht­tps://easy­chair.org/con­fer­ences/?conf=dsfr2018

We cor­di­ally in­vite you to sub­mit pa­pers and pro­pos­als from the fields of Fin­ance and ap­plic­a­tions of Data Science. Ap­plic­a­tions of meth­ods in Data Science. Im­ple­ment­a­tions us­ing the stat­ist­ical pro­gram­ming lan­guage R are pre­ferred but other pro­gram­ming lan­guages are ac­cep­ted as well. 


We are happy to wel­come a range of renowned ex­perts in the fields of Data Science and Fin­ance. The fi­nal pro­gram will be an­nounced in due time. Among our con­firmed speak­ers, we espe­cially wel­come:


Re­gis­tra­tion is open from now until August 31, 2018. However, please note that we may only al­low a lim­ited num­ber of par­ti­cipants, i.e., we have a first-­come, first-serve policy. The re­gis­tra­tion dead­line for ac­cep­ted au­thors is July 20, 2018.


A lim­ited num­ber of rooms have been re­served at ho­tels close to the con­fer­ence venue (Keyword: Data­S­cience in Fin­ance). Re­ser­va­tions are possible until August 12, 2018 at Aus­tria Trend Hotel (EUR 100 per night), and until July 11, 2018 at Motel One (EUR 80 per night).


The DSF-R 2018 is ded­ic­ated to provid­ing a har­ass­ment-­free con­fer­ence ex­per­i­ence for every­one regard­less of gender, sexual ori­ent­a­tion, dis­ab­il­ity or any fea­ture that dis­tin­guishes hu­man be­ings. For more in­form­a­tion, please see the R Con­sor­tium code of con­duct .

We are look­ing for­ward to see­ing you in Vi­enna!

The or­gan­iz­ing com­mit­tee

An­gela Bit­to-Nem­ling
Al­ex­an­der Eisl
Ron­ald Ho­chreiter
Chris­tian Ochs
Stefan Theußl

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