Publications & Deliverables#
Research Output
Papers, deliverables, and collaborative publications from COST CA19130
Publication Statistics#
Key Publications#
2024#
Blockchain Technologies for Transparency in FinTech#
Authors: COST CA19130 Authors Venue: Springer Type: Book Chapter URL: link.springer.com
2023#
An Overview - Stress Test Designs for the Evaluation of AI and ML Models Under Shifting Financial Conditions to Improve the Robustness of Models#
Authors: Joerg Osterrieder, Veni Arakelian, Ioana Florina Coita, Branka Hadji-Misheva, Audrius Kabasinskas, Marcos Machado, Codruta Mare Venue: SSRN Type: Working Paper/Deliverable URL: papers.ssrn.com
Exploring Research Visibility of the FinAI COST Action Members: a Bibliometric Analysis of Topics#
Authors: Piotr Wojcik, Maciej Switala, Wolfgang Karl Hardle, Codruta Mare, Daniel Traian Pele, Raul Bag, Joerg Osterrieder, Alla Petukhina, Daniele Marazzina Venue: SSRN Type: Working Paper URL: papers.ssrn.com
Mitigating Digital Asset Risks#
Authors: Huei-Wen Teng, Wolfgang Karl Hardle, Joerg Osterrieder, Lennart John Baals, Vassilios G. Papavassiliou, Karolina Bolesta, Audrius Kabasinskas, Olivija Filipovska, Nikolaos S. Thomaidis, and 30+ authors Venue: SSRN Preprint Type: Research Paper Note: A truly European research effort with more than 30 authors from COST Action CA19130
2022#
Editorial: Artificial intelligence in finance and industry: Highlights from 6 European COST conferences#
Authors: COST CA19130 Authors Venue: PMC/NCBI Type: Editorial URL: ncbi.nlm.nih.gov
2021#
Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Models#
Authors: R. R. Wahlstrom, F. Paraschiv, M. Schurle Venue: Computational Economics Type: Peer-reviewed Journal
Blockchain electricity trading using tokenised power delivery contract#
Authors: M.T. Devine, M. Russo, P. Cuffe Type: Journal Article
Bankruptcy prediction of privately held SMEs using feature selection methods#
Authors: F. Paraschiv, M. Schmid, R. R. Wahlstrom Type: Working Paper
Wasserstein GAN: Deep Generation applied on Bitcoins financial time series#
Authors: COST CA19130 Authors Venue: ResearchGate Type: Working Paper URL: researchgate.net
Explainable AI in Credit Risk Management#
Authors: COST CA19130 Authors Venue: ResearchGate Type: Research Paper URL: researchgate.net
2020#
Echo state networks usage of stock price predictions#
Authors: L. Barjaktarovic, M. Barjaktarovic, S. Konjikusic Venue: FINIZ 2020 Conference Proceedings, Singidunum University Type: Conference Paper
Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition#
Authors: K. Khowaja, D. Saef, S. Sizov, W. K. Hardle Venue: IRTG 1792 Discussion Paper 2020-026 Type: Working Paper
Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis#
Authors: R. Ren, M. Althof, W. K. Hardle Type: Working Paper
Official Deliverables#
| No. | Title | Status | URL |
|---|---|---|---|
| D10 | Risk of using digital assets | Completed | - |
| D11 | Stress tests for AI evaluation | Completed (Nov 2023) | SSRN |
| D12 | Finance failed trials | Completed | - |
Acknowledgement for Publications#
This publication is based upon work from COST Action 19130, supported by COST (European Cooperation in Science and Technology), www.cost.eu