Evidence Inventory
Complete inventory of all project outputs, publications, and verifiable evidence
Last verified: 2026-01-07 | SNSF Grant IZCOZ0_213370
6
Publications
6
Repositories
6
Official Pages
4
Team ORCIDs
5
Datasets
10+
Collaborations
8
Events
39
Countries
Publications
| Title | Authors | Year | Status | Link | WP |
|---|---|---|---|---|---|
| Paper TOPol: Capturing and Explaining Multidimensional Semantic Polarity Fields | Taibi, Gomez | 2025 | Published | arXiv:2510.25069 | OSF | WP1WP3 |
| Paper AI-Enhanced Systematic Literature Review on Financial Narratives | Taibi et al. | 2025 | Under Revision | Preprint | Financial Innovation (journal) | WP1 |
| Paper Nanosecond Microstructure: High-Frequency Traders Participation Stylized Facts | Taibi, Osterrieder, Schlamp | 2025 | Preprint | Preprint | SSRN (pending) | WP4 |
| Paper Reaction Times to Economic News in High-Frequency Trading | Osterrieder, Schlamp | 2025 | Published | SSRN 5112295 | WP4 |
| Paper Hypothesizing Multimodal Influence: Textual and Non-Textual Data on Financial Pricing | Bolesta, Taibi, Mare, Osterrieder, Hopp | 2024 | Published | SSRN 4698153 | WP3 |
| Paper Mitigating Digital Asset Risks (COST Collaboration) | Teng, Hardle, Osterrieder, Baals et al. (30+ authors) | 2023 | Published | SSRN 4594467 | COST |
| Paper Detecting Price Bubble Formation in NFT and DeFi Markets | Baals | 2025 | Working Paper | PDF | LaTeX | WP2 |
Code Repositories
| Repository | Description | Platform | Link |
|---|---|---|---|
| Repo Narrative-Digital-Finance | Project website, documentation, and data files | GitHub | GitHub | Pages |
| Repo TOPol Code and Data | Semantic polarity fields framework implementation | OSF | osf.io/nr94j |
| Repo realized-library | Realized volatility estimators and jump detection (Python/C++) | GitHub/PyPI | GitHub | PyPI |
| Repo NFT/DeFi Bubble Detection | SADF, GSADF, LPPLS analysis code and LaTeX source | Zenodo/GitHub | Zenodo | LaTeX |
| Repo US Central Banker Speeches Analysis | NER + macro sentiment tagging on Fed speech transcripts with LLM | Zenodo | Zenodo | Notebook |
| Repo BIS Central Banker Speeches Collection | Code to collect worldwide speeches via BIS Gingado API | Zenodo | Zenodo | Script |
| Repo Evergreen Narratives Sentiment Analysis | LLM-based daily narrative sentiment scores computed at Quoniam | Zenodo | Zenodo |
Official Project Pages
| Page | Organization | Purpose | Link |
|---|---|---|---|
| Official SNSF Data Portal | Swiss National Science Foundation | Grant information, outputs, funding details | data.snf.ch/grants/grant/213370 |
| Official mySNF Grant | Swiss National Science Foundation | Grant management portal | mysnf.ch |
| Official BFH Project Page | Bern University of Applied Sciences | Institutional project listing | bfh.ch |
| Official COST Action CA19130 | European Cooperation in Science & Technology | FinTech and AI in Finance network | cost.eu |
| Official MSCA Digital Finance | EU Horizon Europe | Industrial Doctoral Network | digital-finance-msca.com |
| Official EU CORDIS | European Commission | EU project results database | cordis.europa.eu |
Team Profiles
| Name | Role | ORCID | Other Profiles |
|---|---|---|---|
| PI Prof. Dr. Joerg Osterrieder | Principal Investigator | 0000-0003-0189-8636 | Google Scholar | SSRN |
| PhD Gabin Taibi | PhD Researcher | 0000-0002-0785-6771 | Google Scholar |
| PhD Lennart John Baals | PhD Researcher | 0000-0002-7737-9675 | ResearchGate |
| PhD Yiting Liu | PhD Researcher | 0009-0006-9554-8205 | UT Profile |
| Team Marius Jan Klein | Researcher | - | - |
Datasets
| Dataset | Description | Source | Access |
|---|---|---|---|
| Data Financial Narratives Corpus | 1M+ documents from financial news, earnings calls, SEC filings, central bank speeches | RavenPack, LSEG, BIS, SEC EDGAR | Project internal (commercial licenses) |
| Data HFT Market Microstructure Dataset | Nanosecond-level trading data from Deutsche Borse T7 platform (Euro STOXX 50, DAX Futures) | Deutsche Borse AG | Collaboration with Dr. Stefan Schlamp |
| Data US Macro Strength Index | PCA-based index from FED Funds Rate, CPI, PPI, GDP, Unemployment, Nonfarm Payrolls (1996-2025) | FRED (St. Louis FED) | Public API |
| Data Fed Banker Speeches | Federal Reserve banker speech transcripts (2004-2010) for 2008 crisis analysis | BIS Gigando | BIS Central Bank Speeches |
| Data Evergreen Narratives Sentiments | Daily LLM sentiment scores for narratives (2004-2025) computed at Quoniam | Zenodo/Quoniam | Zenodo | CSV |
| Data BIS Central Banker Speeches Archive | Worldwide central banker speeches 1996-2025 (379 MB CSV) | Zenodo | Zenodo | CSV |
| Data US Fed Speeches NER Dataset | NER-tagged Fed speeches with macro sentiment (206 MB parquet) | Zenodo | Zenodo | Parquet |
Collaborations
| Partner | Type | Contact/Focus | Link |
|---|---|---|---|
| Industry Deutsche Borse AG | Data Provider / Research | Dr. Stefan Schlamp (Head of Quantitative Analytics) | deutsche-boerse.com |
| Industry Quoniam Asset Management | PhD Supervision | Dr. Axel Gross-Klussmann | quoniam.com |
| Academic University of Twente | Joint PhD Program | Dual affiliation for PhD researchers | utwente.nl |
| Academic Humboldt-University Berlin | Research Partner | Prof. Dr. Wolfgang Karl Hardle | hu-berlin.de |
| Academic Bucharest University of Economic Studies | Research Partner | Prof. Dr. Daniel Traian Pele | ase.ro |
| Academic Babes-Bolyai University | Research Partner | Prof. Dr. Codruta Mare | ubbcluj.ro |
| Network COST Action CA19130 | Research Network | FinTech and AI in Finance (39 countries, 270+ researchers) | cost.eu |
| Network MSCA Industrial Doctoral Network | Training Network | Digital Finance (13 institutions, 100+ researchers) | digital-finance-msca.com |
Events Organized
| Event | Date | Location | Link |
|---|---|---|---|
| Conference 7th European COST Conference on AI in Finance | September 2023 | Bern, Switzerland | ai-in-finance.eu |
| Conference 8th European COST Conference on AI in Finance | September 2024 | Bern, Switzerland | ai-in-finance.eu |
| PhD School COST FinAI PhD School 2024 | 2024 | Treviso, Italy | MSCA |
| Meeting COST FinAI Meets Istanbul | May 2024 | Istanbul, Turkey | - |
| Meeting COST FinAI Meets Brussels | 2024 | Brussels, Belgium | MSCA |
| Presentation ERCIM Working Group Conference | December 2023 | Berlin, Germany | - |
| Training COST FinAI Training School Tirana | April 2023 | Tirana, Albania | COST |
| PhD School COST FinAI Twente PhD School | June 2024 | Enschede, Netherlands | MSCA |
| Training COST FinAI Training School Naples | September 2024 | Naples, Italy | COST |
| Poster HFT Impact on Market Liquidity | December 2024 | London, UK (QuantMinds International) | Zenodo | PDF |
| Poster Macroeconomic Regimes & Central Banker Speeches | May 2025 | Freiburg, Germany (Advances in Mathematical Finance) | Zenodo | PDF |
Funding
| Grant | Funder | Amount | Duration | Link |
|---|---|---|---|---|
| Primary IZCOZ0_213370 | Swiss National Science Foundation (SNSF) | CHF 236,118 | August 2023 - August 2026 | SNSF Portal |
| Related 101119635 | EU Horizon Europe (MSCA Industrial Doctoral Network) | EUR 4,500,000 | 2023 - 2027 | CORDIS |
| Network CA19130 | COST Association (H2020 / Horizon Europe) | Network funding | 2020 - 2024 | COST |