Research Projects
Leading international research initiatives in digital finance, artificial intelligence, and sustainable finance.
Funding Overview
| Metric | Value |
|---|---|
| Total Funding | EUR 8M+ |
| Active Projects | 11 |
| Countries in Network | 51 |
| Researchers | 400+ |
Major Research Grants
| Project | Role | Funding | Period |
|---|---|---|---|
| MSCA Digital Finance | Coordinator | EUR 3.8M | 2024-2027 |
| COST Action FinAI | Chair | EUR 860K | 2020-2024 |
| Green Finance | Partner | EUR 400K | 2021-2024 |
| Narrative Digital Finance | PI | CHF 236,118 | 2023-2025 |
| P2P Credit Risk | PI | CHF 350K | 2020-2023 |
| Blockchain Anomaly | PI | CHF 300K | 2019-2022 |
Research Areas
- Machine Learning in Finance - Deep learning, reinforcement learning, NLP
- Digital Finance - Cryptocurrencies, blockchain, DeFi
- Risk Management - Credit risk, market risk, operational risk
- Sustainable Finance - ESG analytics, green bonds, impact investing
Major Academic Leadership Positions
Chair COST Action Fintech and AI in Finance
COST Action Chair, COST Action Fintech and AI in Finance, 2020 β 2024 Led the European COST Action on Fintech and AI in Finance, with 400 academic members from 51 countries. Coordinated international research collaborations, organized conferences and workshops, and enabled interdisciplinary research across member institutions.
Coordinator MSCA Industrial Doctoral Network on Digital Finance
PI and Coordinator, MSCA Industrial Doctoral Network on Digital Finance, since January 2024 Lead the MSCA Industrial Doctoral Network on Digital Finance, a European PhD research and training programme focused on digital finance. Managing over β¬3.8M in funding from the European Horizon framework More than 20 institutions and 100 participating researchers from academia and industry Key partners include the European Central Bank, ING, Deutsche BΓΆrse, and the Bank for International Settlements.
Principal Investigator, Swiss National Science Foundation
Principal Investigator, Swiss National Science Foundation (SNSF), since 2020 Principal Investigator for several major research projects funded by SNSF. Responsible for project design, securing funding, overseeing research activities, and ensuring the successful completion of research objectives. Narrative Digital Finance: a tale of structural breaks, bubbles & market narratives Anomaly and fraud detection in blockchain networks Network-based credit risk models in P2P lending markets Hybrid Approach for Robust Identification and Measurement of Investors Driving Corporate Sustainability and Innovation. Design of Policy Tools for Evaluating the Impact of Specific Investors and Assessing the Quality of Companiesβ Investor Bases Mathematics and Fintech - the next revolution in the digital transformation of the finance industry
Steering Committee Member, Luxembourg National Research Fund
Steering Committee Member, Luxembourg National Research Fund (FNR), since June 2024 Oversee the development and implementation of the NCER line βFinancial Technologiesβ. Promote transdisciplinary research and intersectoral collaboration to address societal-relevant financial missions
Research Projects and Grants
I have led and co-led over 30 research projects, securing more than β¬8.0 million in third-party funding, of which β¬7.5 million directly attributable as PI, from organizations such as Horizon Europe, the Swiss National Science Foundation, the COST (Cooperation in Science and Technology) Association, Innosuisse, and industry partners. As COST Action Chair for FinTech and AI in Finance (2020β2024) and Coordinator of the β¬3.8 million Marie Sklodowska-Curie Action Industrial Network on Digital Finance (2024β2027), I lead international research initiatives in digital finance and financial technology. As (Co-) Principal Investigator for multiple Swiss National Science Foundation projects, including Blockchain and Virtual Currencies, Mathematics and FinTech: Digital Transformation, Hybrid Approach for Identifying Investors Driving Sustainability and Innovation, Narrative Digital Finance, Network-Based Credit Risk Models in P2P, and Anomaly and Fraud Detection in Blockchain Networks, my work contributes to advancements in Machine Learning, Artificial Intelligence and Digital Finance.
| Project | Funder | Amount | Role | Period |
|---|---|---|---|---|
| MSCA Industrial Network on Digital Finance | Horizon Europe | β¬3,800,000 | Coordinator | Jan 2024 β Dec 2027 |
| COST Action FinTech and AI in Finance | Horizon Europe | β¬860,000 | PI | Apr 2020 β Apr 2025 |
| Narrative Digital Finance | SNSF | CHF 236,118 | PI | Nov 2023 β Oct 2026 |
| Network-Based Credit Risk Models in P2P | SNSF | CHF 347,836 | PI | Aug 2022 β Aug 2025 |
| Mathematics and FinTech: Digital Transformation | SNSF | CHF 300,000 | PI | Jan 2016 β Dec 2019 |
| Currency Hedging for SMEs and Pension Funds | Innosuisse | CHF 439,610 | PI | Oct 2018 β Oct 2021 |
| Financial Supervision and Technology Compliance | Horizon 2020 | β¬200,000 | PI | Apr 2018 β Apr 2021 |
| Anomaly and Fraud Detection in Blockchain Networks | SNSF | CHF 6,700 | PI | Aug 2022 β Aug 2023 |
| Digital Transformation of Finance and Society | Institutional Fund | β¬20,000 | PI | Jan 2023 β Dec 2023 |
| Methods for Fintech and AI in Finance | Blended Intensive Programme | β¬6,000 | Co-PI | September 2024 |
| AI in Finance Conference | Institutional Fund | β¬5,000 | PI | Jan 2023 β Dec 2023 |
| Strategic Research Fund: Digital Finance | Institutional Fund | β¬10,000 | PI | Jan 2023 β Dec 2023 |
| Strategic Research Fund: NSF-SNF | Institutional Fund | β¬5,000 | Co-PI | Jan 2023 β Dec 2023 |
| FinTech and AI in Finance | COST Grants | β¬6,300 | PI | Nov 2021 β Oct 2022 |
| PhD Training School University of Twente | COST Grant | β¬4,000 | PI | June 2024 |
| 8th European Conference on AI in Finance | COST Grant | β¬4,000 | PI | September 2022 |
| 11th FinanceCom Conference | COST Grant | β¬6,000 | PI | August 2022 |
| Conferences on Artificial Intelligence in Finance | Innosuisse | CHF 80,000 | PI | Jan 2021 β Jul 2022 |
| Strengthening Swiss Financial SMEs through Reinforcement Learning | Innosuisse | CHF 312,315 | Deputy PI | Apr 2021 β Jul 2022 |
| Towards Explainable AI and Machine Learning in Credit Risk | Innosuisse | CHF 282,969 | Co-PI | Sep 2020 β Sep 2022 |
| Decentralized Financing of Fairtrade Producers Using Blockchains | Innosuisse | CHF 250,539 | Deputy PI | Aug 2020 β Jan 2023 |
| Advanced AI-Supported Rating Models for P2P Systems | Innosuisse | CHF 15,000 | Co-PI | Jul 2020 β Jul 2021 |
| Hybrid Approach for Identifying Investors Driving Sustainability and Innovation | SNSF | CHF 150,000 | PI | Feb 2020 β Aug 2021 |
| Digitalization of Non-Bankable Assets (Art) | Innosuisse | CHF 300,000 | Deputy PI | Jan 2020 β Jun 2020 |
| Deep Learning & AI for Trading Strategies | Innosuisse | CHF 15,000 | Deputy PI | Jul 2019 β Jan 2020 |
| Assessment of Derivatives-Based Hedging Solutions | Industry | CHF 15,000 | Co-PI | Jun 2021 β Nov 2021 |
| Financing of Fairtrade Producers Using Blockchain | Innosuisse | CHF 250,539 | Team Member | Aug 2020 β Jan 2023 |
| 6th European Conference on AI in Industry 2021 | Industry | CHF 20,000 | PI | Jan 2021 β Sep 2021 |
| 5th European Conference on AI in Industry 2020 | Industry | CHF 20,000 | PI | Jan 2020 β Sep 2020 |
| 4th European Conference on AI in Industry 2019 | Industry | CHF 20,000 | PI | Jan 2019 β Sep 2019 |
| 3rd European Conference on AI in Industry 2018 | Industry | CHF 20,000 | PI | Jan 2018 β Sep 2018 |
| 2nd European Conference on AI in Industry 2017 | Industry | CHF 20,000 | PI | Jan 2017 β Sep 2017 |
| 1st European Conference on AI in Industry 2016 | Industry | CHF 20,000 | PI | Jan 2016 β Sep 2016 |
| Digital Real Estate Dossier (DIGIM) | Innosuisse | CHF 204,012 | Co-PI | Nov 2018 β Apr 2020 |
| Swisscom E-Signature Technical Project | Swisscom | CHF 80,000 | Co-PI | Jan 2018 β Dec 2019 |
| Blockchain and Virtual Currencies | SNSF | CHF 100,000 | Co-PI | Jan 2018 β Dec 2018 |
| Large Scale Data-Driven Financial Risk Modelling | Innosuisse | CHF 309,000 | Team Member | Jan 2017 β Jul 2019 |
| Swissnex Research Stay New York | Swissnex | CHF 10,000 | PI | July 2018 |
| Quantitative Trading Strategies | Industry | CHF 80,000 | PI | Apr 2016 β Dec 2017 |
| Industrialization of Quantitative Research | Institutional Fund | CHF 10,000 | PI | Apr 2015 β Dec 2016 |
| Renewable Energies in Future Energy Supply | Innosuisse | CHF 48,000 | Team Member | Jul 2013 β Dec 2016 |