WP1: Towards a European financial data space

Research • Lead: 7-BBU • M4–M48 • 438 PM

WP 1 is led by BBU and supported by all partners. The work is divided into the following tasks.

Objectives

The WP will work towards a European financial data space.
O 1.1. To answer the main research questions on solving data quality and availability hurdles outlined in the IRPs
O 1.2. To demonstrate the novel data quality and augmentation methodologies through industry use cases (SWE, DBA, RAI, CAR)
O 1.3. To disseminate the knowledge, validated by an international research centre (FRA and ARC) or ECB.

Tasks (7)

Task	Name	Description
T1.1	Technical coordination	Monitoring the related IRPs, store the output generated in a location accessible to the entire network
T1.2	Research training	Support the research training for all assigned DCs and contribute to advanced training content
T1.3	Novel methodologies	Propose novel methodologies for detecting anomalies and dependence structures in high dimensional, high frequency data
T1.4	Data collection methods	Develop methods to streamline data collection, resolve data quality issues and structure it to support downstream processes
T1.5	Industry Prototype	Develop solutions that rely on attention networks to incorporate text and temporal dependencies
T1.6	Dissemination	Disseminate, communicate and exploit the results (Conferences, OS Day, policy paper, prototype, use case)
T1.7	Data-driven models	Jointly with the other research WPs, ensure that 10 new data-driven models can be built for prototypes for the industry

Doctoral Candidates (4)

DC6: Collaborative learning across data silos

Host: WWU • PhD: WWU

DC8: Detecting anomalies and dependence structures in high dimensional, high frequency financial data

Host: ASE • PhD: ASE

DC13: Predicting financial trends using text mining and NLP

Host: BBU • PhD: BBU

DC15: Deep Generation of Financial Time Series

Host: CAR • PhD: WWU

Deliverables (3)

Code	Name	Type	Diss.	Due	Description
D1.1	Status report on the financial data space	R	SEN	M24	Summary report on the research, industry and policy contributions
D1.2	Final industry prototype for data quality tools	R	SEN	M48	Industry report on business challenges addressed related to the financial data space
D1.3	Technical summary report on data generation	R	SEN	M48	Summary report on all results and impacts related to data quality and methodologies

Effort Breakdown

Participant	Person-Months
1-UTW	6
2-WWU	102
4-UNA	6
5-KUT	6
6-ASE	33
7-BBU	96
8-CAR	96
9-RAI	6
10-SWE	6
13-ROY	6
14-BFH	6
15-ARC	6
16-EIT	6
17-FRA	6
18-ECB	6
19-POZ	27
20-DBA	6
21-UKL	6
22-BIS	6
Total	438