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2025
Aug 2025 - PROJECT COMPLETED
Successfully concluded the 3-year SNSF-funded research project (Grant 205487). Final outcomes: 12 Zenodo deposits, 2 PhD researchers trained, CHF 387,836 total funding secured.
Successfully concluded the 3-year SNSF-funded research project (Grant 205487). Final outcomes: 12 Zenodo deposits, 2 PhD researchers trained, CHF 387,836 total funding secured.
2025 - Publication in Quantitative Finance
Lyocsa, S. et al. "Alpha-threshold networks in credit risk models" published in Quantitative Finance. DOI
Lyocsa, S. et al. "Alpha-threshold networks in credit risk models" published in Quantitative Finance. DOI
2025 - Publication in Journal of Forecasting
Lyocsa, S. et al. "A fuzzy framework for realized volatility prediction" published in Journal of Forecasting. DOI
Lyocsa, S. et al. "A fuzzy framework for realized volatility prediction" published in Journal of Forecasting. DOI
2024
December 2024
Dec 17, 2024 - Conference: 4th International Symposium on Big Data and AI
Lennart John Baals presented "A Systematic Literature Review on Graph-Based Models in Credit Risk Assessment" at Hong Kong. Zenodo
Lennart John Baals presented "A Systematic Literature Review on Graph-Based Models in Credit Risk Assessment" at Hong Kong. Zenodo
Dec 19, 2024 - Zenodo: PhD Working Papers Released
8 new Zenodo deposits including PhD thesis chapters, conference presentations, and code repositories. View all deposits
8 new Zenodo deposits including PhD thesis chapters, conference presentations, and code repositories. View all deposits
Dec 19, 2024 - Zenodo: State-Dependent Pricing in FinTech Credit
Working paper and reproducible code for PhD Chapter 5 on regime-switching models in P2P lending. Zenodo
Working paper and reproducible code for PhD Chapter 5 on regime-switching models in P2P lending. Zenodo
Dec 19, 2024 - Zenodo: Network Evidence on Credit-Risk Pricing
Working paper and code for PhD Chapter 4 on network-based mispricing detection. Zenodo
Working paper and code for PhD Chapter 4 on network-based mispricing detection. Zenodo
Dec 19, 2024 - Zenodo: Expert Systems Full Code Release
Complete code and documentation for the Expert Systems with Applications paper. Zenodo
Complete code and documentation for the Expert Systems with Applications paper. Zenodo
Dec 19, 2024 - Zenodo: PhD Qualifier Report
PhD qualification report and presentation from University of Twente archived. Zenodo
PhD qualification report and presentation from University of Twente archived. Zenodo
October 2024
Oct 15, 2024 - Publication in Expert Systems with Applications
Liu, Y., Baals, L.J., Osterrieder, J., Hadji-Misheva, B. "Leveraging network topology for credit risk assessment in P2P lending: A comparative study under the lens of machine learning" published. DOI
Liu, Y., Baals, L.J., Osterrieder, J., Hadji-Misheva, B. "Leveraging network topology for credit risk assessment in P2P lending: A comparative study under the lens of machine learning" published. DOI
Oct 15, 2024 - Zenodo: Istanbul Conference Presentation
Presentation materials from COST FinAI Istanbul conference uploaded. Zenodo
Presentation materials from COST FinAI Istanbul conference uploaded. Zenodo
September 2024
Sep 2024 - Conference: AI Finance Insights, Istanbul
Team presented "Network-Based Prediction of Loan Default Risk in P2P Lending" at the AI Finance Insights conference in Istanbul, Turkey.
Team presented "Network-Based Prediction of Loan Default Risk in P2P Lending" at the AI Finance Insights conference in Istanbul, Turkey.
June 2024
Jun 1, 2024 - Grant: Leading House Asia (ETH)
Awarded CHF 50,000 from ETH Leading House Asia for applied research partnership: "From Digits to Dollars: The Evolution of Price Impact in Digital Assets". PI: Yiting Liu, Co-PI: Joerg Osterrieder.
Awarded CHF 50,000 from ETH Leading House Asia for applied research partnership: "From Digits to Dollars: The Evolution of Price Impact in Digital Assets". PI: Yiting Liu, Co-PI: Joerg Osterrieder.
May 2024
May 2024 - Publication in Finance Research Letters
Liu, Y., Baals, L.J., Osterrieder, J., Hadji-Misheva, B. "Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics" published. DOI
Liu, Y., Baals, L.J., Osterrieder, J., Hadji-Misheva, B. "Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics" published. DOI
May 7, 2024 - Zenodo: Expert Systems Code (Liu)
Reproducible code for "Leveraging network topology for credit risk assessment" paper. Zenodo
Reproducible code for "Leveraging network topology for credit risk assessment" paper. Zenodo
May 20-21, 2024 - Conference: COST FinAI Istanbul
Lennart Baals and Yiting Liu presented at COST FinAI Meets Istanbul conference. Zenodo
Lennart Baals and Yiting Liu presented at COST FinAI Meets Istanbul conference. Zenodo
May 2024 - Workshop: COST FinAI PhD School, Treviso
Team organized and participated in the COST FinAI PhD School in Treviso, Italy.
Team organized and participated in the COST FinAI PhD School in Treviso, Italy.
May 2024 - Conference: COST FinAI Brussels
Conference organization at Brussels, Belgium for the COST Action CA19130.
Conference organization at Brussels, Belgium for the COST Action CA19130.
March 2024
Mar 26, 2024 - Zenodo: Finance Research Letters Code (Liu)
Data and code to reproduce "Network centrality and credit risk" paper results. Zenodo
Data and code to reproduce "Network centrality and credit risk" paper results. Zenodo
February 2024
Feb 1, 2024 - Grant: SNSF Mobility Grants
Two SNSF mobility grants awarded (CHF 20,000 each) for Lennart Baals and Yiting Liu to support international research collaboration.
Two SNSF mobility grants awarded (CHF 20,000 each) for Lennart Baals and Yiting Liu to support international research collaboration.
2023
December 2023
Dec 2023 - Conference: 16th ERCIM WG / 17th CFE Conference
Presented "Leveraging network topology for credit risk assessment" at the joint ERCIM/CFE conference in Berlin, Germany.
Presented "Leveraging network topology for credit risk assessment" at the joint ERCIM/CFE conference in Berlin, Germany.
November 2023
Nov 29, 2023 - Seminar: BFH Doctoral Seminar
Lennart Baals presented "Identifying Mispriced Loans through Interest Rate-Based Network Analysis" at Bern University of Applied Sciences. Zenodo
Lennart Baals presented "Identifying Mispriced Loans through Interest Rate-Based Network Analysis" at Bern University of Applied Sciences. Zenodo
September 2023
Sep 27-29, 2023 - Conference: 8th European COST Conference on AI in Finance
Team presented "Predicting Loan Default in P2P Lending: A Comparative Analysis of Machine Learning Models" at Bern, Switzerland. Zenodo
Team presented "Predicting Loan Default in P2P Lending: A Comparative Analysis of Machine Learning Models" at Bern, Switzerland. Zenodo
Sep 2023 - Conference: European Summer School in Financial Mathematics
Poster presentation at TU Delft, Netherlands.
Poster presentation at TU Delft, Netherlands.
Sep 2023 - Talk: Shenzhen Technology University International Week
Invited talk at Shenzhen Technology University, China.
Invited talk at Shenzhen Technology University, China.
June 2023
Jun 2023 - Workshop: COST Action Training School
Organized training school in Enschede, Netherlands as part of COST Action CA19130.
Organized training school in Enschede, Netherlands as part of COST Action CA19130.
2022
Oct 1, 2022 - PROJECT LAUNCH
SNSF Grant 205487 "Network-based credit risk models in P2P lending markets" officially started. Funding: CHF 207,028 under Weave/Lead Agency scheme. PI: Prof. Dr. Joerg Osterrieder at Bern University of Applied Sciences.
SNSF Grant 205487 "Network-based credit risk models in P2P lending markets" officially started. Funding: CHF 207,028 under Weave/Lead Agency scheme. PI: Prof. Dr. Joerg Osterrieder at Bern University of Applied Sciences.
Legend
Milestone | Funding | Publication | Zenodo | Conference