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WP1_European_Financial_Data_Space

  • Lead Beneficiary: Babes-Bolyai University.
  • Researchers involved: See link
  • Babes-Bolyai University (Lead): Codruta Mare, Cristian Mihai Dragoș, Monica Violeta Achim
  • Cardo AI: Gennaro Di Brino, Federico Giudici, Stefano Panazzi
  • HU Berlin: Wolfgang Härdle, Rui Ren, Stefan Lessmann
  • WU Vienna: Bettina Grün, Kurt Hornik, Ronald Hochreiter
  • Active period: From M4 to M48.
  • Activity type: Research.
  • Early Stage Researchers involved: 6, 8, 13 & 15

Objectives

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

Description

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

  • Task 1.1. Technical coordination. Monitoring the related IRPs, store the output generated in a location accessible to the entire network.
  • Task 1.2. Support the research training for all assigned ESRs and contribute to advanced training content.
  • Task 1.3. Propose novel methodologies for detecting anomalies and dependence structures in high dimensional, high frequency data.
  • Task 1.4. Develop methods to streamline data collection, resolve data quality issues and structure it to support downstream processes.
  • Task 1.5. Industry Prototype: Develop solutions that rely on attention networks to incorporate text and temporal dependencies.
  • Task 1.6. Disseminate, communicate and exploit the results (Conferences, OS Day, policy paper, prototype, use case,).
  • Task 1.7. Jointly with the other research WPs, ensure that 10 new data-driven models can be built for prototypes for the industry

Deliverables

  • D.1.1 Status report on the financial data space: Summary report on the research, industry and policy contributions
  • D.1.2 Final industry prototype for data quality tools: Industry report on business challenges addressed related to the financial data space
  • D.1.3 Technical summary report on data generation: Summary report on all results and impacts related to data quality and methodologies

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