• Welcome

    Welcome to the web site of the Laboratory for Financial and Risk Analytics. The laboratory is focused on developing stochastic models, statistical methods and machine learning algorithms for the quantitative analysis of financial markets.

    OUR RESEARCH
  • TEAM

    The members of the Laboratory for Financial and Risk Analytics are experienced researchers and PhD students with backgrounds in mathematics, computer science and signal processing.

    OUR TEAM
  • PROJECTS

    The laboratory is designed to support research and promote partnerships between academia and the financial industry. We cooperate with other research institutions and companies through various projects.

    FEATURED PROJECTS

News

Scaling properties of extreme price fluctuations in Bitcoin markets

Our new research paper "Scaling properties of pxtreme price fluctuations in Bitcoin markets", by S. Begušić, Z. Kostanjčar, H. E. Stanley and B. Podobnik was published in Physica A: Statistical Mechanics and its Applications.

July 18, 2018

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Market microstructure and order book dynamics in cryptocurrency exchanges

Our results were presented at the CryptoValley Conference on Blockchain Technology held on June 20th-22nd in Zug, Switzerland, by Mate Puljiz under the title "Market Microstructure and Order Book Dynamics in Cryptocurrency Exchanges".

June 22, 2018

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Data science in financial and insurance industries

Zvonko Kostanjčar, the head of the Laboratory, has given a talk at the Croatian Actuarial Conference held on June 14th and 15th and organized by the Croatian Actuarial Association, on the topic of data science in financial and insurance industries.

June 15, 2018

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Best Conference Paper Award

Our research paper "Portfolio Optimization using Preference Relation Based on Statistical Arbitrage" presented at the International Conference on Smart Systems and Technologies 2017 has been awarded the Best Conference Paper Award within the track "Smart Information Systems".

October 30, 2017

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Deep Learning for Credit Risk Assessment

The project "Deep Learning for Credit Risk Assessment", funded by PBZ and Intesa Sanpaolo Innovation Centre and led by the Laboratory for Financial and Risk Analytics has officially been launched. Within the scope of the project, members of the laboratory will research deep learning models and their applications for credit risk assessment, with the goal of transferring structured knowledge to the banking industry.

September 12, 2017

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Predictive power of Complexity Theory in Financial Markets

Our research "Predictive Power of Complexity Theory in Financial Markets" was presented at the 1st International Scientific Conference "Agenda 2030: Economics in a changing world" before an international audience from top ranking universities.

September 1, 2017

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