• The Laboratory for Financial and Risk Analytics is a research group 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

News


Special session on Advances in Machine Learning for Finance

The Laboratory for Financial and Risk Analytics is organizing a special session on Advances in Machine Learning for Finance within the International Symposium on Image and Signal Processing and Analysis 2021. The conference is organized under the technical co-sponsorship of the IEEE Signal Processing Society and the European Association for Signal Processing.

The goal of this special session is to bring together researchers from the disciplines of signal processing, machine learning, mathematics, and finance to facilitate diffusion of ideas and foster future research. Topics of interest include, but are not limited to:

  • Signal processing methods for financial time series,

  • Machine learning for financial risk modelling,

  • Deep learning and reinforcement learning for financial data,

  • Portfolio optimization algorithms and asset allocation,

  • Fintech innovation and blockchain-based assets.

The conference will take place in Zagreb, Croatia, September 13-15, 2021. See here more information on submission and the full Call for Papers. 

 


Partnership with Know-Center for data-driven business and big data analytics

The Laboratory for Financial and Risk Analytics has committed to support the Know-Center proposal for the COMET (Competence Centers for Excellent Technologies) funding programme, with its scientific focus on data-driven AI. The Know-Center is a leading European research center for data-driven business and artificial intelligence, and LAFRA will join as Consortium Partner within the COMET programme for the funding period 2023-2026.

March 2021


Products, digital innovations and technologies in insurance - INSURTECH

In cooperation with Croatia osiguranje a postgraduate specialist study programme “Products, digital innovations and technologies in insurance – INSURTECH" has recently been proposed and is being offered at the University of Zagreb, Faculty of Electrical Engineering and Computing. The head of the study programme is prof. Zvonko Kostanjčar, and the members of the Laboratory for Financial and Risk Analytics administer and hold courses within the programme.

The study programme is aimed at improving the understanding and usage of new technologies in insurance, while offering a comprehensive overview on the development of new insurance products. Fore more info, please see the programme website.

January 2021


New project funded by the EIB: Prediction of Cashflow Timing and Patterns in International Bank Accounts

The European Investment Bank has funded a new project under the STAREBEI program with the Laboratory for Financial and Risk Analytics, under the title Prediction of Cashflow Timing and Patterns in International Bank Accounts.

The goal of this project is to develop a predictive model for cashflow timing and patterns in international bank accounts, based on machine learning approaches which can undertake the complexity and heterogeneity of the data and the underlying mechanisms. The planned project duration is 12 months, and it will include several researchers from the EIB and the Laboratory.

November 2020