Intelligence to various practical fields. In a broader context, we want to promote «Mathematics for Industry» in Switzerland, similar to what ECMI is doing on an European-wide level. We have two thematic workshops, focusing on Industrial and Financial Applications. The conference is supported by the COST Network ...

ICMA Quarterly Report (11.7.2019), p.23: Predicting investor behaviour in European bond markets through machine learning The quant team of ESM is developing, in cooperation with the Zurich University of Applied Sciences, a machine-learning based application to predict investor demand for syndicated bond issuances. ...

The study examines on the basis of different scenarios which future challenges. It examines the changes in the significance and competence requirements in the various fields of activity and shows the consequences for career development and the demands on educational programs.

From 2004 to 2015, the market perception of the sovereign risks of euro area government bonds experienced several different phases, reflected in a clear time structure of the correlation matrix between the yield changes. “Core” and “peripheral” bonds cluster in a bloc-like structure, but the correlations between the ...