Computational Risk and Asset Management Research Group (C-RAM)


The C-RAM (“Computational Risk and Asset Management”) research group leverages financial economic thinking with data science, machine learning and high-performance computing aspects to extract risk and asset management related information from financial, economic and alternative data. In recent work, we have shown how to use options- and survey data to extract a model-free term structure of dividend risk premiums. In other work we have used textual analysis to analyze the impact of ECB speeches onto different asset classes.