Dr. Nils Andri Bundi

Projects

• Large Scale Data-Driven Financial Risk Modelling / Team member / abgeschlossen
• Real-time price anomaly detection for market data quality monitoring / Project leader / abgeschlossen
• Automation and industrialization of quantitative research / Team member / abgeschlossen
• Algorithmic Contract Types Unified Standards / Team member / abgeschlossen
• RENERG2 – RENewable enERGies in future energy supply / Team member / abgeschlossen
• Risk- and Finance-Lab / Team member / abgeschlossen

Publications

• Wildi, Marc; Bundi, Nils Andri; et al.,

  2019.

  Bitcoin and market-(in)efficiency : a systematic time series approach.

  Digital Finance.

  1(1), pp. 47-65.

  Available from: https://doi.org/10.1007/s42521-019-00004-z

• Stockinger, Kurt; Bundi, Nils Andri; Heitz, Jonas; Breymann, Wolfgang,

  2019.

  Scalable architecture for big data financial analytics : user-defined functions vs. SQL.

  Journal of Big Data.

  6(46).

  Available from: https://doi.org/10.1186/s40537-019-0209-0

• Breymann, Wolfgang; Bundi, Nils; Heitz, Jonas; Micheler, Johannes; Stockinger, Kurt,

  2019.

  Large-scale data-driven financial risk assessment

  .

  In:

  Braschler, Martin; Stadelmann, Thilo; Stockinger, Kurt, eds.,

  Applied data science : lessons learned for the data-driven business.

  Cham:

  Springer.

  pp. 387-408.

  Available from: https://doi.org/10.1007/978-3-030-11821-1_21

• Stockinger, Kurt; Heitz, Jonas; Bundi, Nils Andri; Breymann, Wolfgang,

  2018.

  Large-scale data-driven financial risk modeling using big data technology [paper].

  In:

  2018 IEEE/ACM 5th International Conference on Big Data Computing Applications and Technologies (BDCAT).

  5th International Conference on Big Data Computing, Applications and Technologies (BDCAT), Zurich, Switzerland, 17-20 December 2018.

  IEEE.

  pp. 206-207.

  Available from: https://doi.org/10.1109/BDCAT.2018.00033

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