The group Finance, Risk Management and Econometrics consists a team of mathematicians, physicists and economists who work on future topics in  finance and drive the automation and digitalization of the financial industry forward.

Together with banks, insurers, asset managers, FinTech enterprises and other financial service providers, we carry out projects in applied research & development, thereby helping the Swiss financial center to seize the opportunities of the digital transformation. 

Our key topics are:

• Monitoring of systemic risk in financial markets and simulation of banks in our Risk- & Finance Lab
• Applications of machine learning methods, e.g., in time series analysis, P2P lending, or fraud detection, with a focus on «Explainable AI»
• Deployment of blockchain technology in FX-, bond-, equity-, commodity-, and real estate markets as a step towards decentralized finance
• Modeling of financial markets as social networks with the goal of detecting the development of trends, bubbles and panics

The methodologies that we advance and apply to practical problems range from simple regression over cryptography and neural networks to techniques from statistical physics. For each problem we choose the simplest tool that solves it. Our solutions are intuitive and pragmatic – as simple as possible, but as complex as necessary.

Our innovations in quantitative finance continuously feed back into our teaching.

Our research & development is third-party financed (financed directly by our industry partners, or supported by Innosuisse, the SNF, or the EU). 

Link to group members.