Juho Kanniainen is Professor of Financial Engineering at the Tampere University of Technology, Laboratory of Industrial and Information Management, Finland. His research agenda is focused on derivative pricing, financial econometrics, order book dynamics and liquidity, and financial networks, with emphasis on big data problems. Dr. Kanniainen has published in many journals in Finance and Engineering, including Review of Finance, Journal of Banking and Finance, and Digital Signal Processing. He has been coordinating two international EU projects, BigDataFinance (www.bigdatafinance.eu) and HPCFinance (www.hpcfinance.eu).

Big Data Problems and Techniques in Finance
Nowadays, available datasets are so large and complex that such “Big Data” is becoming difficult to process with the current data management tools and methods. This data could provide valuable information to design trading algorithms, manage risks, and supervise markets. At the same time, financial research has been quite slow to embrace the data revolution. This talk elaborates the opportunities and challenges of using data science methods and large data sets in finance-related industries and research.

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