What is FiRRM?
The Centre of Finance, Risk and Resource Management (FiRRM) is a team of researchers at the Technical University of Dortmund. We specialize in modern financial applications and risk management. Our focus? Data-driven research within the fields of economics and finance. Our goal? To build a community of talented analysts.
Read MoreVolatility forecasting accuracy for Bitcoin
G. Köchling, P. Schmidtke, P. N. Posch
We analyze the quality of Bitcoin volatility forecasting of GARCH-type models applying different volatility proxies and loss functions. We construct model confidence sets and find them to be systematically smaller for asymmetric loss functions and a jump robust proxy.
More publications
Investment and Financing
Our course Investment and Financing covers the basic concepts of financial markets and investment valuation.
Investment-, Portfolio- and Risk- Management
Learn how to optimize your portfolio and discover tools for risk management.
Financial Modeling
Hands-on: Implementation of relevant topics covering investment-, portfolio- and risk management using Excel and VBA
Quantitative Finance
Get deep insights into state-of-the-art interest rate models and derivative valuation in practice. Hands-on real problem sets using Python
Financial Econometrics
Basic concepts for financial econometrics like multivariate regressions. Advanced methods for time series analysis and forecasting.
Research topics in Finance
Cutting-edge ML techniques on real datasets. Replicate the main results of an A+ ranked journal article using Python and extend this strand of research