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 More
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
Our course Investment and Financing covers the basic concepts of financial markets and investment valuation.
Learn how to optimize your portfolio and discover tools for risk management.
Hands-on: Implementation of relevant topics covering investment-, portfolio- and risk management using Excel and VBA
Get deep insights into state-of-the-art interest rate models and derivative valuation in practice. Hands-on real problem sets using Python
Basic concepts for financial econometrics like multivariate regressions. Advanced methods for time series analysis and forecasting.
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