OUR RESEARCH
We conduct contract research to support your visions with scientific methods and can be booked for technical lectures and presentations for your company.
We are eager to be well informed and to actively participate in current research topics and projects. Capital Markets, Financial Modelling, Chaos Theory, Computer Science, Regulatory Impacts and other stunning subjects are part of our research endeavours.
Discover our latest research articles, publications and projects.Contact us now for your project!
OUR RESEARCH
We conduct contract research to support your visions with scientific methods and can be booked for technical lectures and presentations for your company.
We are eager to be well informed and to actively participate in current research topics and projects. Capital Markets, Financial Modelling, Chaos Theory, Computer Science, Regulatory Impacts and other stunning subjects are part of our research endeavours.
Discover our latest research articles, publications and projects.Contact us now for your project!
OUR REFERENCES.
Below you will find in part a list of our publications & articles as well as current research projects.
OUR REFERENCES.
Below you will find in part a list of our publications & articles as well as current research projects.
Published Paper
- Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic? Vogl & Rötzel (2022). In: Communications in Nonlinear Science and Numerical Simulation, 108, 106218.
- Forecasting performance of wavelet neural networks and other neural network topologies: A comparative study based on financial market data sets. Vogl et al. (2022). In: Machine Learning with Applications, 8, 100302.
- Why do mega-projects fail? Knowledge management as a successful basis for effective flood protection measures – Critical success factors as a guarantee for successful realisation. Vogl & Scheffler (2022). IFKAD conference 2022.
- Controversy in financial chaos research and nonlinear dynamics: A short literature review. Vogl (2022). In: Chaos, Solitons & Fractals, 162, 112444.
Working Paper
- Frontiers of Quantitative Financial Modelling: A Literature Review on the Evolution in Financial and Risk Modelling after the Financial Crisis (2008-2019)
- Trend Momentum II: Driving Forces of Low Volatility and Momentum
- Hurst Dynamics of S&P500 Returns: Implications and Impact on Market Efficiency, Long Memory, Multifractality and Financial Crises Predictability
- Chaos Measure Dynamics and a Multifactor Model for Financial Markets
Other works and articles
- „The Mandelbrot Market Model – Theoretical and Empirical Valuation“ (Vogl, 2016).
- „Apparent differences: Low Volatility & Momentum“ in Institutional Money (Berghorn, Schulz & Vogl, 2018).
Lectures & readings
In the following you will find selected presentations of our team and lectures of Markus Vogl. If you have any questions, suggestions or requests concerning research and guest lectures, please do not hesitate to contact us.
Lectures & readings
In the following you will find selected presentations of our team and lectures of Markus Vogl. If you have any questions, suggestions or requests concerning research and guest lectures, please do not hesitate to contact us.
„Hurst Exponent Dynamics of S&P500 Returns“
ISF 2022 Conference Talk at the Oxford University
„Deterministic Chaos in S&P500 Returns“
ISF 2021 Conference Talk
"Data Science for algorithmic financial market & time series analysis"
This lecture is offered fully digitally at the TH Aschaffenburg.
„Financial Time Series Analysis using Wavelets & Neural Networks“
Lecture at the ‚Data Science and AI in Financial and Manufacturing Sector‘ Event of the Disrupt Network at the Frankfurt School of Finance and Management in August 2019
„Financial Time Series Analysis using Wavelets“
Lecture at the 1. QX Data Science Event in Frankfurt am Main from 05/10/2019.