Research by Markus Vogl {Business & Data Science}
What is your research endeavour?
We offer you the possibility of contract research to support your visions with scientific methods.
We can be booked for lectures and presentations for your company and your events.
Mr. Vogl is also a member of the Behavioral Accounting & Finance Lab of the Professorship for Controlling & Business Informatics of the University of Applied Sciences in Aschaffenburg.
We strive to be knowledgeable and actively participate in current research topics and projects. Capital markets, financial modelling, chaos theory, computer science, regulatory flows and other topics are part of our research projects.
Discover our latest research articles, publications and projects
Publications & Research
Below you will find in part a list of our publications & articles as well as current research projects.
- Insights, Trends and Frontiers: A Literature Review on Financial and Risk Modelling in the Information Age (2008-2019)
- Chaoticity Versus Stochasticity in Financial Markets: Are Daily S&P 500 Return Dynamics Chaotic?
- Trend Momentum II: Driving Forces of Low Volatility and Momentum
- „Scheinunterschiede: Low Volatility und Momentum“ in Institutional Money
- The Development of Management Accounting Employment Ads in Germany: A Textual Analysis Approach
- Climate change versus water management - A literature review based on a bibliometric analysis with citation network analysis illustrated by the example of a pilot project in drinking water supply and flood protection
- „The Mandelbrot Market Model – Theoretical and Empirical Valuation“ (Vogl)
Presentations & Lectures
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.
Lecture "Data Science for algorithmic financial market & time series analysis"
In the following you will find some videos of the lecture „Data Science for Algorithmic Financial Market & Time Series Analysis", which is being offered completely in digital form at the University of Applied Sciences Aschaffenburg.
Financial Time Series Analysis using Wavelets & Neural Networks
Short 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 Frankfurt am Main from the 20.08.2019
Financial Time Series Analysis using Wavelets
Lecture at the 1. QX Data Science Event in Frankfurt am Main from 05/10/2019.