PoCoTe

Work package 1: Enhancing Portfolio Construction techniques

Determine optimal traders’ characteristics and strategies, portfolio construction and evaluation based on portfolio performance measures.  

Work package 2: Granger Causality and Variable Selection

Carry out the simulation connectivity study and evaluate the direct causality and redundancy measures. All methods developed in the actions are used in the construction of the directed networks in WP3.

Work package 3: Portfolio Networks

Visualization of networks and exploratory analysis is at the core of the present project as a tool for analyzing micro data and identifying various patterns. The final product of this WP is the construction of an educational open-access web platform where users will be able to choose the connectivity and network measures of preference and the (predefined) parameters, in a user-friendly environment.

Work package 4: Project Management & Dissemination

Creation of dashboard platform, fed by the research activities of previous WPs, and dissemination of our findings via several research activities.