Prof Juho Kanniainen's pages
Juho's research agenda is focused on statistical computing, mathematical modelling, and data science in finance and risk management. He has published on financial markets, high-frequency finance, financial networks, derivative pricing, and financial econometrics. In his research, he is not only using traditional stochastic calculus, but also modern data science approaches, namely complex networks techniques and machine learning methods with rich data sets. Dr. Kanniainen has published in prestigious journals in Finance and IT, including Review of Finance, Journal of Banking and Finance, and IEEE Transactions on Neural Networks and Learning Systems. He has co-edited a book entitled High-Performance Computing in Finance: Problems, Methods, and Solutions, Chapman and Hall/CRC Financial Mathematics Series. He has been coordinating two international EU projects, BigDataFinance and HPCFinance.