Doctoral colloquium
Regular online colloquia. Doctoral candidates present work in progress to faculty and peers.
Research
Applied research at the intersection of finance, data and regulation.
SIDF research is problem-driven. It starts with questions from markets, market infrastructures and supervisors. It answers these questions with quantitative and empirical methods.
We organise research at SIDF in clusters that mirror our teaching. Doctoral candidates, faculty and industry partners work on shared questions. The results flow back into the curriculum.
Quantitative finance and machine learning
Pricing and risk models, forecasting, model validation, and the reliable use of machine learning in finance.
Market microstructure and trading
Order book dynamics, algorithmic and high-frequency trading, execution quality, and market design on traditional and digital asset venues.
Digital assets and market infrastructure
Tokenisation, decentralised finance, derivatives infrastructure, and the economics of trading venues.
Regulation, supervision and RegTech
EU/EEA and Swiss market regulation, supervisory practice, compliance technology, and the regulatory perimeter of digital assets.
Sustainable and ethical finance
Principles of responsible and faith-based investment, ESG data and disclosure, and the governance of long-term capital.
Investor behaviour and collective intelligence
Retail investors in financial and crypto markets, prediction markets, and collective intelligence for forecasts.
Research activities
Working papers
We publish faculty and doctoral research as SIDF working papers. We submit the papers to peer-reviewed journals and conferences.
Industry and supervisory dialogue
Joint projects and seminars with market infrastructures, trading firms, asset managers and supervisory authorities.
Publications
Publication lists of our faculty are available on request and in their profiles. We will publish SIDF working papers on this page.
Interested in a PhD or a research collaboration?
Talk to us about your research idea or a joint project.