Finance and Business Analytics

This research team of Finance and Business Analytics focuses in strategic finance especially on anomaly research on equity investment strategies and real option valuation. There especially we focus on long term investment strategies and modern analysis techniques, portfolio performance and risk management. Also developing new methods in real option valuation is one of the specialities in this research group.

In business analytics our focus in on creation of theory and applications of smart business analytics tools and methods. Information fusion on computational methods and applications. Predictive analytics especially with machine learning methods e.g. on business and industry related problems. Focus there is also on feature selection and feature engineering. Another area of interest is on multicriteria decision making where especially expert based information methods is one area of interest. Besides this we focus on mining, energy, manufacturing industry business models. Also behavioral analytics and operation research are in our focus areas.

Research areas

• Business analytics and machine learning, Multicriteria decision making, Soft computing
• Strategic finance, Real options, Long term investments, Simulation
• Behavioral analytics, Operational research, Equity investment strategies
• Creation of theory and application of smart business analytics tools and methods
• Information fusion – computational and applications
• Economic decision-making behavior
• Mining, Energy, and Manufacturing industry business models