In this video, I briefly explain my PhD research work which I have been doing at the University of Zurich, Department of Banking and Finance, as a part of the Marie Curie program BigDataFinance: bigdatafinance.eu/
You can find more information on the research presented in our publicly available papers:
"Agent-Based Model in Directional-Change Intrinsic Time" ssrn.com/abstract=3240456
"Instantaneous Volatility Seasonality of Bitcoin in Directional-Change Intrinsic Time" ssrn.com/abstract=3243797
This project has received funding from the European Union's Horizon 2020 research and innovation programme under the Marie Skłodowska-Curie grant agreement No 675044.
Content editor and post-production: Alisa Petrova, / channel