​​​​​​​​​​​​​About

The initiative began its activity in August 2021 with the aim of establishing the academic research in the field of Financial Data Science at Ben-Gurion University of the Negev, and enhancing its interdisciplinary aspects, which mainly involve the fields of Finance, Econometrics, Computer Science, Data Science, Game Theory, and Behavioural Finance.

It was established by the departments of Computer Science and Economics in cooperation and with the financial support of Yazamut 360 and the Vice Rector Office.

Academic Activities

The BGU Financial Data Analysis Initiative​ offers research activities as well as a study program for BA students. The activities include:

NEWS! 

We are pleased to announce the purchase of an annual abonnement to the Wharton Research Data Services (WRDS) as well to the CRSP US Stock Database, with the funding of the “Science Accelerator” Grant (a mutual program of the Ministry of Innovation, Science and Technology and Yazamut360 the entrepreneurship center of BGU).

We invite you to join a virtual Introduction to WRDS training session on Monday March 4th at 16:00 by clicking here​.

To create a username (using your institutional bgu email) click here​.​

​1. The Algo Research Forum (ARF) - a forum of researchers and research students from various fields, which holds a monthly meetup with invited lecturers from both the academy and the financial industry. JOIN .

2. Annual Research Grants for research students

3. An Annual Meeting (with the 1st Meeting taking place on March 23rd, 2023)

see: pictures | recording​ from the meeting​.

4. A 9 academic point Study Program in the Principles of Algorithmic Trading, for third year outstanding students from the two departments, who eventually write their own trading algorithm (in pairs of cs-economics). Main Lecturer: Prof. Nir Vulkan.

Funding

  • The academic teaching program is funded mainly by the Facultis of Natural Sciences and of Humanities and Social Sciences, the departments of computer science and economics, as well as by Yazamut 360 .

  • All the research activities are currently supported by the Ben-Gurion Data Science Research Center (DSRC).

The steering committee of the initiative

Prof. Danny Hendler (computer science, committee ​chair​), Dr. Yuval Pinter (computer science), Prof. Lior Rokah (software & information systems), Dr. Koresh Galil (economics), and Dr. Karine van der Beek​ (economics).