The algotrading@BGU 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.
The algotrading@BGU initiative organizes research activities as well as a study program for BA students. Its activities include:
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. The organization of an Annual Meeting (with the 1st Meeting taking place on March 23rd, 2023)
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.
The steering committee of the initiative
Prof. Danny Hendler (computer science), Dr. Yuval Pinter (computer science), Prof. Lior Rokah (software & information systems), Dr. Koresh Galil (economics), and Dr. Karine van der Beek (economics), who is also the current coordinator of the initiative.