Florian Ewald

Telephone:

+49 (69) 798-33854

E-Mail:

ewald[at]wiwi.uni-frankfurt[dot]de

Room:

RuW 2.206

Office Hours:

On Appointment

Florian Ewald completed his Bachelor's degree in Economics and Business Administration (B.Sc.) with a focus in Economics at Goethe University Frankfurt in 2020. In 2023, he obtained a Master's degree in Business Administration (M.Sc.) with a focus in Finance from Goethe University Frankfurt, specializing in electronic securities trading and quantitative analysis of financial markets. In his thesis, he examined the advancement of algorithms for optimal order execution using Deep Reinforcement Learning. Furthermore, he currently pursues a second Master's degree in Business Informatics, concentrating on Machine Learning. During his studies, he completed the "Honors Degree in Artificial Intelligence and Entrepreneurship", a program jointly offered by Goethe University Frankfurt, Philipps University Marburg, and TU Darmstadt.

Since May 2023, Florian Ewald is a research assistant at the chair of e-Finance.

Research Interests:

Machine Learning and Deep Learning in Finance
Algorithmic and High-Frequency Trading
Market Microstructure

Publications:

 

Working Papers

Clapham, Benjamin; Ewald, Florian; Jakobs, Jenny
Wokeness on the Line - AI Based Analysis of the Trump Effect on Corporate ESG Communication and Market Reaction
In: Working Paper, presented at the 2nd Workshop on Artificial Intelligence in Corporate Finance; Dresden, Germany

Clapham, Benjamin; Ewald, Florian; Gomber, Peter; Trimpe, Niklas
Don’t Stop Me Now! Identification and Prediction of Unnecessary Volatility Interruptions
In: Working paper, presented at the 65th Annual Meeting of the Southern Finance Association, Orlando, USA, the 2025 Annual Meeting of the Northern Finance Association, Calgary, Canada, the NYSE Microstructure Meets AI Conference 2024, New York, USA, and the 29th Forecasting Financial Markets Conference, Oxford, UK
[Find It]


Miscellaneous

Clapham, Benjamin; Ewald, Florian; Gomber, Peter; Trimpe, Niklas
Identification and Prediction of Unnecessary Volatility Interruptions
In: efl insights 02/2025; Frankfurt am Main 2025
[Find It]

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