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The Engine Room

Science and technology are the cornerstones of Ultramarin. We publish in scientific journals and engage with academia in our core disciplines of Machine Learning, Capital Markets, and Computer Science.

Modern aquarelle painting in the Ultramarin design using the colors light blue, turquoise and yellow.

Publications

investment strategies

Micro uncertainty and asset prices

Herskovic, B., Kind, T., Kung, H., (2023) Journal of Financial Economics , 149 (1): 27-51

capital markets

Threats to central bank independence: High-frequency identification with twitter

Bianchi, F., Gómez-Cram, R., Kind, T., Kung, H., (2023) Journal of Monetary Economics , (135): 37-54

capital markets

Discount Rates, Debt Maturity, and the Fiscal Theory

Corhay, A., Kind, T., Kung, H., Morales, G., (forthcoming) Journal of Finance

Our Projects

We are part of an international community whose work benefits everyone. Wherever possible, we release tools and frameworks developed by our teams as open-source software.

Our Approach

AI-based models: The future of capital investment

We combine the potential of Artificial Intelligence with best practices in quantitative asset management.

Modern aquarelle painting in the Ultramarin design using the colors light blue, purple and white.

Become a part of Ultramarin

We are looking for ambitious, curious, intelligent and unpretentious people with very different skills and backgrounds.