Dr. Dragos Bozdog - Hanlon Financial Systems Center

Dr. Dragos Bozdog

Teaching Associate Professor in Financial Engineering Department Deputy Director of Hanlon Financial Systems lab

Total 24 Posts

Events News

HFSL Seminar Series: S&P Capital IQ

Facilities Getting Started Resources

How to Reserve an Virtual Machine with H100 Virtual GPU

2021

Cross-Holding and Acquisition: The Role of Cross-Equity Position on the Profitability of Acquisition

2022

Research on Contagion Effects between Jumps of VIX Index and Bitcoin Using Multi-Dimensional Hawkes Process

2019

Vine Copula Application on Exchange Traded Funds Holdings

2021

An Optimization Driven FTP Framework

2021

An Approximation Method to Price Volatility Options

2021

Multi-Source Default Probability Prediction Framework Applying Attention Mechanism

2018

A Log-Mixed Gaussian Jump Diffusion Model: Numerically Pricing American and European Options and Analyzing Calibration Techniques

2021

A Sparsity Algorithm with Applications to Corporate Credit Rating

2020

Dynamic High Frequency Trading Algorithm

2016

Machine Learning Techniques Applied to US Indexes Returns Forecasting

2017

An Event Study of Brexit on Distribution Characteristics of Liquidity Measures

2018

The Behavioral Equilibrium Exchange Rate (BEER) Model

2019

Wavelet-based Time Series Cluster Analysis of Mortgage Risk

2020

The Lead-Lag Relationship between CSI 300 Index and CSI 300 Index Futures in China

2020

Corporate Bond Yield Predictability: A Statistical and Machine Learning Approach

2021

Quantitative Trading Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network