Full Story 2025 Spring FE 800 Projects Optimizing Risk and Return: Statistical & Volatility Modeling of Trading Strategies
Full Story PhD Dissertations phd-thesis Risk Concentration in Networks of Banks Connected by Financial Contracts
Full Story PhD Dissertations phd-thesis Application of Statistical and Machine Learning Techniques to Detect Rare Events in High Frequency Financial Data And Assess Corporate Credit Rating
Full Story PhD Dissertations phd-thesis Combining Distinct Measurements Into a Comprehensive Indicator: A Study in High Frequency Finance and Climatology
Full Story PhD Dissertations phd-thesis Modeling Market Liquidity and Financial Regulations in Times of Stress
Full Story PhD Dissertations phd-thesis Design of Reinforcement Learning Control in Agent-Based Modeling: An Investigation of Systemic Risks in Interbank Lending Market
Full Story PhD Dissertations phd-thesis Interpreting Machine Learning Models in Empirical Asset Pricing
Full Story PhD Dissertations phd-thesis Application of Reinforcement Learning in Financial Trading and Execution
Full Story PhD Dissertations phd-thesis Three Essays on Managing Estimation Risk in Portfolio Selection
Full Story PhD Dissertations phd-thesis Investor Sentiment and Market Interaction Modeling Irrationality Detection
Full Story masters-thesis Modified Financial Latent Dirichlet Allocation: A Potential Feature Extraction Technique in Text Mining for Financial Time Series Prediction
Full Story masters-thesis Quantitative Trading Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network
Full Story masters-thesis Corporate Bond Yield Predictability: A Statistical and Machine Learning Approach
Full Story masters-thesis The Lead-Lag Relationship between CSI 300 Index and CSI 300 Index Futures in China
