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 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 Combining Distinct Measurements Into a Comprehensive Indicator: A Study in High Frequency Finance and Climatology
Full Story PhD Dissertations Design of Reinforcement Learning Control in Agent-Based Modeling: An Investigation of Systemic Risks in Interbank Lending Market
Full Story PhD Dissertations Application of Reinforcement Learning in Financial Trading and Execution
Full Story PhD Dissertations Investor Sentiment and Market Interaction Modeling Irrationality Detection
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
Full Story masters-thesis An Event Study of Brexit on Distribution Characteristics of Liquidity Measures
