Full Story FE 800 Projects FA 800 Projects 2022 Fall Analyzing the Relationship Between ESG Scores and their Accompanying Data Variables
Full Story FE 800 Projects FA 800 Projects 2020 Spring The impact of macroeconomic indicators on the stock market using statistical and deep learning methods
Full Story FE 800 Projects FA 800 Projects 2022 Fall Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves
Full Story 2020 Spring FE 800 Projects FA 800 Projects Computing High Dimensional Systemic Risk Measures with Machine Learning
Full Story FE 800 Projects FA 800 Projects 2020 Spring Using market regimes, change-points and anomaly detection in QWIM
Full Story 2020 Spring FE 800 Projects FA 800 Projects Machine Learning Applications in Empirical Asset Pricing
Full Story FE 800 Projects FA 800 Projects 2022 Spring Effect of Jump Diffusion Price Dynamics on European S&P 500 Index Options
Full Story FA 800 Projects FE 800 Projects 2022 Spring Covid-19 pandemic impact on the equities market in the US
