Full Story Video Stevens Institute of Technology: Hanlon Financial Systems Lab Featured on CNBC Power Lunch
Full Story 2021 Spring FE 800 Projects FA 800 Projects Calibrating the SABR model with an Artificial Neural Network
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 2022 Fall FA 800 Projects A MACHINE LEARNING PREDICTION OF THE PATH OF ECONOMIC RECESSIONS
Full Story FE 800 Projects FA 800 Projects 2020 Fall Computing High Dimensional Systemic Risk Measures with Machine Learning
Full Story 2021 Fall FA 800 Projects FE 800 Projects Identifying Risk in the Banking Sector with Sentiment Analysis
Full Story 2021 Fall FA 800 Projects FE 800 Projects SABR volatility surface fitting (model calibration) using Artificial Neural Network
Full Story 2021 Spring FE 800 Projects FA 800 Projects Risk Analyzer: A Guidance Tool and Methodology to Measure and Forecast Financial Equity Risk and Portfolio Capital Requirement
Full Story FA 800 Projects FE 800 Projects 2021 Spring Forecasting Time Series in Portfolio Management
Full Story 2021 Fall FA 800 Projects FE 800 Projects Scenario Generation and Data Augmentation in Quantitative Wealth and Investment Management