Full Story 2018 A Log-Mixed Gaussian Jump Diffusion Model: Numerically Pricing American and European Options and Analyzing Calibration Techniques
Full Story 2021 Quantitative Trading Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network
Full Story 2021 Modified Financial Latent Dirichlet Allocation: A Potential Feature Extraction Technique in Text Mining for Financial Time Series Prediction
Full Story 2022 PhD Dissertations Risk Concentration in Networks of Banks Connected by Financial Contracts