Full Story 2020 Spring FE 800 Projects Research The Impact of Macroeconomic Indicators on The Stock Market Using Statistical and Deep Learning Methods
Full Story News HFSC Director George Calhoun's Article "The Hong Kong Crackdown Is A Financial Disaster For China: Is It Time To Fire The CEO?" for Forbes
Full Story 2019 Fall FE 800 Projects Research Hedging of Illiquid Assets Options with LSTM Neural Networks
Full Story FE 800 Projects 2020 Spring Research Machine Learning Applications in Empirical Asset Pricing
Full Story 2020 Spring FE 800 Projects Research Using market regimes, change-points and anomaly detection for Investment Management
Full Story FE 800 Projects 2020 Spring Research Computing High Dimensional Systemic Risk Measures with Machine Learning
Full Story 2019 Fall FE 800 Projects Research Microstructure Computational Model and Spoofing Strategies
Full Story 2019 Fall FE 800 Projects Research Portfolio Construction Based on Wavelet Neural Network and Deep Reinforcement Learning