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masters-thesis

The Behavioral Equilibrium Exchange Rate (BEER) Model

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masters-thesis

An Event Study of Brexit on Distribution Characteristics of Liquidity Measures

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masters-thesis

Machine Learning Techniques Applied to US Indexes Returns Forecasting

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masters-thesis

DYNAMIC HIGH FREQUENCY TRADING ALGORITHM

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masters-thesis

A SPARSITY ALGORITHM WITH APPLICATIONS TO CORPORATE CREDIT RATING

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masters-thesis

A LOG-MIXED GAUSSIAN JUMP DIFFUSION MODEL: NUMERICALLY PRICING AMERICAN AND EUROPEAN OPTIONS AND ANALYZING CALIBRATION TECHNIQUES

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masters-thesis

MULTI-SOURCE DEFAULT PROBABILITY PREDICTION FRAMEWORK APPLYING ATTENTION MECHANISM

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masters-thesis

AN APPROXIMATION METHOD TO PRICE VOLATILITY OPTIONS

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masters-thesis

AN OPTIMIZATION DRIVEN FTP FRAMEWORK

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masters-thesis

VINE COPULA APPLICATION ON EXCHANGE TRADED FUNDSHOLDINGS

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masters-thesis

RESEARCH ON CONTAGION EFFECTS BETWEEN JUMPS OF VIX INDEX AND BITCOIN USING MULTI-DIMENSIONAL HAWKES PROCESS

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masters-thesis

CROSS-HOLDING AND ACQUISITION: THE ROLE OF CROSS-EQUITY POSITION ON THE PROFITABILITY OF ACQUISITION

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masters-thesis

MARKET LIQUIDITY AND FINANCIAL MODELS: BRIDGING THE GAP WITH ENCHANCED OPTION PRICING TECHNIQUES

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Events News

High Frequency Trading Competition 2026

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News Publications

Big players in the AI boom—namely OpenAI—do not have the profits currently to cushion their massive investments at the moment, increasing their risk, says George Calhoun in a Fortune Article

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News 2025 Fall Research

2025 Fall Special Projects in Financial Analytics: Highlights of Innovative Student Research

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Newsletter

Fall 2025 Newsletter

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2025 Spring FE 800 Projects

Multi-Agent Market Simulation with Spoofing Detection

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