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PhD Dissertations phd-thesis

Interpreting Machine Learning Models in Empirical Asset Pricing

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PhD Dissertations phd-thesis

Application of Reinforcement Learning in Financial Trading and Execution

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PhD Dissertations phd-thesis

Three Essays on Managing Estimation Risk in Portfolio Selection

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PhD Dissertations phd-thesis

Investor Sentiment and Market Interaction Modeling Irrationality Detection

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PhD Dissertations phd-thesis

Optimal Investment Problems in Financial Engineering

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masters-thesis

Rare Events Analysis Using Multidimensional Liquidity Measures in Financial Markets

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masters-thesis

Methods on The Estimations of SOFR Term Structures

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masters-thesis

Modified Financial Latent Dirichlet Allocation: A Potential Feature Extraction Technique in Text Mining for Financial Time Series Prediction

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masters-thesis

Quantitative Trading Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network

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masters-thesis

Corporate Bond Yield Predictability: A Statistical and Machine Learning Approach

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masters-thesis

The Lead-Lag Relationship between CSI 300 Index and CSI 300 Index Futures in China

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masters-thesis

Wavelet-based Time Series Cluster Analysis of Mortgage Risk

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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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