Full Story masters-thesis Quantitative Trading Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network
Full Story masters-thesis Corporate Bond Yield Predictability: A Statistical and Machine Learning Approach
Full Story masters-thesis The Lead-Lag Relationship between CSI 300 Index and CSI 300 Index Futures in China
Full Story masters-thesis An Event Study of Brexit on Distribution Characteristics of Liquidity Measures
Full Story masters-thesis A LOG-MIXED GAUSSIAN JUMP DIFFUSION MODEL: NUMERICALLY PRICING AMERICAN AND EUROPEAN OPTIONS AND ANALYZING CALIBRATION TECHNIQUES
Full Story masters-thesis MULTI-SOURCE DEFAULT PROBABILITY PREDICTION FRAMEWORK APPLYING ATTENTION MECHANISM
Full Story masters-thesis RESEARCH ON CONTAGION EFFECTS BETWEEN JUMPS OF VIX INDEX AND BITCOIN USING MULTI-DIMENSIONAL HAWKES PROCESS
Full Story masters-thesis CROSS-HOLDING AND ACQUISITION: THE ROLE OF CROSS-EQUITY POSITION ON THE PROFITABILITY OF ACQUISITION
Full Story masters-thesis MARKET LIQUIDITY AND FINANCIAL MODELS: BRIDGING THE GAP WITH ENCHANCED OPTION PRICING TECHNIQUES