Full Story PhD Dissertations Application of Reinforcement Learning in Financial Trading and Execution
Full Story PhD Dissertations Investor Sentiment and Market Interaction Modeling Irrationality Detection
Full Story masters-thesis Rare Events Analysis Using Multidimensional Liquidity Measures in Financial Markets
Full Story masters-thesis Modified Financial Latent Dirichlet Allocation: A Potential Feature Extraction Technique in Text Mining for Financial Time Series Prediction
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