Full Story 2020 Spring FA 800 Projects Research Effective Testing for Investment Strategies and Portfolios in Quantitative Wealth and Investment Management
Full Story FE 800 Projects Research 2021 Spring Combining (deep) Reinforcement Learning and Goals Based Investing
Full Story 2020 Spring FE 800 Projects Research Applications of Machine Learning in ESG-Based Investing
Full Story FE 800 Projects FA 800 Projects 2022 Fall Analyzing the Relationship Between ESG Scores and their Accompanying Data Variables
Full Story FE 800 Projects FA 800 Projects 2020 Spring The impact of macroeconomic indicators on the stock market using statistical and deep learning methods
Full Story Video Stevens Institute of Technology: Hanlon Financial Systems Lab Featured on CNBC Power Lunch
Full Story 2021 Spring FE 800 Projects FA 800 Projects Calibrating the SABR model with an Artificial Neural Network
Full Story FE 800 Projects FA 800 Projects 2022 Fall Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves
Full Story 2020 Spring FE 800 Projects FA 800 Projects Computing High Dimensional Systemic Risk Measures with Machine Learning
Full Story FE 800 Projects FA 800 Projects 2020 Spring Using market regimes, change-points and anomaly detection in QWIM
Full Story 2020 Spring FE 800 Projects FA 800 Projects Machine Learning Applications in Empirical Asset Pricing
Full Story 2022 Fall FA 800 Projects A MACHINE LEARNING PREDICTION OF THE PATH OF ECONOMIC RECESSIONS
Full Story FE 800 Projects FA 800 Projects 2020 Fall Computing High Dimensional Systemic Risk Measures with Machine Learning