Full Story FE 800 Projects FA 800 Projects 2022 Spring Effect of Jump Diffusion Price Dynamics on European S&P 500 Index Options
Full Story FA 800 Projects FE 800 Projects 2022 Spring Covid-19 pandemic impact on the equities market in the US
Full Story 2018 PhD Disertations Combining Distinct Measurements Into a Comprehensive Indicator: A Study in High Frequency Finance and Climatology
Full Story 2019 PhD Disertations Application of Statistical and Machine Learning Techniques to Detect Rare Events in High Frequency Financial Data And Assess Corporate Credit Rating
Full Story Master's Thesis 2021 Cross-Holding and Acquisition: The Role of Cross-Equity Position on the Profitability of Acquisition
Full Story Master's Thesis 2022 Research on Contagion Effects between Jumps of VIX Index and Bitcoin Using Multi-Dimensional Hawkes Process
Full Story Master's Thesis 2021 Multi-Source Default Probability Prediction Framework Applying Attention Mechanism
Full Story Master's Thesis 2018 A Log-Mixed Gaussian Jump Diffusion Model: Numerically Pricing American and European Options and Analyzing Calibration Techniques
Full Story Master's Thesis 2016 Machine Learning Techniques Applied to US Indexes Returns Forecasting
Full Story Master's Thesis 2017 An Event Study of Brexit on Distribution Characteristics of Liquidity Measures