Full Story FA 800 Projects FE 800 Projects 2021 Spring Forecasting Time Series in Portfolio Management
Full Story 2021 Fall FA 800 Projects FE 800 Projects Scenario Generation and Data Augmentation in Quantitative Wealth and Investment Management
Full Story FE 800 Projects FA 800 Projects 2021 Spring Combinations of Deep Learning and Statistical Models for Financial Time Series Forecasting
Full Story FA 800 Projects FE 800 Projects 2021 Fall Forecasting of Time Series in Quantitative Wealth and Investment Management using an Ensemble Method Approach
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 Dissertations Combining Distinct Measurements Into a Comprehensive Indicator: A Study in High Frequency Finance and Climatology
Full Story 2019 PhD Dissertations 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