Full Story 2021 Fall FA 800 Projects FE 800 Projects Identifying Risk in the Banking Sector with Sentiment Analysis
Full Story 2021 Fall FA 800 Projects FE 800 Projects SABR volatility surface fitting (model calibration) using Artificial Neural Network
Full Story 2021 Spring FE 800 Projects FA 800 Projects Risk Analyzer: A Guidance Tool and Methodology to Measure and Forecast Financial Equity Risk and Portfolio Capital Requirement
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