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
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
Full Story Master's Thesis 2020 The Lead-Lag Relationship between CSI 300 Index and CSI 300 Index Futures in China
Full Story Master's Thesis 2020 Corporate Bond Yield Predictability: A Statistical and Machine Learning Approach
Full Story Master's Thesis 2021 Quantitative Trading Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network