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
Full Story Master's Thesis 2021 Modified Financial Latent Dirichlet Allocation: A Potential Feature Extraction Technique in Text Mining for Financial Time Series Prediction
Full Story Master's Thesis 2021 Rare Events Analysis Using Multidimensional Liquidity Measures in Financial Markets
Full Story 2022 PhD Dissertations Risk Concentration in Networks of Banks Connected by Financial Contracts