Full Story 2023 Spring FA 800 Projects Predicting WTI Crude Oil Returns Using Machine Learning: A Comparative Study of Ensemble and Deep Learning Models
Full Story FE 800 Projects FA 800 Projects 2023 Spring Network and Clustering-based Portfolio Optimization: Enhancing Risk-Adjusted Performance through Diversification
Full Story 2022 Fall FE 800 Projects FA 800 Projects Research Trading Strategies using Reinforcement Learning
Full Story 2020 Spring FA 800 Projects Research Effective Testing for Investment Strategies and Portfolios in Quantitative Wealth and Investment Management
Full Story FE 800 Projects FA 800 Projects 2022 Fall Analyzing the Relationship Between ESG Scores and their Accompanying Data Variables
Full Story FE 800 Projects FA 800 Projects 2020 Spring The impact of macroeconomic indicators on the stock market using statistical and deep learning methods
Full Story 2021 Spring FE 800 Projects FA 800 Projects Calibrating the SABR model with an Artificial Neural Network
Full Story FE 800 Projects FA 800 Projects 2022 Fall Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves
Full Story 2020 Spring FE 800 Projects FA 800 Projects Computing High Dimensional Systemic Risk Measures with Machine Learning
Full Story FE 800 Projects FA 800 Projects 2020 Spring Using market regimes, change-points and anomaly detection in QWIM
Full Story 2020 Spring FE 800 Projects FA 800 Projects Machine Learning Applications in Empirical Asset Pricing