Full Story Master's Thesis2021 Cross-Holding and Acquisition: The Role of Cross-Equity Position on the Profitability of Acquisition
Full Story Master's Thesis2022 Research on Contagion Effects between Jumps of VIX Index and Bitcoin Using Multi-Dimensional Hawkes Process
Full Story Master's Thesis2021 Multi-Source Default Probability Prediction Framework Applying Attention Mechanism
Full Story Master's Thesis2018 A Log-Mixed Gaussian Jump Diffusion Model: Numerically Pricing American and European Options and Analyzing Calibration Techniques
Full Story Master's Thesis2017 An Event Study of Brexit on Distribution Characteristics of Liquidity Measures
Full Story Master's Thesis2020 The Lead-Lag Relationship between CSI 300 Index and CSI 300 Index Futures in China
Full Story Master's Thesis2020 Corporate Bond Yield Predictability: A Statistical and Machine Learning Approach
Full Story Master's Thesis2021 Quantitative Trading Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network
Full Story Master's Thesis2021 Modified Financial Latent Dirichlet Allocation: A Potential Feature Extraction Technique in Text Mining for Financial Time Series Prediction
Full Story Master's Thesis2021 Rare Events Analysis Using Multidimensional Liquidity Measures in Financial Markets