masters-thesis

For the degree of Master of Science (Financial Engineering). A minimum of six credit hours is required for the thesis.

masters-thesis

Risk Concentration in Networks of Banks Connected by Financial Contracts

masters-thesis

Application of Statistical and Machine Learning Techniques to Detect Rare Events in High Frequency Financial Data And Assess Corporate Credit Rating

masters-thesis

Combining Distinct Measurements Into a Comprehensive Indicator: A Study in High Frequency Finance and Climatology

masters-thesis

Modeling Market Liquidity and Financial Regulations in Times of Stress

masters-thesis

Design of Reinforcement Learning Control in Agent-Based Modeling: An Investigation of Systemic Risks in Interbank Lending Market

masters-thesis

Interpreting Machine Learning Models in Empirical Asset Pricing

masters-thesis

Application of Reinforcement Learning in Financial Trading and Execution

masters-thesis

Three Essays on Managing Estimation Risk in Portfolio Selection

masters-thesis

Investor Sentiment and Market Interaction Modeling Irrationality Detection

masters-thesis

Optimal Investment Problems in Financial Engineering

masters-thesis

Rare Events Analysis Using Multidimensional Liquidity Measures in Financial Markets

masters-thesis

Methods on The Estimations of SOFR Term Structures

masters-thesis

Modified Financial Latent Dirichlet Allocation: A Potential Feature Extraction Technique in Text Mining for Financial Time Series Prediction

masters-thesis

Quantitative Trading Portfolio Optimization-Based Stock Prediction Using Long-Short Term Memory Network

masters-thesis

Corporate Bond Yield Predictability: A Statistical and Machine Learning Approach

masters-thesis

The Lead-Lag Relationship between CSI 300 Index and CSI 300 Index Futures in China

masters-thesis

Wavelet-based Time Series Cluster Analysis of Mortgage Risk

masters-thesis

The Behavioral Equilibrium Exchange Rate (BEER) Model

masters-thesis

An Event Study of Brexit on Distribution Characteristics of Liquidity Measures

masters-thesis

Machine Learning Techniques Applied to US Indexes Returns Forecasting

masters-thesis

DYNAMIC HIGH FREQUENCY TRADING ALGORITHM

masters-thesis

A SPARSITY ALGORITHM WITH APPLICATIONS TO CORPORATE CREDIT RATING

masters-thesis

A LOG-MIXED GAUSSIAN JUMP DIFFUSION MODEL: NUMERICALLY PRICING AMERICAN AND EUROPEAN OPTIONS AND ANALYZING CALIBRATION TECHNIQUES

masters-thesis

MULTI-SOURCE DEFAULT PROBABILITY PREDICTION FRAMEWORK APPLYING ATTENTION MECHANISM

masters-thesis

AN APPROXIMATION METHOD TO PRICE VOLATILITY OPTIONS

masters-thesis

AN OPTIMIZATION DRIVEN FTP FRAMEWORK

masters-thesis

VINE COPULA APPLICATION ON EXCHANGE TRADED FUNDSHOLDINGS

masters-thesis

RESEARCH ON CONTAGION EFFECTS BETWEEN JUMPS OF VIX INDEX AND BITCOIN USING MULTI-DIMENSIONAL HAWKES PROCESS

masters-thesis

CROSS-HOLDING AND ACQUISITION: THE ROLE OF CROSS-EQUITY POSITION ON THE PROFITABILITY OF ACQUISITION

masters-thesis

MARKET LIQUIDITY AND FINANCIAL MODELS: BRIDGING THE GAP WITH ENCHANCED OPTION PRICING TECHNIQUES