Full Story PhD Dissertations 2024 Fall Design of Reinforcement Learning Control in Agent-Based Modeling: An Investigation of Systemic Risks in Interbank Lending Market
Full Story PhD Dissertations 2024 Spring Modeling Market Liquidity and Financial Regulations in Times of Stress
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 2022 PhD Dissertations Risk Concentration in Networks of Banks Connected by Financial Contracts