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- 2022
-
Mark
Parameter Update Schemes for Hidden Markov Models applied to Financial Returns
(
- Master (Two yrs)
-
Mark
A comparison of the Basel III capital requirement models for financial institutions
(
- Master (Two yrs)
-
Mark
Using Dynamic Double Machine Learning for Guided District Heating Forecasting and Physical Parameter Extraction
(
- Master (Two yrs)
- 2021
-
Mark
Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics
(
- Master (Two yrs)
-
Mark
Time Series Active Learning using Automated Feature Extraction
(
- Master (Two yrs)
-
Mark
Evaluating the suitability of Gaussian process regression and XGBoost on electricity price forcasting
(
- Master (Two yrs)
-
Mark
Illiquidity and Its Threats - A Study of the U.S. Corporate Bond Market
(
- Master (Two yrs)
-
Mark
Index prediction on the Swedish stock market using natural language processing methods on Swedish news
(
- Master (Two yrs)
-
Mark
SUPPORT VECTOR MACHINE VS. LOGISTIC REGRESSION FOR PREDICTING MORTGAGE DEFAULTS
(
- Bach. Degree
- 2020
-
Mark
Nowcasting with Dynamic Factor Model and Real-Time Vintage Data: A financial market actor's perspective
(
- Master (Two yrs)