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- 2022
-
Mark
Research of Chinese Stock Market Based on Financial Time Series and Deep Machine Learning
(
- Master (One yr)
- 2020
-
Mark
Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities
(
- Bach. Degree
- 2019
-
Mark
A simple model of volatility in financial data - An alternative to GARCH models
(
- Master (One yr)
-
Mark
Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?
(
- Bach. Degree
- 2018
-
Mark
An Application of the Continuous Wavelet Transform to Financial Time Series
(
- Master (Two yrs)
- 2008
-
Mark
VaR methods for linear instruments
2008) In LUTVDG/TVBB5268SE(
Risk Management and Safety Engineering (M.Sc.Eng.)
Division of Fire Safety Engineering
Division of Risk Management and Societal Safety- Master (Two yrs)