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- 2021
-
Mark
Time Series Active Learning using Automated Feature Extraction
- Master (Two yrs)
-
Mark
Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics
- Master (Two yrs)
- 2020
-
Mark
Portfolio optimization using factor models
- Master (Two yrs)
-
Mark
Improving High-Risk Consumer Credit Scoring with Financial Transaction Data
- Master (Two yrs)
-
Mark
Nowcasting with Dynamic Factor Model and Real-Time Vintage Data: A financial market actor's perspective
- Master (Two yrs)
-
Mark
Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities
- Bach. Degree
-
Mark
A Bayesian Filtering Approach to Incorporate Views in Economic Scenario Generation
- Master (Two yrs)
-
Mark
Bonds Portfolio liquidity risk under stress
- Master (Two yrs)
-
Mark
Analytic Approximation of Transition Probabilities
- Bach. Degree
- 2019
-
Mark
Modelling Seasonalities of HPFCs Using a Parametric Approach
- Master (Two yrs)