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- 2020
-
Mark
Bonds Portfolio liquidity risk under stress
(
- Master (Two yrs)
-
Mark
Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities
(
- Bach. Degree
-
Mark
Nowcasting with Dynamic Factor Model and Real-Time Vintage Data: A financial market actor's perspective
(
- Master (Two yrs)
-
Mark
Improving High-Risk Consumer Credit Scoring with Financial Transaction Data
(
- Master (Two yrs)
-
Mark
A Bayesian Filtering Approach to Incorporate Views in Economic Scenario Generation
(
- Master (Two yrs)
- 2019
-
Mark
Online intra-day portfolio optimization using regime based models
(
- Prof. qual. >4 yrs
-
Mark
Modelling Seasonalities of HPFCs Using a Parametric Approach
(
- Master (Two yrs)
-
Mark
Interest rate modelling
(
- Master (Two yrs)
- 2018
-
Mark
Application Scorecard Modelling with Artificial Neural Networks
(
- Master (Two yrs)
-
Mark
Using Self-Organizing Maps to Identify Operational Risk
(
- Master (Two yrs)