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- 2020
-
Mark
Covariance Matrix Regularization for Portfolio Selection: Achieving Desired Risk
- Master (Two yrs)
-
Mark
Estimating Risk Using Stochastic Volatility Models and Particle Stochastic Approximation Expectation Maximization
- Master (Two yrs)
-
Mark
Consistent pricing of VIX options
- Master (Two yrs)
- 2019
-
Mark
Numerical solution for derivative models using finite difference methods and how this can be used with Monte Carlo simulation
- Master (Two yrs)
-
Mark
Evaluation of applicant quality for a recruitment company using machine learning
- Bach. Degree
-
Mark
Hierarchical Clustering of Time Series using Gaussian Mixture Models and Variational Autoencoders
- Master (Two yrs)
-
Mark
A Utility Approach: Strategy Analysis and Optimization
- Master (Two yrs)
-
Mark
High-risk Consumer Credit Scoring using Machine Learning Classification
- Master (Two yrs)
-
Mark
Efficient Barrier Option Greeks using Automatic Differentation
- Master (Two yrs)
- 2018
-
Mark
A Black-Litterman portfolio allocation model combined with a Markov switching framework
- Master (Two yrs)