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- 2023
-
Mark
An Artificial Neural Network Approach to Algorithmic Trading
(
- Master (Two yrs)
-
Mark
Conform with the Wind : Processing short-term ensemble forecasts with conformal based methods for probabilistic wind-speed forecasting
(
- Master (Two yrs)
-
Mark
Robust Statistical Jump Models with Feature Selection
(
- Master (Two yrs)
-
Mark
Regime-based dynamic asset allocation using a diverse set of features
(
- Master (Two yrs)
-
Mark
Nowcasting U.S. inflation using mixed frequency real-time data
(
- Master (Two yrs)
-
Mark
Credit Exposure Modelling Using Differential Machine Learning
(
- Master (Two yrs)
-
Mark
Theoretical & Practical Investigation of Algorithmic Trading
(
- Master (Two yrs)
-
Mark
Feature Selection on the Nord Pool power market
(
- Master (Two yrs)
- 2022
-
Mark
Using Dynamic Double Machine Learning for Guided District Heating Forecasting and Physical Parameter Extraction
(
- Master (Two yrs)
-
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)
- 2021
-
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
-
Mark
Illiquidity and Its Threats - A Study of the U.S. Corporate Bond Market
(
- Master (Two yrs)
-
Mark
Evaluating the suitability of Gaussian process regression and XGBoost on electricity price forcasting
(
- Master (Two yrs)
-
Mark
Hierarchical Clustering To Improve Portfolio Tail Risk Characteristics
(
- Master (Two yrs)
-
Mark
Time Series Active Learning using Automated Feature Extraction
(
- Master (Two yrs)
- 2020
-
Mark
Portfolio optimization using factor models
(
- Master (Two yrs)
-
Mark
Nowcasting with Dynamic Factor Model and Real-Time Vintage Data: A financial market actor's perspective
(
- Master (Two yrs)
-
Mark
Bonds Portfolio liquidity risk under stress
(
- Master (Two yrs)
-
Mark
A Bayesian Filtering Approach to Incorporate Views in Economic Scenario Generation
(
- Master (Two yrs)
-
Mark
Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities
(
- Bach. Degree
-
Mark
Improving High-Risk Consumer Credit Scoring with Financial Transaction Data
(
- Master (Two yrs)
- 2019
-
Mark
Interest rate modelling
(
- Master (Two yrs)
-
Mark
Modelling Seasonalities of HPFCs Using a Parametric Approach
(
- Master (Two yrs)
-
Mark
Online intra-day portfolio optimization using regime based models
(
- Prof. qual. >4 yrs
- 2018
-
Mark
Outlier-Robust Dynamic Portfolio Optimization based on Bear-Bull-Regimes
(
- Master (Two yrs)
-
Mark
Application Scorecard Modelling with Artificial Neural Networks
(
- Master (Two yrs)
-
Mark
Using Self-Organizing Maps to Identify Operational Risk
(
- Master (Two yrs)
- 2017
-
Mark
Efficient Risk Factor Allocation with Regime Based Models
(
- Master (Two yrs)
-
Mark
Late Blight Prediction and Analysis
(
- Master (Two yrs)
-
Mark
Modelling and Forecasting Electricity Load in Secondary Substations
(
- Master (Two yrs)
-
Mark
Simulation of diffusion bridges for stochastic differential equations
(
- Master (Two yrs)
-
Mark
Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study
(
- Master (Two yrs)
-
Mark
On Credit Spreads: An Autoregressve Model Approach
(
- Master (Two yrs)
-
Mark
Algorithmic Trading in CDS and Equity Indices Using Statistical Arbitrage
(
- Master (Two yrs)
- 2016
-
Mark
Modeling Life Insurance Guarantees
(
- Master (Two yrs)
-
Mark
Exposure At Default During Financial Stress - A Comparative Study
(
- Master (Two yrs)
-
Mark
A mean-variance Portfolio Optimizing Trading Algorithm using regime-switching Economic Parameters
(
- Master (Two yrs)
-
Mark
My Guess is Better Than Yours
(
- Master (Two yrs)
- 2015
-
Mark
Product Recommendations in E-commerce Systems using Content-based Clustering and Collaborative Filtering
(
- Master (Two yrs)
-
Mark
Analysing Customer Behaviour in the FX Market Using Order Flow Data and Machine Learning Techniques
(
- Master (Two yrs)
-
Mark
Active Management of Non-Granular Loan Portfolios
(
- Master (Two yrs)
-
Mark
Model risk quantification in option pricing
(
- Master (Two yrs)
-
Mark
Factors driving the Euro senior funding costs for Swedish Banks
(
- Master (Two yrs)
-
Mark
Calculation of Value-at-Risk and Expected Shortfall under model uncertainty
(
- Master (Two yrs)
- 2014
-
Mark
Pricing and Hedging of Swing Options in the European Electricity and Gas Markets
(
- Master (Two yrs)
-
Mark
Closing Time Effects on Derivative Pricing and Risk Measurement
(
- Master (Two yrs)
-
Mark
ALL WEATHER REVISITED
(
- Master (Two yrs)
-
Mark
Forecasting Model of Electricity Demand in the Nordic Countries
(
- Master (Two yrs)
-
Mark
A model to Predict Churn
(
- Master (Two yrs)
-
Mark
Approximating Capital Requirement Due to Name Credit Concentration Risk
(
- Master (Two yrs)
-
Mark
What Drives the Difference in Probability of Default from Reduced Form- and Structural Approaches
(
- Master (Two yrs)
-
Mark
Fast Valuation of Options under Parameter Uncertainty
(
- Master (Two yrs)
-
Mark
Approximating Capital Requirement Due to Name Credit Concentration Risk.- A Comparison of Two Methodologies, the Standardised Approach
(
- Master (Two yrs)
- 2013
-
Mark
Similarity-Based Grouping of a Universe of Securities
(
- Master (Two yrs)
-
Mark
Simultaneous Calibration and Hedging of Options
(
- Master (Two yrs)
-
Mark
Credit Value Adjustment
(
- Master (Two yrs)
-
Mark
Riskmodellering för tredje man i närheten av flygplatser
(
- Master (Two yrs)
-
Mark
Modelling Power Spikes with Inhomogeneous Markov-Switching Models
(
- Master (Two yrs)
- 2012
-
Mark
Short Term Load Forecasting with Neural Networks
(
- Master (Two yrs)
-
Mark
Koncept för abonnemangsoptimering och riskanalys- En studie på E.ON Elnäts effektabonnemang i anslutningspunkter mot andra nätägare
(
- Master (Two yrs)