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Cross-Sectional versus Time-Series: which is the better momentum trading strategy on a weekly frequency? Bachelor Thesis
Samutoglu, M.M.
November 2021 -
A horse race of eight machine learning methods to catch trumpery on Twitter Bachelor Thesis
Weijenborg, J.J.
November 2021 -
Time-series versus Cross-sectional versus Dual momentum strategies. Which is the most profitable? Bachelor Thesis
Sheikh, F.N.
November 2021 -
A Critical Review and Enhanced Version of Real-Time GARCH Bachelor Thesis
Zoggel, S. van
November 2021 -
An optimization-based approach to integrated assortment planning and shelf-space allocation for retail stores including endogenous traffic drivers Bachelor Thesis
Ommen, D.P.C. van
November 2021 -
Volatility Forecasts from CAViaR Models in Times of Financial Crisis Bachelor Thesis
Oosterhout, A.A.G.E. van
November 2021 -
Evolutionary Algorithms for Waiting Strategies: the influence of Selection Methods Bachelor Thesis
Wind, M.M. van der
November 2021 -
Realized Asymmetric Augmented Real-Time GARCH: Een gecombineerd model voor returns en realized measures van volatiliteit met een asymmetrisch proces voor de volatiliteit van de volatiliteit Bachelor Thesis
Dekker, P.S.
November 2021