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Economic Forecast Evaluation of the Nelson-Siegel Class of Yield Curve Models and Estimation by using the EM Algorithm Master Thesis
Papazoglou, I.
July 2021 -
Combining Neural Networks and Linear Programming for the Travelings Salesman Problem Master Thesis
Bogerd, J.D.
June 2021 -
Predicting COVID-19 Infections in France: Probabilistic State-Space SIR model Master Thesis
Perriens, L.J.
June 2021 -
Investment Risk in Global Commodity Markets: Exposure to Climate Policy Uncertainty Master Thesis
Koster, N.C.
June 2021 -
Optimal Rebalancing with Costs: Theory and Application for Proportional and Market-Impact Costs Master Thesis
Oerlemans, M.A.
June 2021 -
Poisson Optional Stopping Times as a Robust Numerical Method for Valuing Path-Dependant American Options with a Jump-Diffusion Process Master Thesis
Hessing, J.
June 2021 -
Explaining the Cross-Section of Equity Option Returns through Unsupervised Machine Learning Methods Master Thesis
Andel, B.E. van
June 2021 -
Is the leverage effect modelled correctly? Master Thesis
Rutgers, W.F.
June 2021