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Correcting Static Arbitrage in Machine Learning-Derived Implied Volatility Surfaces Master Thesis
Laza, J.
September 2024 -
Optimal Expansion Planning of an Integrated Energy System with Investment Options Master Thesis
Boosman, W.
August 2024 -
Volatility Timing using Forecasted Realized Variance Master Thesis
Gianfranceschi, G.J.
August 2024 -
Assessing the Causal Effects of Austerity Measures on Southern European Economies During the Debt Crisis: A Synthetic Control Method Approach Master Thesis
Boomen, K.F.M. van den
August 2024 -
Sparse Mixed Convex Clustering Master Thesis
Zhang, Y.
August 2024 -
Global Yield Factors in a Hierarchical Stochastic Volatility Dynamic Nelson-Siegel Approach Master Thesis
Omloo, T.P.J.
August 2024 -
How can we optimize the performance of multiclass classification methods for minority classes in imbalanced datasets? Master Thesis
Spaanderman, S.A.J.
August 2024 -
Dissecting the ESG premium, an industry based study. Master Thesis
Schorno, R.J.C.
August 2024