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Predicting movement of the S&P 500 with sentiment, a Dirichlet-Hawkes based approach Master Thesis
Wieringa, T.S.
April 2021 -
Identifying Play Styles of Football Players Based on Match Event Data Master Thesis
Riezebos, M.
March 2021 -
Conditioning the Covariance Matrix Estimator in a High-Dimensional Portfolio Management Setting Master Thesis
Dekker, K.J.H.
March 2021 -
Modeling Systemic Risk in Banking Using a Graphical Extremal Model Master Thesis
Smitshoek, R.
March 2021 -
Optimizing non-zero weights in classic long-short portfolios Master Thesis
Orbons, Z.S.D.
March 2021 -
Modelling The Counterfactual: A Comparison of Bayesian Synthetic Control Methods and Bayesian Structural Time Series Models in Evaluating Causal Impact Master Thesis
Zhi, R.
March 2021 -
Hawkes process approach to estimating CoVaR Master Thesis
Klink, D.W. van
March 2021 -
Additional information and probabilistic matrix factorization for large sparse binary datasets: a minimization by majorization approach Master Thesis
Bruin, T.F. de
February 2021