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Factor Covariance Estimation: Static versus Dynamic modelling in a Portfolio Optimisation setting Master Thesis
Gijssel, E.P.M.
August 2023 -
The effect of sampling frequency on volatility forecasting performance using an LSTM neural network Master Thesis
Tol, J.P.A. van
August 2023 -
Joost Gubbels Master Thesis
Gubbels, J.J.T.
August 2023 -
Improving Time-Varying Volatility Estimates Using ProPar: a Score-Driven Application on High-Frequency Data Master Thesis
Bagirov, S.
July 2023 -
Single Stock Options Implied Volatility (Surface) Modeling via Machine Learning Master Thesis
Rathi, S.
July 2023 -
An Empirical Study to Optimize Mean and Covariance Estimation in an Individual-stock and a Multi-manager Setting Master Thesis
Hoving, M.L.G.
July 2023 -
Addressing Class Imbalance in Multi-Touch Conversion Attribution: A Realistic Approach Master Thesis
Weterman, P.A.C.
July 2023 -
Trading in Ethereum Perpetual: Predicting High and Low prices of next hour using Machine Learning Techniques Master Thesis
Hsieh, S.
July 2023