Schröder, Konstantin
Machine Learning Methods for Financial Data Augmentation
Masterarbeit
2024

Ahmeti, Diellza
Exploring Dynamic Pricing Strategies with Demand Covariates
Masterarbeit
2023

Ortiz, Taberner
Almost sure central limit theorem and its applications
Masterarbeit
2024

Tyagi, Ishita
A Multi-Curve Approach to Market Consistent Pricing
Masterarbeit
2024

Thanos, Alexander
Financial Time Series Forecasting with Transformer-based Models
Masterarbeit
2024

Donisch, Michael
The Martingale Method for Optimal Investment with Random Endowment
Masterarbeit
2024

Benker, Roman
Optimizing the Drawdown Duration of Financial Portfolios
Masterarbeit
2024

Yang, Yu Jung (FIM)
Multivariate Affine GARCH in portfolio optimization
Masterarbeit
2024

Lausser, Tobias
Closed-form portfolio optimization under generalized GARCH models
Masterarbeit
2024

Reimoser, Veronika
Composite Goodness-of-fit Tests with Kernels
Masterarbeit
2024