Zeng, Yingsong
Modelling Conditional Volatility with Multivariate Long-Range Dependent Time Series Model
2025

Hu, Jingzheng
Regression Methods versus Machine Learning Techniques for Binary Classification
Masterarbeit
2025

Tang, Tian (FIM)
Dynamic portfolio optimization using a CEV-inspired HN-GARCH model
Masterarbeit
2025

Hein, Florian
Dynamic Portfolio Optimization with Markov-Switching Views in a Continuous-Time Black-Litterman Framework
Masterarbeit
2025

Ganßloser, Luis (FIM)
Causal Discovery in Sustainability: A Statistical and LLM-Based Approach
Masterarbeit
2025

Schäfer, Jonas
Market-Consistent Pricing in Theory and Practice
Masterarbeit
2025

Song, Shiyuan
Cyber Risk Insurance with Bonus-Malus Mechanisms: A Reproduction and Extension Study
Masterarbeit
2025

Abitz, Till
High-Dimensional Trading with Transaction Costs
Masterarbeit
2025

Lyu, Yueying
Optimal Investment with Partial Information and Recursive Utility
Masterarbeit
2025

Ihnatovych, Volodymyr
Temporal Difference Learning for Branching Diffusions
Masterarbeit
2025