Di Pippo, Lacopo
Optimal Trading in Regime Switching Markets using Mixture-of- Experts Models
Masterarbeit
2025

Naznin, Shahina
A Comparative Study of Classical and Machine Learning Methods for Non-Life Insurance Claim Reserving
Masterarbeit
2026

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

Zwetzich, David
ARMA Models: Theory and Application
Bachelorarbeit
2025

Erb, Valentin
Univariate ARMA(p,q) Time Series Models with Applications
Bachelorarbeit
2025

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

Siris, Sarah
Empirical Quantification of ESG Risk based on Utility Theory
Bachelorarbeit
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

Bachhuber, Simon
Trading of Cryptocurrencies using Mean Reverting Portfolios
Bachelorarbeit
2025