Renić, Stipe
Clustering methods in Portfolio optimization
2024

Gao, Liwei
Multivariate time series models with Long-Range Dependence using S-vines
2024

Kostadinova, Evelina
Enhancing Catastrophe Bond Pricing: A Shot-Noise Process Approach to Modeling Climate-Induced Temporal Catastrophe Clustering
2024

Votolevskii, Georgii
Statistical Arbitrage in Commodity Markets
2024

Schwab, Zeno
Kritische Analyse von Variational Autoencodern
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Siggelkow, Constantin
Partial hedging in credit markets with structured derivatives: a quantitative approach using put options
Journal of Derivatives and Quantitative Studies
2024

Lai, Edwina
Constructing Investment Strategies with Artificial Intelligence & Large Language Models
Masterarbeit
2024

Vandré, Ole
A Deep Hedging Approach to the Construction of Optimal Financial Portfolios
Masterarbeit
2024

Huerta Tovar, Sergio
Computational Pricing of American Options via Martin Boundary Theory
Masterarbeit
2024

Yao, Yuesheng
Machine Learning / AI in Insurance: The Regulators' View.
Masterarbeit
2024