PhD Thesis Reports
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Matthew Ames: Innovations in Dependence Modelling for Financial Applications (pdf)
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Holly Brannelly: A New Class of Quantile Processes with Applications in Risk Analysis and Valutation (pdf)
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Ioannis Chalkiadakis: Statistical Natural Language Processing and Sentiment Analysis with Time-Series: Embeddings, Modelling and Applications (pdf)
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Marta Campi: A Statistical Perspective of the Empirical Mode Decomposition (pdf)
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Wilson Chen: Quantile Dynamics (pdf)
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Antonio Dalessandro: Tensor Approximation of Generalized Correlated Diffusions and Applications (pdf)
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Fabio Dias: Signed Path Dependence in Financial Markets: Applications and Implications (pdf)
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Alice Xiaodan Dong: Actuarial Claims Reserving Statistical Models (pdf)
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Jing Yang Koh: Security and Privacy in Wireless Networking and Mobile Crowd Sensing (pdf)
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Efstathios Panayi: Modelling Empirical Features and Liquidity Resilience in the Limit Order Book (pdf)
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Kylie-Anne Richards: Modelling the Dynamics of the Limit Order Book in Financial Markets (pdf)
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Dorota Toczydlowska: Machine Learning Developments in Dependency Modelling and Feature Extraction. (pdf)
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Rodrigo Targino: Statistical Methods in Financial Risk Management (pdf)
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Kevin Hongxuan Yan: Generalised linear Gegenbauer long memory models for time series of counts
with financial and insurance applications (pdf)
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Zaremba: Assessing Causality in Financial Time Series (pdf)
MSc Thesis Reports
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Tran Huy: Latent Factor Commodity Models: Filtering and Estimation. (pdf)
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Shamin Kinathil: Nonlinear Filtering for Non-Stationary Multivariate Cointegration Models. (pdf)
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Paul Veerhuis: Arbitrage Free Nelson Siegel Yield Curve Modelling: An Application to Assess Unconventional Monetary Policy. (pdf)
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Blaise Standish: Modelling Execution Strategies for Algorithmic Trading via MDP's (pdf)
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Aaron Byrnes: Estimation and Modelling in Heavy-Tailed Operational Risk Exposures with Insurance Mitigation (pdf)
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Chen Yang: On Exploring Dependence Structures for Operational Risk Models (pdf)
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Matthew Ames: Investigating Multivariate Tail Dependence in Currency Carry Trade Portfolios via Copula Models. (pdf)
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Jonathan Cox: Methodology for Joint Estimation in Bayesian CVAR Models. (pdf)
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Vivien Ziting Zhou: Yield Curve Modelling and Dynamics. (pdf)
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Maciek Markowka: Cointegrated Vector Autoregression models with Nonlinear
Dynamic Dependence Structure. (pdf)