Research output per year
Research output per year
Supervised Work
- 8 results
Search results
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A Study of Machine Learning's Applicability in Realized Volatility Modelling
Hansen, S. S.
MSc in Business Administration and Mathematical Business Economics, (Graduate Programme) Final Thesis, 2023
Student thesis: Master thesis
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Estimating the Lasso's Effective Noise on Time-Dependent Data
Ahooei, J. T.
MSc in Business Administration and Mathematical Business Economics, (Graduate Programme) Final Thesis, 2023
Student thesis: Master thesis
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Investigating the Performance and Robustness of Debiased Machine Learning With Median of Means
Ahlberg, R., Bondrop, O. & Reimer, N.
MSc in Business Administration and Mathematical Business Economics, (Graduate Programme) Final Thesis, 2023
Student thesis: Master thesis
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M&A Success Prediction and Performance of Risk Arbitrage
Wang, M. & Ahmed, A.
MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2023
Student thesis: Master thesis
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Machine Learning the Shortcomings of Financial Models
Vestergaard, M. K.
MSc in Business Administration and Mathematical Business Economics, (Graduate Programme) Final Thesis, 2024
Student thesis: Master thesis
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Python Package for Mixed Frequency Data
Egelund-Müller, M.
MSc in Business Administration and Mathematical Business Economics, (Graduate Programme) Final Thesis, 2024
Student thesis: Master thesis
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Sparse Factor Augmented Local Projections: Combining Dense and Sparse Modelling Techniques for Analysing Impulse Responses in High Dimensional Settings
Johansson Lannge, E. & Hallberg, M.
MSc in Applied Economics and Finance, (Graduate Programme) Final Thesis, 2024
Student thesis: Master thesis
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Uncovering Linkages: A DCC GARCH Approach to Understanding Equity-bond Relationships Within Portfolio Construction
Decker, H. & Ferla, A.
MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2023
Student thesis: Master thesis
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