Argomenti di tesi proposti dal docente.
Ultime tesi seguite dal docente
Tesi di Laurea
- Time series and volatility analysis on Nasdaq100 with ARIMAGARCH approach and Markov-switching approach
Tesi di Laurea Magistrale
- A sentiment analysis on the Vietnamese stock market based on financial news
- ESG Score e performance finanziarie di portafoglio durante i periodi di grave recessione: due casi di studio
- FORECASTING RATE OF RETURNS
When using t – GARCH and Beta-t-EGARCH:
Application in SP500, FTSE100 and DAX30 stock markets
- Machine Learning approaches for daily predictions of asset price directions: considerations about performance and complexity
- Metodi statistici per le strategie di pair trading:un confronto
- Modelling the Covid-19 effect with multi-state Markov models: an application to the hotel sector
- Pairs Trading and Clustering: a comparative strategy.
- The impact of IPO issuance on the volatility of Chinese stock market
- Time-zone trading: a solution to manage risk during shock periods
- Trading automatizzato basato su algoritmi di Reinforcement Learning
