Dissertation topics suggested by the teacher.
Recent dissertations supervised by the teacher.
Second cycle degree programmes dissertations
- Artificial Neural Networks for SABR model calibration: an alternative approach to the traditional Hagan approximation
- Asset Price Bubbles: A Neural Network Approach
from Detection to Trading
- Comparative analysis for timeseries forecasting models for STLF
- Local volatility construction from rough Heston implied volatilities
- Tenor Networks for the Approximation of High Dimensional Valuation Functions
