1. Applications of AI in Non-Stationary Markets Karatas, Tugce 2023 Theses Artificial intelligence--Financial applicationsFinanceIndustrial engineeringNeural networks (Computer science)Capital assets pricing modelConsolidation and merger of corporations
2. Innovative derivative pricing and time series simulation techniques via machine and deep learning Fu, Weilong 2022 Theses Operations researchMathematicsFinanceDerivative securities--Prices--Mathematical modelsDeep learning (Machine learning)Neural networks (Computer science)--Industrial applications
3. Variable Clustering Methods and Applications in Portfolio Selection Xu, Xiao 2021 Theses Operations researchFinancePortfolio managementStocks--Rate of returnStandard and Poor's Corporation
4. Continuous-Time and Distributionally Robust Mean-Variance Models Chen, Lin 2020 Theses Operations researchIndustrial engineeringFinance
5. Essays in information relaxations and scenario analysis for partially observable settings Ruiz Lacedelli, Octavio 2019 Theses Operations researchFinanceMarkov processes
6. Price Dynamics & Trading Strategies in the Commodities Market Guo, Kevin 2018 Theses Operations researchFinanceCommodity exchangesPricesExchange traded funds
7. Clearinghouse Default Resources: Theory and Empirical Analysis Cheng, Wan-Schwin Allen 2017 Theses FinanceClearinghouses (Banking)Statistical decisionOperations research
8. Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading Ward, Brian Michael 2017 Theses Operations researchMathematicsFinanceFinancial engineering
9. Optimal Stopping and Switching Problems with Financial Applications Wang, Zheng 2016 Theses Assets (Accounting)Mathematical optimizationOrnstein-Uhlenbeck processBrownian motion processesFinance--Mathematical modelsOperations researchFinance
10. Methods for Pricing Pre-Earnings Equity Options and Leveraged ETF Options Santoli, Marco 2015 Theses FinanceOperations research
11. Optimal Multiple Stopping Approach to Mean Reversion Trading Li, Xin 2015 Theses Operations researchFinance
12. Stochastic Networks: Modeling, Simulation Design and Risk Control Li, Juan 2015 Theses Operations researchEngineeringFinance
14. From Continuous to Discrete: Studies on Continuity Corrections and Monte Carlo Simulation with Applications to Barrier Options and American Options Cao, Menghui 2014 Theses Operations researchFinance
15. High-Dimensional Portfolio Management: Taxes, Execution and Information Relaxations Wang, Chun 2014 Theses Operations researchFinance
16. Pricing, Trading and Clearing of Defaultable Claims Subject to Counterparty Risk Kim, Jinbeom 2014 Theses Operations researchFinance
17. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error Xu, Xingbo 2013 Theses Operations researchFinanceMathematics
18. Stochastic Models of Limit Order Markets Kukanov, Arseniy 2013 Theses Operations researchFinanceStatistics
19. Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms Nouri, Behzad 2012 Theses FinanceOperations research
20. Accounting for Risk Aversion in Derivatives Purchase Timing Leung, Siu Tang; Ludkovski, Mike 2011 Articles FinanceEconomics
21. Quantitative Modeling of Credit Derivatives Kan, Yu Hang 2011 Theses FinanceMathematicsCredit derivativesHedging (Finance)--Mathematical models
22. Risk Premia and Optimal Liquidation of Defaultable Securities Leung, Siu Tang; Liu, Peng 2011 Articles FinanceEconomics