1. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error Xu, Xingbo 2013 Theses Operations researchFinanceMathematics
2. Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading Ward, Brian Michael 2017 Theses Operations researchMathematicsFinanceFinancial engineering
3. 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