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Browsing by Academic Advisor Sircar, Ronnie

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Showing results 14 to 33 of 83 < previous next >

Class Year	Author(s)	Title	Advisor
2005	Pestronk, Jefferson	DARPA, Intrade, and IEM: Electronic Markets as Information Aggregators	*Sircar, Ronnie*
2020	Zhou, David	Deep Learning for Pricing and Hedging Options & Optimizing Portfolios with Applications	*Sircar, Ronnie*
2022	Neal, Miles	Deep Value Investing with Hidden Markov Models	*Sircar, Ronnie*
2020	Cobzaru, Raluca	Dynamic Cournot Games of Energy Production under Constant Prudence Price Functions	*Fickenscher, Jonathan; Sircar, Ronnie*
2016	Brown, Isaiah	Dynamic Cournot Models for the Production of Energy under Stochastic Demand	*Sircar, Ronnie*
2018	Agbim, Nnaedozie	Economic, Environmental and Political Impacts on Crude Oil Price Volatility	*Sircar, Ronnie*
2018	Liu, Daniel	Empirical Analysis of Cryptocurrency Volatility	*Sircar, Ronnie*
2019	Patel, Rahi	An Empirical Investigation of Asset Price Bubbles Using The Local Martingale Theory of Bubbles and Multiple-Factor Return Models	*Sircar, Ronnie*
-	Choi, Edmond	An Examination of the Systematic Risks in the Multi-Name Credit and Equity Markets	*Sircar, Ronnie*
2014	Katz, Daniel	Examining Volatility in the Equity and Oil Markets Through Volatility Swaps and the Volatility Skew	*Sircar, Ronnie*
2009	Giedt, Carling M	Exercise Patterns of Executive Stock Options: An Empirical Analysis	*Sircar, Ronnie*
2016	Rangwani, Neil	Fear Futures: Pricing Models and Trading Strategies for VIX Futures	*Sircar, Ronnie*
-	Chan, Yuk Fung	Financial Models for Commodity, Energy and Equity Markets	*Sircar, Ronnie*
2019	Veo, Nicholas	Flattening the Duck Curve: A Network Optimization Approach to Electricity Transmission in California	*Sircar, Ronnie*
2021	Gitelman, Daniel	FOMO Fever: How the Democratization of Finance Quashed Efficient Markets	*Sircar, Ronnie*
2022	Garcia, Isaac	Forecasting the Average Fixed Interest Rate of 30-year Mortgages: A Machine Learning Approach	*Sircar, Ronnie*
2013	Paulauskas, Paulius	FOREX MARKET RESPONSE: Analysis of Natural Disasters and Their Impact on the Foreign Exchange Market	*Sircar, Ronnie*
-	Funk, Jacob James	Game Theoretic and Financial Models for Energy Commodities and Futures Prices	*Sircar, Ronnie*
-	Li, Zongxi	Games on Portfolio Optimization and Bitcoin Mining	*Sircar, Ronnie*
2022	Morton, Samuel	Going for Gold: Control Group Selection and Housing Price Analysis for Major Sporting Events	*Sircar, Ronnie*

Showing results 14 to 33 of 83 < previous next >