Browsing by Academic Advisor Soner, Mete
Showing results 1 to 13 of 13
Class Year | Author(s) | Title | Advisor |
2020 | Kim, Russell | A Reinforcement Learning Based Approach to Pricing and Hedging Financial Derivatives | Soner, Mete |
2022 | Li, Ethan | Alpha in Forums: Applying Regression Analysis to Reddit's r/WallStreetBets | Soner, Mete |
2020 | Hu, Rayleen | An Aging Society: Implications of Population Control Policies on the Chinese Social Security System | Soner, Mete |
2022 | An, Samuel | Exploring and Improving Upon the Hedging Performance of Neural Networks for the Individual Investor | Soner, Mete |
2021 | Nelson, Stephanie | FX Option Hedging with Deep Learning | Soner, Mete |
2021 | Kar, Nabhonil | Gaussian Process Regression for Volatility and Covariance Estimation of Noisy Observations | Soner, Mete |
2021 | Abraham, Zachary | A Machine Learning Approach to Post-Earnings Stock Price Prediction | Soner, Mete |
2022 | Seide, Ethan | Microfinance Investment Funds: Attractive Investments for Profit-Oriented Strategies and Social Impact | Soner, Mete |
2022 | Woll, John | Pairs Trading and Volatility | Soner, Mete |
1999 | Griscom, Stephen | Pricing Interest Rate Derivatives with Cox-Ingersoll-Ross | Soner, Mete |
2021 | Sun, Jeffrey | Pricing VIX Options with Artificial Neural Networks | Soner, Mete |
2020 | Li, Michael | The Calibration of the Heston Model Using Neural Network Pricing Approximations | Soner, Mete |
2020 | Gebre, Achie | Towards transparent Coffee Supply Chains using Blockchain technology: Feasibility study using cost analysis of smart contracts | Soner, Mete |