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Displaying 9 results.

  1. Analyse algorithmique de méthodes d’attribution de scores ESG
    By : Pierard, Arnaud[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Louvain School of Management

  2. Implied volatility modelling and non-linear machine learning estimation of payoff replication performances in the Black-Scholes framework.
    By : Konopek, Adrien[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Louvain School of Management

  3. Explication d’erreurs de couverture d'option avec des modèles de régression linéaire
    By : Micaj, Florenc[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Louvain School of Management

  4. Value-at-Risk and Expected Shortfall estimation using Machine Learning
    By : Novak, Mathias[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Louvain School of Management

  5. Impact de l'annonce d'une stratégie de réaction à la pandémie du COVID-19: Quelles répercussions sur les indices boursiers en fonction de la stratégie choisie ? (cas de la Belgique, Des Pays-Bas et de l'Angleterre)
    By : Dewolf, Sébastien[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Louvain School of Management

  6. Analyse de la stabilité et de la robustesse du classement Financial Times Master in Management de 2015 à 2019
    By : Lukenga, Juvancia[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Louvain School of Management

  7. Construction d'un portefeuille d'actions sur base d'un modèle de Machine Learning
    By : Brancart, Jérémy[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Louvain School of Management

  8. Etude des performances du Machine Learning dans la gestion de portefeuilles
    By : De Paepe, Arnaud[UCL] Directed by : Vrins, Frédéric[UCL] Petitjean, Mikael[UCL] (2020) Louvain School of Management

  9. Credit Value Adjustment: Comparison between constant and dynamic market-implied recovery
    By : Asseau, Ange[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Louvain School of Management