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Displaying 5 results.

  1. Analysis of the Financial Times ranking "master in management" with machine learning
    By : Jansen, Arthur[UCL] Directed by : Lee, John Aldo[UCL] Vrins, Frédéric[UCL] (2017) Ecole polytechnique de Louvain

  2. Construction of investment signals based on corporate filings and ways to improve textual analysis
    By : Delaunoy, Valentin[UCL] Directed by : Saerens, Marco[UCL] Vrins, Frédéric[UCL] Cornet, Tanguy[UCL] (2019) Ecole polytechnique de Louvain

  3. CVA VaR: Analytical approximation vs Basel standard formulae
    By : Brou, Bertrand[UCL] Directed by : Vrins, Frédéric[UCL] (2020) Faculté des sciences

  4. Loss given default prediction through Kernel methods
    By : Rivas Estrada, José[UCL] Directed by : Vrins, Frédéric[UCL] (2023) Faculté des sciences

  5. Asian option pricing with comonotonic bounds.
    By : Tretiak, Nazarii[UCL] Directed by : Vrins, Frédéric[UCL] (2022) Faculté des sciences économiques, sociales, politiques et de communication