Potential Thesis Topics
General Area of Thesis Supervision: Machine Learning in Finance, Cryptocurrencies, Political Finance, Empirical Finance, Quantitative Finance, Risk Management, Parameter and Model Uncertainty, Forecasting
Open Topics: Seminars (e.g. Seminar in finance) Ambiguity/Parameter Uncertainty and Real Option Portfolios (Literature Review) Predicting the equity premium with ambiguity, which measure performs best? Predicting stock returns with ambiguity vs measuring the current level of ambiguity from the markets Predicting the equity premium with cross-sectional moments using simple ML rather than OLS and auto-encoders rather than principal components. Turbulence before and after elections. Is there a relationship to the measure of political uncertainty of Kelly et al. (2016)? Thesis (Mainly master thesis) Please be aware, that I will only supervise theses, where the Research Proposal fulfills the following requirements:
2025-01-15