PhD and Master Theses

PhD Theses

Jian-Hong Lin, DownloadCentralisation in financial socio-economic and ecological complex networks (PDF, 10.6 MB) (14 July 2022 at ETH Zurich)
Dongshuai Zhao, DownloadDetecting financial bubbles, dynamical and fundamental approaches (PDF, 3.6 MB) (8 July 2022 at ETH Zurich)
Giuseppe Maria Ferro, DownloadDescription, prediction and origin of human decision making: a multidisciplinary approach towards a unified choice theory (PDF, 2.4 MB) (11 Feb. 2022 at ETH Zurich)
Graciela Rojo Limon, DownloadHigh quality parametric seismic catalogues from several sources around the Dead Sea Fault Zone and in Turkey (PDF, 10.1 MB) (8 Feb. 2022 at ETH Zurich)
Tobias A. Huber, DownloadAccelerating Innovation: Markets, Speculation, and Emerging Technologies (PDF, 3.2 MB) (7 Dec 2021 at ETH Zurich)
Ali Ayoub, DownloadFor a safer nuclear outlook: learning from experience within an adaptive and generic probabilistic safety assessment framework (PDF, 4.8 MB), (1 Dec 2021)
Florian Michael Till Ulmann, DownloadUnderstanding Asset Price Dynamics in the Presence of Option Hedging, Circuit Breakers and Cash Flow Growth (PDF, 1.8 MB) (24 Nov. 2021 at ETH Zurich)
Sumit Kumar Ram, DownloadEpidemic and contagion processes in self-organizing systems (PDF, 12.5 MB) (16 Nov. 2021 at ETH Zurich)
Jan-Christian Gerlach, DownloadModelling of speculative bubbles and forecasting of market crashes (PDF, 9.4 MB) (17 Feb. 2021 at ETH Zurich)
Alexander Wehrli, DownloadFinancial point process modelling, the end-exo problem, flash crashes and the excess volatility puzzle explained (PDF, 17.5 MB) (3 February 2021 at ETH Zurich)
Rebecca Westphal, DownloadAgent-based models to understand, exploit and prevent financial bubbles (PDF, 6.9 MB) (22 January 2021 at ETH Zurich)
Michael Schatz, DownloadFinancial modeling of bubbles and crashes (PDF, 5.5 MB) (31 March 2020 at ETH Zurich)
Dionysios Georgiadis, DownloadEnabling learning in resilient adaptive systems: from network fortification to mindful organising (PDF, 1.6 MB),
PhD thesis at ETH Zurich (Future Resilient Systems in the Singapore-ETH Center) (15 July 2019).
Damian Smug, DownloadCritical transitions in financial models (PDF, 5.4 MB) (bifurcation and noise-induced phenomena), PhD thesis defended at the Univ. of Exeter, UK (November 2018)
Richard Senner, DownloadFollowing financial stocks and flows: Global imbalances, financial crises and crypto currencies (PDF, 5.3 MB),
Phd thesis at ETH Zurich (10 October 2018)
Ke Wu, DownloadFinancial markets in natural experiments, field experiments, lab experiments and real life (PDF, 4.5 MB), PhD thesis at ETH Zurich (29 May 2018)
Sandro Lera, DownloadConstrained Stochastic Processes in Complex Socio-Economic Systems (PDF, 2.9 MB), PhD thesis at ETH Zurich, 22 March 2018
Lucas Fiévet, DownloadNonlinear ensemble models to predict oil reserves and stock market returns in the presence of inherent uncertainty (PDF, 5.2 MB), PhD thesis at ETH Zurich, 11 October 2017
Tatyana Kovalenko, DownloadNew risk management frameworks: from quantum decision theory to system resilience (PDF, 3 MB),
PhD thesis at ETH Zurich, 3 October 2017
Guilherme do Livramento Demos, DownloadInformation Geometry and the Dynamic Detection of Financial Bubbles and Crashes (PDF, 5.1 MB), PhD thesis at ETH Zurich, 5 September 2017
H. Sohn, Rational belief bubbles, PhD thesis at ETH Zurich, 19 May 2017
Shyam Nandan, DownloadTowards Physics Based Epidemic Type Aftershock Sequence Models (PDF, 14.5 MB), PhD thesis at ETH Zurich, 20 January 2017
Diego Ardila, DownloadDynamic approaches to real estate bubbles: methods and empirical studies (PDF, 6.2 MB), PhD thesis at ETH Zurich, 11 November 2016
Maroussia Favre, DownloadModeling social interactions and their effects on individual decision making (PDF, 3.9 MB), PhD thesis at ETH Zurich, 13 April 2016
Spencer Wheatley, DownloadExtending the Hawkes process, a general outlier test, and case studies in extreme risks (PDF, 2 MB), PhD thesis at ETH Zurich, 12 April 2016
Matthias Leiss, DownloadFinancial market risk of speculative bubble (PDF, 3.7 MB)s, PhD thesis at ETH Zurich (co-supervised with Prof. D. Helbing), 18 January 2016
Dmitry Chernov, Causes of Failures in Intra- and Inter-organizational Risk Information Transmission Before and During Major Disasters, Sector Differences in Risk Management, PhD thesis at ETH Zurich, 9 November 2015 (published as the book entitled "Man-made Catastrophes and Risk Information Concealment")
Yavor Kamer, DownloadMagnitude frequency, spatial and temporal analysis of large seismicity catalogs: The Californian Experience (PDF, 7.5 MB),
PhD thesis at ETH Zurich, 2 October 2015
Susanne von der Becke, DownloadLiquidity Creation and Financial Instability (PDF, 4.3 MB), PhD thesis at ETH Zurich, 9 March 2015
Zalan Forrò, DownloadDetecting Bubbles in Financial Markets: Fundamental and Dynamical Approaches (PDF, 2.7 MB), PhD thesis at ETH Zurich, 24 February 2015
Ryohei Hisano, DownloadLarge scale empirical analysis of regularities and dynamics of markets (PDF, 12 MB), PhD thesis at ETH Zurich, 20 August 2013
Yaming Wang, DownloadAutomatic reconstruction of fault networks from seismicity catalogs including location uncertainty (PDF, 4.5 MB), PhD thesis at ETH Zurich, 9 July 2013
Qunzhi Zhang, DownloadDisentangling Financial Markets and Social Networks: Models and Empirical Tests (PDF, 786 KB), PhD thesis at ETH Zurich, 25 February 2013
Andreas Hüsler, DownloadBiased Expectations in Non-Sustainable Financial and Economic Systems (PDF, 3.3 MB), PhD thesis at ETH Zurich, 17 September 2012
Georges Harras, DownloadOn the emergence of volatility, return autocorrelation and bubbles in equity markets (PDF, 6 MB), PhD thesis at ETH Zurich, 22 May 2012
Moritz Hetzer, DownloadThe evolution of fairness preferences, altruisitc punishment, and cooperation (PDF, 7.9 MB), PhD thesis at ETH Zurich, 19 September 2011
Wanfeng Yan, DownloadIdentification and Forecasts of Financial Bubbles, PhD thesis at ETH Zurich (PDF, 3.7 MB), 29 August 2011
Thomas-Quentin Maillart, DownloadMechanisms of Internet Evolution and Cyber Risks, PhD thesis at ETH Zurich (PDF, 10.5 MB), 10 May 2011
Jeffrey B. Satinover, DownloadIllusory and genuine control in optimizing games and financial markets (PDF, 1.8 MB), PhD thesis at University of Nice-Sophia Antipolis, 24 July 2008
Max J. Werner,DownloadOn the Fluctuations of Seismicity and Uncertainties in Earthquake Catalogs: Implications and Methods for Hypothesis Testing (PDF, 4.8 MB), PhD thesis at UCLA, 4 December 2007

Master Theses

Jan Lucas Haas, Leveraging momentum signal for low ESG rated stocks, Master thesis at ETH Zurich (July 2022)
Luca Garbi, A collateral concentration framework for non-financial collateral, Master thesis at ETH Zurich (July 2022)
Julius-James Nagelmackers, Quantifying the effect of changes in energy efficiency standards on valuations of Switzerlan’s residential real estate, Master thesis at ETH Zurich (July 2022).
Maximilien Bosc, Characterizing Machine Learning Uncertainty to Improve Long-Short Equity Strategies, Master thesis at ETH Zurich (April 2022)
Fabian Winkelmann, A Multi-Modal Signal Framework for Trading Cryptocurrencies with Reinforcement Learning, Master thesis at ETH Zurich (March 2022)
Charles Mitais, The hidden perils of (over-)control in complex systems, Master thesis at ETH Zurich jointly with EPFL (March 2022)
Nick Bechtiger, A History of Financial Bubbles, Master thesis at ETH Zurich (Feb 2022)
AngeloD’Anna, DownloadDisentangling idiosyncratic and cross-sectional markets entiment from news reports to predict stock price movements (PDF, 4.5 MB), Master thesis at ETH Zurich (Dec. 2021)
Carla Sophie Rieger, DownloadModeling decision making under risk based on (open) quantum systems (PDF, 4.3 MB), Master thesis at ETH Zurich (December 2021)
Fu ZHENG, DownloadValidation of MSCI carbon emissions data leveraging WEPP for electric power generation companies (PDF, 3.9 MB),
Master thesis, ETH Zurich (Nov 2021)
Chris Papadakis, DownloadMachine Learning with Graphs and Applications in Finance, (PDF, 2.3 MB) Master Thesis at ETH Zurich (October 2021)
Omid Shams, Identification of a techno-economic framework to improve energy efficiency for the Swiss industry, master thesis (Sept 2021)
Yuxin Wang, DownloadBack-Testing on the Low-Volatility Trading Strategy in the Chinese Stock Market (PDF, 2 MB), ETH Zurich (August 2021)
Johannes Christmann, DownloadThe Impact of Leverage and Short Selling on Financial Bubbles and Crashes (PDF, 3.6 MB), Master Thesis, Master in Accounting and Finance, University of St. Gallen, in Collaboration with the Chair of Entrepreneurial Risks, ETH Zurich (August, 2021)
Anna Schmidt-Rohr, DownloadEmergence of Human Decision-Making Behavior Using Evolutionary Selection of an Ecology of Learning Neural Networks (PDF, 821 KB), Master thesis, ETH Zurich (July 2021)
Selena Pepic, DownloadMultifractal volatility predictors for enhanced portfolio strategies (PDF, 1.4 MB), Master Thesis ETH Zurich (May, 2021)
Mengtian Fu, DownloadAnalysis of Costs Associated with COVID-19 Mitigation Strategies in Selected European Countries (PDF, 2.4 MB), Master thesis at ETH Zurich (April 2021
Richard Hermann Anselmo Stahl, DownloadLeveraging Time-Series Signals for Multi-Stage Startup Success Prediction (PDF, 591 KB), Master thesis at ETH Zurich (April 2021)
Siqi Dai, DownloadMeasuring Reputational Risk by External Data (PDF, 890 KB), Master thesis at ETH Zurich (Dec. 2020)
Ernst Florian Schweizer-Gamborino, DownloadThe Robo-Investors from Graham-Doddsville Applying Machine Learning to the Investment Choices of Warren Buffett (PDF, 985 KB), Bachelor thesis at ETH Zurich (Nov 2020)
Davide Cividino, DownloadA Statistical Physics approach to financial bubbles: Ising-like modeling of social imitation in an Agent-based multi-asset market (PDF, 6.8 MB), master thesis at ETH Zurich (October 2020)
Michael Weinold, Technology Spillovers in Solid State Lighting, Master’s Thesis in Physics, University of Cambridge UK and ETH Zurich (October 2020)
Lorenzo Olivi, The impact of the COVID-19 pandemic and fiscal relief on peer-to-peer lending in the United States , Master thesis ETH Zurich (Sept. 2020)
Virgile Troude, DownloadFinancial Crash Identification for Trading strategies and Consultancy services (PDF, 16.2 MB), Master Thesis ETH Zurich (Sept. 2020)
Joël Luca Glässer, DownloadA Data-Driven Assessment of Financial Market Risks Based on Historical Financial Crises (PDF, 1.7 MB), Master Thesis ETH Zurich (Sept. 2020)
Valeria Nanotti, DownloadHow has evolution shaped our decision making? A Neural Network Agent Based Model for the development of heuristics (PDF, 1.1 MB), Master thesis ETH Zurich (Sept 2020).
Pablo Descudet Capdevila, DownloadVerification of a Jump-diffusion model of bubbles and crashes with non-local behavioural self-referencing (PDF, 2.6 MB), Master thesis ETH Zurich (August 2020)
Sayuli Drouard, DownloadEffects of controlling or exploiting financial bubbles on market dynamics in the framework of an agent-based mode (PDF, 1.8 MB)l, Master Thesis ETH Zurich, September 1st, 2020
Kevin Duncan Grab, Power Market Prices and the Order Book: A Study in the German Intraday Power Market, Master thesis in Statistics at ETH Zurich (August 2020)
Niklas Lappe, DownloadBeating the market: a quantitative approach to fundamental investing (PDF, 7.9 MB), master thesis ETH Zurich (June 2020)
Antoine Kopp, DownloadEquilibrium model of a fixed income market with fundamentalist and chartist traders (PDF, 74.1 MB), Master thesis at ETH Zurich (July 2020)
Yuanyuan Hu, DownloadComparative analysis between the Panic of 1907 and the Financial Crisis of 2007 (PDF, 1.4 MB), Master thesis ETH Zurich (May 2020)
Emma Lucretia Schepers, DownloadQuantum Walks and Decision Theory: Exploring the opportunities and challenges (PDF, 2.3 MB),
Master thesis Department of Physics, ETH Zürich, May 2020
Ferdinand Wittmann, DownloadA streamlined and image-focused Platform to connect Flatmates (PDF, 1.7 MB), Bachelor Thesis (March 2020)
Andrej Stankovski, DownloadEnhancement of the ETHZ Nuclear Events Database and Preliminary Trend Analysis (PDF, 3.8 MB), ETH Zürich (Jan.2020)
Yujie Zeng, DownloadA comprehensive reliability test of technical trading strategies (PDF, 2.4 MB). Univ. of Lausanne and ETH Zurich (Dec. 2019)
Silvia Lama, DownloadStart-up valuation in Switzerland: analysis and methods, Master thesis ETH Zurich (PDF, 2.2 MB) (Dec. 2019)
Jonas Reinecke, DownloadMeet-or-Beat: A Savings Model of Discretionary Accruals, Master thesis at Stanford (PDF, 1.5 MB) (Dec. 2019)
Emily Damiani, DownloadEquilibrium model of fundamentalist and noise traders in a multi-asset framework (PDF, 4.9 MB), Master thesis (Sept. 2019)
Devendra Shintre, DownloadModelling Forex Market Reflexivity using Self-Exciting Point Process and Ensemble Learning (PDF, 1.5 MB),
Master’s Thesis (September 2019)
Xi Chen, DownloadGeneric Level 2 Probabilistic Safety Analysis on Pressurized Water Reactors (PDF, 1.6 MB), Master thesis (August 2019)
Luca Schneider, DownloadRevisiting Equity Strategies with Financial Machine Learning (PDF, 7.5 MB), Master thesis (September, 2019)
Basile Despond, DownloadImpact of Heterogeneity of Noise Trader Agents on Volatility Clustering (PDF, 11.5 MB), Master Thesis (August 2019)
Xiang Li, Acceleration effect and double period gamma factor in recent US Equity market, Master thesis (August 2019).
Tianqi Wang, DownloadAn in-depth analysis of the impact of ESG investing on returns using large-scale news data, Master thesis (PDF, 1.9 MB) (August 2019)
Lukas Eisner, DownloadThe Interplay between Social Media Sentiment and the Cryptocurrency Market (PDF, 1.2 MB) (July 2019)
Athina Voulgari, DownloadEthereum analytics, Master thesis (PDF, 1.6 MB) (July 2019)
Marco Versari, DownloadSwiss sailing team athlete portfolio optimisation (PDF, 4.2 MB), Master thesis (July 2019)
Xiaoye Shi, DownloadAnalysis of ByteDance with a close look on Douyin / TikTok (PDF, 1.2 MB), Master thesis (June 2019)
Claudio Walde, DownloadForecasting Residential Real Estate Prices in Eight OECD Housing Markets (PDF, 5.4 MB), Master thesis, department of MTEC (June 2019)
Alain Glücksmann, DownloadBacktesting of Trading Strategies for Bitcoin (PDF, 1.7 MB), Master thesis, Physics Department (June 2019)
Xingyu Yang, DownloadDesigning and back-testing a trading strategy for stocks combining LPPLS signal and fundamentals (PDF, 5.9 MB), Master Thesis (June, 2019)
Xuechun Yang, DownloadCredit as a Crux in China’s Economic Growth (PDF, 1.6 MB) (Credit Expansion and its Influences on China’s Real Econom Master Thesis (May 2019)
Gustav Kvick, DownloadSubscription based valuation approach: an estimation of Netflix’s and Spotify’s value (PDF, 1.8 MB), Master thesis (May 2019)
Scott Reiser, DownloadNuclear in the Mix: A Scenario Analysis of Swiss Electricity Supply and Demand at the Horizon 2050 (PDF, 4.3 MB) (April 2019)
Ecem Simin Yildiz, Analysis of Capital Investments for Risk Identication: A case study in pharmaceutical industry, Master thesis (April 2019)
Clint J. Kurinjirappalli, DownloadPerformance Evaluation of the Efficient Crashes Model Based on Synthetic Data (PDF, 3.8 MB), Master Thesis (April 2019)
Daniel Partida, DownloadBitcoin Bubbles: Epidemic-Diffusion Analyses and Models, semester master project (PDF, 1.8 MB) (March 2019)

Tinatin Mamageishvili, DownloadBack-testing of trading strategies using financial crisis observatory output (PDF, 5.8 MB) (March 2019).
Emina Boudemagh, DownloadEstimating Risk Preferences in a Portfolio Choice Experiment using Quantum Decision Theory (PDF, 1.1 MB) Feb. 2019
Pablo Guzman-Gomez, Model error from the Time@Risk perspective, Downloadsemester project (PDF, 1.1 MB), Dec. 2018
Gian Giacomo della Torre, DownloadCompetition in the Darknet market places (PDF, 12.9 MB)
(An attempt to model the competition in the framework of Economic Complexity), October 2018
Sigurdur Magnusson, DownloadLeave-out methods for selecting the optimal starting point of financial bubbles (A more flexible statistical model for the LPPLS model and leave-out methods for selecting the beginning of bubbles (PDF, 1.9 MB)), Nov. 2018
Aline Schillig, DownloadCyber Risks and Data Breaches (PDF, 2.7 MB), Oct. 2018
Quang Pham, DownloadBack-testing of trading strategies based on the financial crisis observatory output (PDF, 13.1 MB) (Oct. 2018)
Simona Ferrari, DownloadFinancial market anomalies: acceleration effect and gamma factor (PDF, 1.6 MB) (September 2018)
Basile Despond, DownloadGeomagnetic Storms and the Stock Market (PDF, 282 KB), Semester Thesis (August 2018)
Jean-Remy Conti, DownloadLong-term behavior of an artificial market,composed of fundamentalists and noise traders (PDF, 1 MB), August 2018
Igor Pesic, DownloadMomentum and acceleration based strategies using optimal trend and curvature estimators on sparse data (PDF, 3.2 MB), August 2018
Giuseppe Maria Ferro, DownloadHorse-race between decision-making models (Quantum Decision Theory and "Classical" counterparts) (PDF, 1.7 MB), (July 2018)
Apoorva Gupta, Does the trend towards indexation cause market instability?, DownloadMaster thesis (PDF, 1.5 MB) (July 2018)
Magali Chever, Industry and firm-level transformations, implications for risk and for the role of commercial insurance: a case from the transportation industry (May 2018)
Lan Chen, DownloadSafety of Nuclear Energy: Analysis of Events at Commercial Nuclear Power Plants (PDF, 1.2 MB) (May 2018)
Stefano Radaelli, Event Detection and Characterization on Twitter Streams using Unsupervised Statistical Methods (March 2018)
Victor Revuelta, DownloadDesign and implementation of a software system for the composition of a database and automated trading system on different cryptocurrency trading markets (PDF, 1.4 MB) (March 2018)
Alex Huang, DownloadRealtime Election Result Forecast and FX Market Reaction (PDF, 2 MB) (February 2018)
Jialing Xi, DownloadSystematic Foreign Exchange Hedger for Multi-Currency Portfolios using Genetic Algorithms (PDF, 1.4 MB) (January 2018)
Vincent Giorgis, DownloadUse the Hype to Innovate: Social Bubbles to Save the World from Climate Change (PDF, 2.1 MB) (November 2017)
Morgan Siffert, DownloadCalibration of Quantum Decision Theory, analysis of parameters, gender difference and risk aversion (PDF, 1.8 MB) (September 2017)
Alexander Wehrli, Market Impact in a Multivariate Hawkes Process Model (June 2017)
Dimitri Bozovic, DownloadUnicorns Analysis: An Estimation of Spotify's and Snapchat’s Valuation (PDF, 735 KB) (March 2017)
Jan Kevin Pluut, DownloadPower Grids Portfolio Optimization (PDF, 817 KB) (March 2017)
Daniel Merten, DownloadExtension of the Markowitz Portfolio Optimization to include diversification measures such as the Herfindahl Index and other means (PDF, 1.7 MB) (February 2017)
Anders Thure Nelson, Relative value trades in European inflation-linked bonds (February 2017)
Mattias Franchetto, DownloadStochastic online and offline calibration of a jump-diffusion model for financial bubbles and crashes with non-local self-referencing mispricing and an application to risk measure estimation (PDF, 7 MB)(December 2016)
Madis Ollikainen, DownloadMultiple market regimes in an equilibrium model of fundamentalist and noise traders (PDF, 3.1 MB) (September 2016)
Robert Kuert, DownloadAnalysis of real estate bubbles in eight residential markets — Testing for econometric regime shifts and concordance of bubble indicators using fundamental based methods (PDF, 2.8 MB) (September 2016)
Herman Hellenes, DownloadA bridge between statistical learning and agent based modelling in stock market predictions (PDF, 2.2 MB) (August 2016)
Delong Lu, DownloadAnalysis of real estate price dynamics in Switzerland using a fundamental factor model (PDF, 3.9 MB) (March 2016)
Sabine Vincent, DownloadCalibration of Quantum Decision Theoryand Stochastic Choice Predictability (PDF, 874 KB) (February 2016)
Ralf Kohrt, The market impact of exploiting financial bubbles (January 2016)
Tuncay Michael Irmak, DownloadDiagnosing bubbles in fixed income markets (PDF, 628 KB) (October 2015)
Ioannis Georgiadis, DownloadBubble Analysis of the Swiss Real Estate Market Using a Hedonic Index (PDF, 2.1 MB) (September 2015)
Pawel Morzywolek, DownloadNon-parametric methods for estimation of Hawkes process for high-frequency financial data (PDF, 2.7 MB) (August 2015)
Philip Berntsen, DownloadParticle filter adapted tojump-diffusion model of bubbles and crasheswith non-local crash-hazard rate estimation (PDF, 1.9 MB) (July 2015)
Daniel MacKinlay, DownloadEstimating self-excitation effects for social media using the Hawkes process (PDF, 2.6 MB) (May 2015)
Sindri Kolbeinsson, DownloadModeling Equity Markets with Agent Based Models: Trade Indicators and Calibration Methods (PDF, 1.2 MB) (April 2015)
Keith Carron, DownloadCalibration of Bubble Indicators for Foreign Exchange Markets (PDF, 2.7 MB) (March 2015)
Maximilian Seyrich, DownloadPercolation Theory Applied to Financial Markets: A Cluster Description of Herding Behavior Leading to Bubbles and Crashes (PDF, 5.3 MB) (February 2015)
Daniel Philipp, DownloadInfluence of LPPL traders on financial markets (PDF, 1.6 MB) (February 2015)
Sandro Lera, DownloadConstrained Random Walk Models (PDF, 3.8 MB) (February 2015)
Miguel Angel Benjamin Guerrero, DownloadMultiCorePricer: A Monte-Carlo Pricing Engine for Financial Derivatives (PDF, 1.3 MB), Master thesis at ETH Zurich (Jan. 2015)
Miguel Guerrero, DownloadMultiCorePricer: A Monte-Carlo Pricing Engine for Financial Derivatives (PDF, 1.3 MB) (January 2015)
Stefan Rustler, DownloadShocks and Self-Excitation in Twitter: Response Function Characterization in Epidemic Processes in Social Media (PDF, 4.1 MB) (November 2014)
Guillermo Valencia Arana, DownloadCurrency Wars: The Lack of a Global Monetary System (PDF, 2.8 MB) (November 2014)
John Vorrias, DownloadThe Market Risk Puzzle of Idiosyncratic Volatility (PDF, 2.5 MB) (October 2014)
Konstantinos Toleris, DownloadLocation Risk Management: Case Studies of the Asian and Nordic Crises (PDF, 1.5 MB) (September 2014)
Marco Lissandrin, DownloadStatistical Testing of DeMark Indicators in Commodity Futures Markets (PDF, 1.7 MB) (September 2014)
Emmanuel Munich, Valuation of high growth firms (August 2014)
Joel Bloch, DownloadForecasting Intensity of Mid-Quote Price Changes Via the Hawkes Model (PDF, 1 MB) (August 2014)
Daniel Philipp, Semester Thesis (ETH Physics department), DownloadLong super-exponential bubbles in an agent-based model (PDF, 1.7 MB) (July 2014)
Matthias Kull,DownloadPortfolio Optimization for Constrained Shortfall Risk: Implementation and IT Architecture Considerations (PDF, 2.1 MB) (July 2014)
Timurs Butenko, DownloadPortfolio Credit Risk Modelling. A Review of Two Approaches (PDF, 3.1 MB) (July 2014)
David Stokar, DownloadThe crowdfunding investor (CFI) - a new species in an existing ecosystem (PDF, 963 KB), Thesis for MAS MTEC (June 2014)
Stefan Rustler, DownloadTowards Quantifying Self-Excitation in Twitter Messaging (PDF, 2.2 MB) (June 2014)
Julien Schroeter, DownloadLimit Order Book reconstruction, visualisation and statistical analysis of the order flow (PDF, 1.3 MB), Bachelor thesis (May 2014)
Andreas Lagerqvist, DownloadParameter Estimation of a non-Equilibrium Asset Pricing Model and Performance Analysis of the Calibration in Terms of Sloppiness (PDF, 1 MB) (May 2014)
Abdelaziz Belqadhi, DownloadScenario analysis and stress-testing with expert, predictive and risk-correcting views (PDF, 965 KB) (February 2014)
Theodoros Giannakopoulos, DownloadA deep dive in the Mean/Variance Efficiency of the Market Portfolio (PDF, 4.2 MB) (September 2013)
Alexander Hirschmann, DownloadGlobal Central Bank Actions and Their Impact during the 2007 Financial Crisis and the Great Recession (PDF, 4.6 MB)(September 2013)
Florian Süss, DownloadFinancing options for the renewal of the permit for the operation of Luftseilbahn Küssnacht-Seebodenalp (PDF, 945 KB) (August 2013)
Martin Pleischl, DownloadDetection of financial bubbles with the FTS-GARCH model and extensions (PDF, 7.3 MB) (May 2013)
Omar Abdel Rahman, DownloadAre U.S. Student Loans the "Next Bubble"? (PDF, 1.7 MB) (April 2013)
Konstantinos Evangelou, DownloadLarge Deviations of Stock Market Returns (PDF, 3.7 MB) (April 2013)
Diego Andrés Ardila Alvarez,DownloadBubble Analysis of the Swiss Real Estate Market (PDF, 10.1 MB) (March 2013)
Mate Nemes, DownloadOption Market liquidity - An empirical study of option market bid-ask spreads (PDF, 3.4 MB) (January 2013)
Johannes Peter,DownloadModelling Uncertainty & Flexibility in the Financial Analysis of a Real Estate Development Project in Switzerland (PDF, 2.9 MB) (December 2012)
Johan Boissard, DownloadApplications and Uses of Digital Filters in Finance (PDF, 12.7 MB) (December 2012)
Nicola Pestalozzi, DownloadNighttime lights as proxy for the spatial growth of dense urbanized areas (PDF, 5.4 MB) (November 2012)
Kimon Marketos. DownloadAssessment of future hydropower plants investments in Switzerland - a Real Options Approach (PDF, 2 MB) (August 2012)
Francisco José Con Garza, Modeling the exposure to energy price risk of a global building materials firm (August 2012)
Sylvain Robert, DownloadSequential Monte Carlo methods for a dynamical model of stock prices (PDF, 5.1 MB) (August 2012)
Marc A. Del Degan, DownloadAnalysis of peak oil with focus on Norwegian oil production (PDF, 6.1 MB) (July 2012)
Yannick Lagger, DownloadGain/loss Asymmetry and the Leverage Effect (PDF, 1.1 MB) (January 2012)
Peter Zeeuw van der Laan, DownloadApplication of the SEMF process to financial time series (PDF, 2.2 MB) (October 2011)
Jonas Nikolaus Debatin,DownloadA time-dependent lead-lag study of house prices and monetary policy (PDF, 3.4 MB) (September 2011)
Matthias Moeller, Risk Management at ewz Power Trading, Analysis and Evalution of Actual Processes and Recommendations for Further Development (June 2011)
Vivudh Bhatia, DownloadUnderstanding the Financial Crisis, Post Crisis Policy Implications and Analysis of Public Comments (PDF, 2.5 MB) (June 2011)
Yuting Chen, DownloadWeather Index-Based Rice Insurance (A pilot study of nine villages in Zhejiang Province, China) (PDF, 1.2 MB) (June 2011)
Aleksej Akopian, DownloadSt. Petersburg Paradox - a VaR approach (PDF, 2.2 MB), (March 2011)
Eugene Filimon, DownloadWeather to Buy or Sell: Extreme Weather Impact on Corn Futures Market (PDF, 9.2 MB), (February 2011)
Rafael Klein Rivera, DownloadExtreme Price Drawdowns in Financial Markets with time-varying Volatility- AppendicesB,C,D,E,F (PDF, 2.4 MB) (January 2011)
Reda Rebib, DownloadDetection of Equity Market Crashes and Recoveries (PDF, 4.5 MB), (January 2011)
Marina Stoop, DownloadCredit Creation and its Contribution to Financial Crises (PDF, 1.1 MB), (August 2010)
Nan Zhao, DownloadModeling Dependence in Catastrophe Risk Portfolio and Optimizing Capital Loading (PDF, 2.3 MB), (November 2010)
Bernhard Andreaus, DownloadDiagnostics and Pricing Models of Employee Stock Options, September (PDF, 927 KB) 2010
Sabine Elmiger, DownloadMarket Selection in an evolutionary Market with Dividends generated by a Percolation Model (PDF, 1.5 MB), May 2010
Olga Voznyuk, DownloadRelation between interest rates and inflation (PDF, 728 KB), April 2010
Anastasia Filimon, DownloadIdentification of bubble phases from a CEV-type model (PDF, 2.5 MB), April 2010
John-Oliver Engler, DownloadSingularities and Resonances in Complex Adaptive Systems, Diploma Thesis in Physics (PDF, 3 MB), March 2010
Antoine Beuchat, DownloadSemi-analytical Solution of a Generalized Delay Logistic Equation (PDF, 1.3 MB), March 2010
Simon Thibaut, DownloadAn empirical study of stock portfolios based on diversification and innovative measures of risks (PDF, 1.5 MB), February 2010
Xavier Meseguer, DownloadDragon-Kings in financial data - study at different time - (PDF, 7.4 MB), January 2010
Dimitris Karamitsos, DownloadReal Options in Strategy of R&D Portfolio/Applying Real Options to Strategies of R&D Portfolio: Comparing model to traditional methods of investments evaluations (PDF, 3.8 MB), Dec 2009
Wang Wei, DownloadThe business operating environment of foreign exchange brokerage in the Asia-Pacific region (PDF, 3.1 MB), October 2009
Wang Yunhui, DownloadThe Status of Mutual Insurance in China and a Proposed Mixed Mutual/Commercial Insurance Model (PDF, 1.1 MB), October 2009
Frendo Tomas,DownloadFactor of Success in Open Source Software (PDF, 932 KB), October 2009
Marc Vogt, DownloadAchieving Sustainable Education (PDF, 1.3 MB), May 2009
Luis de Miguel Barrachina, DownloadDelving into the Spidyn Universe (PDF, 2.5 MB), May 2009
Qunzhi Zhang, Towards Impacts of News on Stock Prices: a First Approach, May 2009
André Bertolace, DownloadStudy of a nonlinear model of the price of an asset: Kalman filter calibration to data (PDF, 2.9 MB), March 2009
Marc Bourget, DownloadTurmoil reveals the inadequacy of the financial system; moving towards a strengthening of its efficacy and robustness (PDF, 800 KB), Dec 2008
David Trudel, DownloadTail Dependence of Hedge Funds (PDF, 3.8 MB), November 2008
Stefan Olofsson, DownloadThe subprime crisis from the inside (PDF, 1.6 MB), Oct 2008
Sebastian Schmuki, DownloadTail dependence: implementation, analysis and study of the most recent concepts (PDF, 5.6 MB), Oct 2008
Alan Taxonera, DownloadIn search of pockets of predictability (PDF, 3.6 MB), Sept 2008
Jonathan Gysel, DownloadAnalysis and Modeling of Internet Epidemics (PDF, 5.7 MB), June 2008
Thomas Ukel Mbolo,DownloadProject Valuation using real options (PDF, 1009 KB), May 2008
Alejandro Bayas, Study of a nonlinear model of the price of an asset, July 2007
Felix Roudier, DownloadPortfolio Optimization and Genetic Algorithms (PDF, 716 KB), May 2007

Term Papers

Julian Kölbel, DownloadThe effect of bad news on reputation and shareprice: An empirical survey, (PDF, 552 KB) Oct 2008