PhD and Master Theses

PhD Theses

• Moritz Hetzer, The evolution of fairness preferences, altruisitc punishment, and cooperation, PhD thesis at ETH Zurich, 19 September 2011
  
  
• Wanfeng Yan, Identification and Forecasts of Financial Bubbles, PhD thesis at ETH Zurich, 29 August 2011

• Thomas-Quentin Maillart, Mechanisms of Internet Evolution and Cyber Risks, PhD thesis at ETH Zurich, 10 May 2011
  
  
• Jeffrey B. Satinover, Illusory and genuine control in optimizing games and financial markets, PhD thesis at University of Nice-Sophia Antipolis, 24th July 2008
  

• Max J. Werner, On the Fluctuations of Seismicity and Uncertainties in Earthquake Catalogs: Implications and Methods for Hypothesis Testing, PhD thesis at UCLA, 4th December 2007

PhD Theses under development on

• Pricing of mutual funds
• Agent-based models of financial markets
• Human cooperation and strong reciprocity
• Cyber-risks and open-source software dynamics
• Endogenous vs. exogenous origins of social and commercial success
• Stock market prediction
• Fault and earthquake networks
• Computational Interlligence and agent-based models of financial markets
• Market risks
• Testing anomalous market returns in real professional set-up

Master Theses

• Yannick Lagger, Gain/loss Asymmetry and the Leverage Effect, (January 2012)
  
• Peter Zeeuw van der Laan, Application of the SEMF process to financial time series (October 2011)
  
• Jonas Nikolaus Debatin, A time-dependent lead-lag study of house prices and monetary policy (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, Understanding the Financial Crisis, Post Crisis Policy Implications and Analysis of Public Comments (June 2011)
  
• Yuting Chen, Weather Index-Based Rice Insurance (A pilot study of nine villages in Zhejiang Province, China), June 2011
  
• Aleksej Akopian, St. Petersburg Paradox - a VaR approach, March 2011
  
• Eugene Filimon, Weather to Buy or Sell: Extreme Weather Impact on Corn Futures Market, February 2011
  
• Rafael Klein Rivera, Extreme Price Drawdowns in Financial Markets with time-varying Volatility - Appendices B, C, D, E, F, January 2011
  
• Reda Rebib, Detection of Equity Market Crashes and Recoveries, January 2011
  
• Marina Stoop, Credit Creation and its Contribution to Financial Crises, August 2010
  
• Nan Zhao, Modeling Dependence in Catastrophe Risk Portfolio and Optimizing Capital Loading, November 2010
  
• Bernhard Andreaus, Diagnostics and Pricing Models of Employee Stock Options, September 2010
  
• Sabine Elmiger, Market Selection in an evolutionary Market with Dividends generated by a Percolation Model, May 2010
  
• Olga Voznyuk, Relation between interest rates and inflation, April 2010
  
• Anastasia Filimon, Identification of bubble phases from a CEV-type model, April 2010
  
• John-Oliver Engler, Singularities and Resonances in Complex Adaptive Systems, Diploma Thesis in Physics, March 2010
  
• Antoine Beuchat, Semi-analytical Solution of a Generalized Delay Logistic Equation, March 2010
  
• Simon Thibaut, An empirical study of stock portfolios based on diversification and innovative measures of risks, February 2010
  
• Xavier Meseguer, Dragon-Kings in financial data  - study at different time -, January 2010
  
• Dimitris Karamitsos, Real Options in Strategy of R&D Portfolio / Applying Real Options to Strategies of R&D Portfolio: Comparing model to traditional methods of investments evaluations, Dec 2009
  
• Wang Wei, The business operating environment of foreign exchange brokerage in the Asia-Pacific region, October 2009
  
• Wang Yunhui, The Status of Mutual Insurance in China and a Proposed Mixed Mutual/Commercial Insurance Model, October 2009
  
• Frendo Tomas, Factor of Success in Open Source Software, October 2009
  
• Marc Vogt, Achieving Sustainable Education, May 2009
  
• Luis de Miguel Barrachina, Delving into the Spidyn Universe, May 2009
  
• Qunzhi Zhang, Towards Impacts of News on Stock Prices: a First Approach, May 2009
  
• André Bertolace, Study of a nonlinear model of the price of an asset: Kalman filter calibration to data, March 2009
  
• Marc Bourget, Turmoil reveals the inadequacy of the financial system; moving towards a strengthening of its efficacy and robustness, December 2008
  
• David Trudel, Tail Dependence of Hedge Funds, November 2008
  
• Stefan Olofsson, The subprime crisis from the inside, Oct 2008
  
• Sebastian Schmuki, Tail dependence: implementation, analysis and study of the most recent concepts, Oct 2008
  
• Alan Taxonera, In search of pockets of predictability, Sept 2008
  
• Jonathan Gysel, Analysis and Modeling of Internet Epidemics, June 2008
  
• Thomas Ukel Mbolo, Project Valuation using real options, May 2008
• Alejandro  Bayas, Study of a nonlinear model of the price of an asset, July 2007
  
• Felix Roudier, Portfolio Optimization and Genetic Algorithms, May 2007

Term Papers

• Julian Kölbel, The effect of bad news on reputation and shareprice: An empirical survey, Oct 2008