Leevan Ling

MSc Dissertations

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Ruixi CHEN
Using neural networks to predict remaining useful life
Jinze DU
Personal credit rank identification based on improving BP neural network
Jiyao LIU
Weight of evidence pre-processing in logistic regression
Chenli YU
Cluster analysis & compare the feasibility between random forest and Gaussian Naive Bayes in credit risk
Enwei ZHANG
Predicting stock price movement based on news
Qihao ZHAO
Property price prediction based on stacking ensemble model

Yao JIANG
Research of stock price prediction based on LSTM model
Zheng ZHOU
Practical application of epidemic models for SARS and COVID-19 cases in Hong Kong
Qing LI
Verifying long short-term memory modles in stock markets
Shimin HE
Portfolio selection: Markowitz mean-variance model vs Black Litterman model
Xiaoshuang ZHANG
Hang Seng Index analysis using machine learning with MATLAB
Aiming LIN
Structuring FOF portfolios by PCA risk parity
Zihui YU
Measuring of value at risk on portfolios by bootstrapping and filtered historical simulation
Xinyu ZHOU
Using long short term memory model for time series forecasting in five stocks
Linxi XIE
Granger causality relationship between exchange rate and Shanghai stock exchange composite index during China-US trade war
Lin JIANG
Stock price forecasting with ARIMA-BILSTM combined model
Yinglei XIE
Analyzing Sino-US stock market using machine learning
Cuina WANG
Stock prediction research based on long short-term memory (LSTM) network

2018-19 M.Sc. dissertations

Tsz Wai WONG
A study of artificial intelligence on neural network's application regarding finance fields and how it performs
Ailun WANG
Early financial crisis warning model construction based on BP neural network
Zimeng CHEN
Credit risk estimating of SMEs by using back propagation neural network based on SCF
Man Kwong FU
Neural network and decision tree in machine learning for algorithm tradings
Haichao LIU
Credit risk analysis in machine learning with MATLAB
Yanling YANG
Exchange rate forecasting with BP neural network

Mengru LI
The performance of medium- & low-risk Mandatroy Provident Fund
Jiaxin LI
The Markowitz portfolio optimation based on real estate development plans
Wenhui SUN
Numerical variation of GARCH models on volatility
Peizhi LIU
Strategies for designing MPF-profolio
Miaodian LYU
Numerical verifaction of a porfolio selection algorithm based on order of expected returns
Zhishen ZOU
Fama French three factors model and portfolio strategy in Chinese stock market

Rui XIE
Performance evaluation of ARCH/GARCH model when modeling various types of stock price and different modeling sample size
Siqi YANG
Forecast of daily closing stock price: Empirical analysis based on autoregressive integrated moving average models
Xiaoxu ZHANG
Building good-fitness model for stock market in Hong Kong based on wavelet analysis
Yawen ZHANG
Discussion of Brownian bridge construction and principal component analysis construction and their applications in Asian options
Zhanchao HUANG
Analysis of practical application of beta based on CAPM theories

Ying CHEN
Kriging on implied volatility
Ting MAO
Using Kriging spatial interpolation for estimating how the residential price was affected by a neighborhood shopping mall in its different development stages
Rendan XU
Applications of kriging models on evaluating the prices of European call options

Jiayi LU
Option pricing by Monte-Carlo methods
Dehui LUO
Parameter determination of fractional Black-Scholes models
Meilin WU
The Fractional Black-Scholes model with Lévy process and parameter estimation
Minhao XU
Fractional Black-Scholes Model
Yingjie ZHANG
Study of financial difference and Hurst parameter in fractional Black-Scholes formula
Chenxi ZHU
The Hurst parameter and option pricing with fractional Black-Scholes formula

Shuojun HUANG
The risk management strategies using option and quanto option
Wei HUANG
Pros and Cons of various gold investment strategies
Jiaoyang LI
Modeling the recent downturn of gold price
Yanna MEI
A stochastic binomial tree for option pricing
Xiao TANG
Discussion on the Markov process, Morkov model and its applications
Xinjue WU
Evaluating Markov switching multifractal model
Yan YANG
Investment strategy based on market-value-included parameter
Chaojian ZENG
Markov chain analysis and forecast of stock trading volume
Zichen ZHANG
Relationships betwen reputation and price
ZHU Yiwen
MCMC method for determining parameter in GARCH model

Yu-Peng YANG
Dependence structure and correlation analysis of financial index based on framework of copulas function modeling and its application for quantative trading
Jialing WANG
A dependence in Hong Kong and the United States stock market using copula approach

Yun DU
The correlation between volatility of index and influential factors of Chinese stock market
Ze Min LI
Comparing theoretical and market values of derivative warrants in Hong Kong
Zixin LIN
Parameter determination for binomial method using market values
Shuyu PAN
An empitical test of variance gamma options pricing model on Hang Seng Index options
Qiliang WU
Selection of Parameters for the Tunnel Strategy
Hongjia YAN
Predicting the Option’s Price and Implied Volatility via Black-Scholes model

Yuxiang LU
Numerical verifications of techical analysis on MACD, ROC and RSI
Bin MA
Numerical verifications of the techical indicators applied in the Chinese Stock Market by using quantile regression
Ka-Ming TAM
The profitability of technical trading rules: a quantile regression analysis on the Hang Seng Index
Mingjun Wang
The influence of stock index change to a certain stock price change
Jingyuan WEI
Numerical verification on the relationship between Dow-Jones Industry Average Index and the Hang Seng Index
Zhenrui XIE
The Trace for the effectiveness of the indicators in Hong Kong Stock market

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Last modified on August 29, 2024