Defended Master's Theses in Actuarial and Financial Engineering
2021
- Ismayil Aghahasanli. Detecting money laundering in transaction monitoring using hidden Markov model. Supervisor K. Lumiste. Reviewer M. Möls.
- Hans Erik Atonen. Ameerika optsioonide hindamine Monte Carlo meetodiga. Supervisor T. Raus. Reviewer T. Kollo.
- Hardo Niit. Kaskokindlustuse kahjude modelleerimine. Supervisor T. Kollo. Reviewer M. Käärik.
- Robert Pikmets. Forecasting intraday electricity prices on the Nord Pool using LASSO. Supervisor R. Kangro. Reviewer K. Kuljus.
- Anna-Helena Salurand. Validation and development of risk metrics for the currency portfolio of a global FinTech company. Supervisors R. Kangro, E. Kraev. Reviewer K. Pärna.
- Priyush Protim Sharma. Tree-based methods in supervised learning with Estonian Health Insurance Fund data. Supervisors J. Lember, M. Gimbutas. Reviewer A. Kolde.
- Kristjan Sinikas. Kindlustuslepingute hinnastamine Bayesi meetodi abil. Supervisor M. Möls. Reviewer A. Kolde.
- Meelis Utt. Paralleelarvutused optsiooni hinna leidmise numbrilistes meetodites. Supervisors T. Raus, E. Vainikko. Reviewer R. Kangro.
2020
- Juan Manuel Alvarado Salcedo. Absolute Risk Estimation for Time to Event Data. Supervisor K. Fischer. Reviewer T. Kollo.
- Karen Danielyan. Swaption Pricing with SABR Model. Supervisor R. Kangro. Reviewer T. Raus.
- Gegham Fahradyan. Statistical Testing of Claims Related To High-Frequency Stock Market Data. Supervisor R. Kangro. Reviewer K. Pärna.
- Nshan Potikyan. Clustering Financial Time Series. Supervisor R. Kangro. Reviewer M. Möls.
- Linnet Puskar. Estimation of MTPL Claim Frequency Using GLM, GAM and XGBoost Techniques. Supervisor M. Käärik. Reviewer T. Kollo.
- Argo Rihkrand. Algoritmkauplemine elektriturul (closed until 01.06.2025). Supervisor T. Raus. Reviewer R. Kangro.
- Omar Setihe. Optimal Control Theory and Portfolio Optimization. Supervisors J. Lellep, M. Kantšukov. Reviewer T. Kraav.
- Kirill Smirnov. Approximation of Ruin Probability using Phase-Type Distributions. Supervisor K. Pärna. Reviewer M. J. Ali.
- Farhad Tahirov. Application of Poisson and Dixon-Coles Models on Football Match Outcome Prediction and Research of a Positive Return Over Investment in Betting Market. Supervisor J. Lember. Reviewer M. Käärik.
- Lasma Ungere. Estimation of the Volatility Parameter in Value at Risk (VaR) Model. Supervisor K. Pärna. Reviewer M. Käärik.
