Breadcrumb
Breadcrumb
Defended Master's Theses in Actuarial and Financial Engineering
2022
- Abdul-Baaki Dolapo Adedokun. Modeling Complex Seasonalities. Supervisor M. Möls. Reviewer R. M. Perez Tiscareño.
- Masoumeh Forouzandeh. CAPM model and its extensions: an overview and applications. Supervisor K. Pärna. Reviewer M. J. Ali.
- Joseph Haske. Option Pricing Using Stochastic Volatility Models. Supervisor T. Raus. Reviewer R. Kangro.
- Kadi Kilgi. Hospitaliseerimise riski prognoosimine krooniliste haigustega patsientidel. Supervisors K. Fischer, M. Gimbutas. Reviewer M. Möls.
- Kadi-Liis Kuum. Pseudovaatluste kasutamine elukestusanalüüsis liiklusõnnetuste ravikulude hüvitamise näitel. Supervisor A. Kolde. Reviewer M. Käärik.
- Annela Pajumets. Krediidiriski hindamine valdavalt kategoriaalsete andmete põhjal. Supervisor K. Pärna. Reviewer R. Kangro.
- Liis Simmul. Development of Dynamic Time-to-Event Models for Use in Credit Risk Modeling (closed until 17.05.2027). Supervisors M. Käärik, J. Kuusik. Reviewer A. Kolde.
- Laura Anna Tammesoo. Nõudmiseni hoiuse intressimääradele ARIMAX tüüpi mudelite leidmine turumäärade abil. Supervisor R. Kangro. Reviewer T. Raus.
- Kristo Visk. Measures to assess the discriminatory power of loss given default models. Supervisor M. Käärik. Reviewer T. Kollo.
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.
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Training Camp 2023: The Art of Giving a Popular Science Talk
12th Training Camp "How to Give a Popular Sciecne Talk" to PhD students in natural sciences will take place on May 19-20 (Fri - Sat).