PhD and Master Theses

PhD Theses
 

• Jian-Hong Lin, Download Centralisation in financial socio-economic and ecological complex networks (PDF, 10.6 MB) (14 July 2022 at ETH Zurich)
  
• Dongshuai Zhao, Download Detecting financial bubbles, dynamical and fundamental approaches (PDF, 3.6 MB) (8 July 2022 at ETH Zurich)
  
• Giuseppe Maria Ferro, Download Description, 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, Download High 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, Download Accelerating Innovation: Markets, Speculation, and Emerging Technologies (PDF, 3.2 MB) (7 Dec 2021 at ETH Zurich)
  
• Ali Ayoub, Download For 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, Download Understanding 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, Download Epidemic and contagion processes in self-organizing systems (PDF, 12.5 MB) (16 Nov. 2021 at ETH Zurich)
• Jan-Christian Gerlach, Download Modelling of speculative bubbles and forecasting of market crashes (PDF, 9.4 MB) (17 Feb. 2021 at ETH Zurich)
• Alexander Wehrli, Download Financial 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, Download Agent-based models to understand, exploit and prevent financial bubbles (PDF, 6.9 MB) (22 January 2021 at ETH Zurich)
  
• Michael Schatz, Download Financial modeling of bubbles and crashes (PDF, 5.5 MB) (31 March 2020 at ETH Zurich)
  
• Dionysios Georgiadis, Download Enabling 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, Download Critical 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, Download Following 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, Download Financial 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, Download Constrained Stochastic Processes in Complex Socio-Economic Systems (PDF, 2.9 MB), PhD thesis at ETH Zurich, 22 March 2018
• Lucas Fiévet, Download Nonlinear 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, Download New 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, Download Information 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, Download Towards Physics Based Epidemic Type Aftershock Sequence Models (PDF, 14.5 MB), PhD thesis at ETH Zurich, 20 January 2017
  
• Diego Ardila, Download Dynamic approaches to real estate bubbles: methods and empirical studies (PDF, 6.2 MB), PhD thesis at ETH Zurich, 11 November 2016
  
• Maroussia Favre, Download Modeling social interactions and their effects on individual decision making (PDF, 3.9 MB), PhD thesis at ETH Zurich, 13 April 2016
  
• Spencer Wheatley, Download Extending 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, Download Financial 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, Download Magnitude 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, Download Liquidity Creation and Financial Instability (PDF, 4.3 MB), PhD thesis at ETH Zurich, 9 March 2015
  
• Zalan Forrò, Download Detecting Bubbles in Financial Markets: Fundamental and Dynamical Approaches (PDF, 2.7 MB), PhD thesis at ETH Zurich, 24 February 2015
• Ryohei Hisano, Download Large scale empirical analysis of regularities and dynamics of markets (PDF, 12 MB), PhD thesis at ETH Zurich, 20 August 2013
  
• Yaming Wang, Download Automatic reconstruction of fault networks from seismicity catalogs including location uncertainty (PDF, 4.5 MB), PhD thesis at ETH Zurich, 9 July 2013
• Qunzhi Zhang, Download Disentangling Financial Markets and Social Networks: Models and Empirical Tests (PDF, 786 KB), PhD thesis at ETH Zurich, 25 February 2013
• Andreas Hüsler, Download Biased Expectations in Non-Sustainable Financial and Economic Systems (PDF, 3.3 MB), PhD thesis at ETH Zurich, 17 September 2012
• Georges Harras, Download On the emergence of volatility, return autocorrelation and bubbles in equity markets (PDF, 6 MB), PhD thesis at ETH Zurich, 22 May 2012
• Moritz Hetzer, Download The evolution of fairness preferences, altruisitc punishment, and cooperation (PDF, 7.9 MB), PhD thesis at ETH Zurich, 19 September 2011
  
• Wanfeng Yan, Download Identification and Forecasts of Financial Bubbles, PhD thesis at ETH Zurich (PDF, 3.7 MB), 29 August 2011
• Thomas-Quentin Maillart, Download Mechanisms of Internet Evolution and Cyber Risks, PhD thesis at ETH Zurich (PDF, 10.5 MB), 10 May 2011
  
• Jeffrey B. Satinover, Download Illusory 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,Download On 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, Download Disentangling 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, Download Modeling decision making under risk based on (open) quantum systems (PDF, 4.3 MB), Master thesis at ETH Zurich (December 2021)
  
• Fu ZHENG, Download Validation of MSCI carbon emissions data leveraging WEPP for electric power generation companies (PDF, 3.9 MB),
  Master thesis, ETH Zurich (Nov 2021)
  
• Chris Papadakis, Download Machine 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, Download Back-Testing on the Low-Volatility Trading Strategy in the Chinese Stock Market (PDF, 2 MB), ETH Zurich (August 2021)
  
• Johannes Christmann, Download The 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, Download Emergence 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, Download Multifractal volatility predictors for enhanced portfolio strategies (PDF, 1.4 MB), Master Thesis ETH Zurich (May, 2021)
  
• Mengtian Fu, Download Analysis 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, Download Leveraging Time-Series Signals for Multi-Stage Startup Success Prediction (PDF, 591 KB), Master thesis at ETH Zurich (April 2021)
  
• Siqi Dai, Download Measuring Reputational Risk by External Data (PDF, 890 KB), Master thesis at ETH Zurich (Dec. 2020)
  
• Ernst Florian Schweizer-Gamborino, Download The 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, Download A 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, Download Financial Crash Identification for Trading strategies and Consultancy services (PDF, 16.2 MB), Master Thesis ETH Zurich (Sept. 2020)
  
• Joël Luca Glässer, Download A Data-Driven Assessment of Financial Market Risks Based on Historical Financial Crises (PDF, 1.7 MB), Master Thesis ETH Zurich (Sept. 2020)
  
• Valeria Nanotti, Download How 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, Download Verification 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, Download Effects 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, Download Beating the market: a quantitative approach to fundamental investing (PDF, 7.9 MB), master thesis ETH Zurich (June 2020)
  
• Antoine Kopp, Download Equilibrium model of a fixed income market with fundamentalist and chartist traders (PDF, 74.1 MB), Master thesis at ETH Zurich (July 2020)
  
• Yuanyuan Hu, Download Comparative 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, Download Quantum Walks and Decision Theory: Exploring the opportunities and challenges (PDF, 2.3 MB),
  Master thesis Department of Physics, ETH Zürich, May 2020
  
• Ferdinand Wittmann, Download A streamlined and image-focused Platform to connect Flatmates (PDF, 1.7 MB), Bachelor Thesis (March 2020)
  
• Andrej Stankovski, Download Enhancement of the ETHZ Nuclear Events Database and Preliminary Trend Analysis (PDF, 3.8 MB), ETH Zürich (Jan.2020)
  
• Yujie Zeng, Download A comprehensive reliability test of technical trading strategies (PDF, 2.4 MB). Univ. of Lausanne and ETH Zurich (Dec. 2019)
  
• Silvia Lama, Download Start-up valuation in Switzerland: analysis and methods, Master thesis ETH Zurich (PDF, 2.2 MB) (Dec. 2019)
  
• Jonas Reinecke, Download Meet-or-Beat: A Savings Model of Discretionary Accruals, Master thesis at Stanford (PDF, 1.5 MB) (Dec. 2019)
  
• Emily Damiani, Download Equilibrium model of fundamentalist and noise traders in a multi-asset framework (PDF, 4.9 MB), Master thesis (Sept. 2019)
  
• Devendra Shintre, Download Modelling Forex Market Reflexivity using Self-Exciting Point Process and Ensemble Learning (PDF, 1.5 MB),
  Master’s Thesis (September 2019)
• Xi Chen, Download Generic Level 2 Probabilistic Safety Analysis on Pressurized Water Reactors (PDF, 1.6 MB), Master thesis (August 2019)
  
• Luca Schneider, Download Revisiting Equity Strategies with Financial Machine Learning (PDF, 7.5 MB), Master thesis (September, 2019)
  
• Basile Despond, Download Impact 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, Download An 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, Download The Interplay between Social Media Sentiment and the Cryptocurrency Market (PDF, 1.2 MB) (July 2019)
  
• Athina Voulgari, Download Ethereum analytics, Master thesis (PDF, 1.6 MB) (July 2019)
  
• Marco Versari, Download Swiss sailing team athlete portfolio optimisation (PDF, 4.2 MB), Master thesis (July 2019)
  
• Xiaoye Shi, Download Analysis of ByteDance with a close look on Douyin / TikTok (PDF, 1.2 MB), Master thesis (June 2019)
  
• Claudio Walde, Download Forecasting Residential Real Estate Prices in Eight OECD Housing Markets (PDF, 5.4 MB), Master thesis, department of MTEC (June 2019)
  
• Alain Glücksmann, Download Backtesting of Trading Strategies for Bitcoin (PDF, 1.7 MB), Master thesis, Physics Department (June 2019)
  
• Xingyu Yang, Download Designing and back-testing a trading strategy for stocks combining LPPLS signal and fundamentals (PDF, 5.9 MB), Master Thesis (June, 2019)
  
• Xuechun Yang, Download Credit 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, Download Subscription based valuation approach: an estimation of Netflix’s and Spotify’s value (PDF, 1.8 MB), Master thesis (May 2019)
• Scott Reiser, Download Nuclear 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, Download Performance Evaluation of the Efficient Crashes Model Based on Synthetic Data (PDF, 3.8 MB), Master Thesis (April 2019)
• Daniel Partida, Download Bitcoin Bubbles: Epidemic-Diffusion Analyses and Models, semester master project (PDF, 1.8 MB) (March 2019)

• Tinatin Mamageishvili, Download Back-testing of trading strategies using financial crisis observatory output (PDF, 5.8 MB) (March 2019).
• Emina Boudemagh,  Download Estimating 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, Download semester project (PDF, 1.1 MB), Dec. 2018
• Gian Giacomo della Torre, Download Competition 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, Download Leave-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, Download Cyber Risks and Data Breaches (PDF, 2.7 MB), Oct. 2018
• Quang Pham, Download Back-testing of trading strategies based on the financial crisis observatory output (PDF, 13.1 MB) (Oct. 2018)
• Simona Ferrari, Download Financial market anomalies: acceleration effect and gamma factor (PDF, 1.6 MB) (September 2018)
• Basile Despond, Download Geomagnetic Storms and the Stock Market (PDF, 282 KB), Semester Thesis (August 2018)
• Jean-Remy Conti, Download Long-term behavior of an artificial market,composed of fundamentalists and noise traders (PDF, 1 MB), August 2018
• Igor Pesic, Download Momentum and acceleration based strategies using optimal trend and curvature estimators on sparse data (PDF, 3.2 MB), August 2018
• Giuseppe Maria Ferro, Download Horse-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?, Download Master 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, Download Safety 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, Download Design 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, Download Realtime Election Result Forecast and FX Market Reaction (PDF, 2 MB) (February 2018)
• Jialing Xi, Download Systematic Foreign Exchange Hedger for Multi-Currency Portfolios using Genetic Algorithms (PDF, 1.4 MB) (January 2018)
• Vincent Giorgis, Download Use the Hype to Innovate: Social Bubbles to Save the World from Climate Change (PDF, 2.1 MB) (November 2017)
• Morgan Siffert, Download Calibration 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, Download Unicorns Analysis: An Estimation of Spotify's and Snapchat’s Valuation (PDF, 735 KB) (March 2017)
• Jan Kevin Pluut, Download Power Grids Portfolio Optimization (PDF, 817 KB) (March 2017)
  
• Daniel Merten, Download Extension 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, Download Stochastic 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, Download Multiple market regimes in an equilibrium model of fundamentalist and noise traders (PDF, 3.1 MB) (September 2016)
• Robert Kuert, Download Analysis 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, Download A bridge between statistical learning and agent based modelling in stock market predictions (PDF, 2.2 MB) (August 2016)
  
• Delong Lu, Download Analysis of real estate price dynamics in Switzerland using a fundamental factor model (PDF, 3.9 MB) (March 2016)
• Sabine Vincent, Download Calibration 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, Download Diagnosing bubbles in fixed income markets (PDF, 628 KB) (October 2015)
• Ioannis Georgiadis, Download Bubble Analysis of the Swiss Real Estate Market Using a Hedonic Index (PDF, 2.1 MB) (September 2015)
• Pawel Morzywolek, Download Non-parametric methods for estimation of Hawkes process for high-frequency financial data (PDF, 2.7 MB) (August 2015)
  
• Philip Berntsen, Download Particle filter adapted tojump-diffusion model of bubbles and crasheswith non-local crash-hazard rate estimation (PDF, 1.9 MB) (July 2015)
  
• Daniel MacKinlay, Download Estimating self-excitation effects for social media using the Hawkes process (PDF, 2.6 MB) (May 2015)
  
• Sindri Kolbeinsson, Download Modeling Equity Markets with Agent Based Models: Trade Indicators and Calibration Methods (PDF, 1.2 MB) (April 2015)
• Keith Carron, Download Calibration of Bubble Indicators for Foreign Exchange Markets (PDF, 2.7 MB) (March 2015)
• Maximilian Seyrich, Download Percolation Theory Applied to Financial Markets: A Cluster Description of Herding Behavior Leading to Bubbles and Crashes (PDF, 5.3 MB) (February 2015)
  
• Daniel Philipp, Download Influence of LPPL traders on financial markets (PDF, 1.6 MB) (February 2015)
• Sandro Lera, Download Constrained Random Walk Models (PDF, 3.8 MB) (February 2015)
• Miguel Angel Benjamin Guerrero, Download MultiCorePricer: A Monte-Carlo Pricing Engine for Financial Derivatives (PDF, 1.3 MB), Master thesis at ETH Zurich (Jan. 2015)
• Miguel Guerrero, Download MultiCorePricer: A Monte-Carlo Pricing Engine for Financial Derivatives (PDF, 1.3 MB) (January 2015)
• Stefan Rustler, Download Shocks and Self-Excitation in Twitter: Response Function Characterization in Epidemic Processes in Social Media (PDF, 4.1 MB) (November 2014)
  
• Guillermo Valencia Arana, Download Currency Wars: The Lack of a Global Monetary System (PDF, 2.8 MB) (November 2014)
  
• John Vorrias, Download The Market Risk Puzzle of Idiosyncratic Volatility (PDF, 2.5 MB) (October 2014)
  
• Konstantinos Toleris, Download Location Risk Management: Case Studies of the Asian and Nordic Crises (PDF, 1.5 MB) (September 2014)
• Marco Lissandrin, Download Statistical 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, Download Forecasting Intensity of Mid-Quote Price Changes Via the Hawkes Model (PDF, 1 MB) (August 2014)
• Daniel Philipp, Semester Thesis (ETH Physics department), Download Long super-exponential bubbles in an agent-based model (PDF, 1.7 MB) (July 2014)
• Matthias Kull,Download Portfolio Optimization for Constrained Shortfall Risk: Implementation and IT Architecture Considerations (PDF, 2.1 MB) (July 2014)
  
• Timurs Butenko, Download Portfolio Credit Risk Modelling. A Review of Two Approaches (PDF, 3.1 MB) (July 2014)
• David Stokar, Download The crowdfunding investor (CFI) - a new species in an existing ecosystem (PDF, 963 KB), Thesis for MAS MTEC (June 2014)
  
• Stefan Rustler, Download Towards Quantifying Self-Excitation in Twitter Messaging (PDF, 2.2 MB) (June 2014)
• Julien Schroeter, Download Limit Order Book reconstruction, visualisation and statistical analysis of the order flow (PDF, 1.3 MB), Bachelor thesis (May 2014)
• Andreas Lagerqvist, Download Parameter 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, Download Scenario analysis and stress-testing with expert, predictive and risk-correcting views (PDF, 965 KB) (February 2014)
• Theodoros Giannakopoulos, Download A deep dive in the Mean/Variance Efficiency of the Market Portfolio (PDF, 4.2 MB) (September 2013)
  
• Alexander Hirschmann, Download Global Central Bank Actions and Their Impact during the 2007 Financial Crisis and the Great Recession (PDF, 4.6 MB)(September 2013)
  
• Florian Süss, Download Financing options for the renewal of the permit for the operation of Luftseilbahn Küssnacht-Seebodenalp (PDF, 945 KB) (August 2013)
• Martin Pleischl, Download Detection of financial bubbles with the FTS-GARCH model and extensions (PDF, 7.3 MB) (May 2013)
• Omar Abdel Rahman, Download Are U.S. Student Loans the "Next Bubble"? (PDF, 1.7 MB) (April 2013) 
  
• Konstantinos Evangelou, Download Large Deviations of Stock Market Returns (PDF, 3.7 MB) (April 2013)
  
• Diego Andrés Ardila Alvarez,Download Bubble Analysis of the Swiss Real Estate Market (PDF, 10.1 MB) (March 2013)
  
• Mate Nemes, Download Option Market liquidity - An empirical study of option market bid-ask spreads (PDF, 3.4 MB) (January 2013)
  
• Johannes Peter,Download Modelling Uncertainty & Flexibility in the Financial Analysis of a Real Estate Development Project in Switzerland (PDF, 2.9 MB) (December 2012)
• Johan Boissard, Download Applications and Uses of Digital Filters in Finance (PDF, 12.7 MB) (December 2012)
  
• Nicola Pestalozzi, Download Nighttime lights as proxy for the spatial growth of dense urbanized areas (PDF, 5.4 MB) (November 2012)
• Kimon Marketos. Download Assessment 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, Download Sequential Monte Carlo methods for a dynamical model of stock prices (PDF, 5.1 MB) (August 2012)
  
• Marc A. Del Degan, Download Analysis of peak oil with focus on Norwegian oil production (PDF, 6.1 MB) (July 2012)
  
• Yannick Lagger, Download Gain/loss Asymmetry and the Leverage Effect (PDF, 1.1 MB) (January 2012)
• Peter Zeeuw van der Laan, Download Application of the SEMF process to financial time series (PDF, 2.2 MB) (October 2011)
  
• Jonas Nikolaus Debatin,Download A 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, Download Understanding the Financial Crisis, Post Crisis Policy Implications and Analysis of Public Comments (PDF, 2.5 MB) (June 2011)
  
• Yuting Chen, Download Weather Index-Based Rice Insurance (A pilot study of nine villages in Zhejiang Province, China) (PDF, 1.2 MB) (June 2011)
  
• Aleksej Akopian, Download St. Petersburg Paradox - a VaR approach (PDF, 2.2 MB), (March 2011)
  
• Eugene Filimon, Download Weather to Buy or Sell: Extreme Weather Impact on Corn Futures Market (PDF, 9.2 MB), (February 2011)
  
• Rafael Klein Rivera, Download Extreme Price Drawdowns in Financial Markets with time-varying Volatility- AppendicesB,C,D,E,F (PDF, 2.4 MB) (January 2011)
  
• Reda Rebib, Download Detection of Equity Market Crashes and Recoveries (PDF, 4.5 MB), (January 2011)
  
• Marina Stoop, Download Credit Creation and its Contribution to Financial Crises (PDF, 1.1 MB), (August 2010)
  
• Nan Zhao, Download Modeling Dependence in Catastrophe Risk Portfolio and Optimizing Capital Loading (PDF, 2.3 MB), (November 2010)
  
• Bernhard Andreaus, Download Diagnostics and Pricing Models of Employee Stock Options, September (PDF, 927 KB) 2010
  
• Sabine Elmiger, Download Market Selection in an evolutionary Market with Dividends generated by a Percolation Model (PDF, 1.5 MB), May 2010
  
• Olga Voznyuk, Download Relation between interest rates and inflation (PDF, 728 KB), April 2010
  
• Anastasia Filimon, Download Identification of bubble phases from a CEV-type model (PDF, 2.5 MB), April 2010
  
• John-Oliver Engler, Download Singularities and Resonances in Complex Adaptive Systems, Diploma Thesis in Physics (PDF, 3 MB), March 2010 
  
• Antoine Beuchat, Download Semi-analytical Solution of a Generalized Delay Logistic Equation (PDF, 1.3 MB), March 2010
  
• Simon Thibaut, Download An empirical study of stock portfolios based on diversification and innovative measures of risks (PDF, 1.5 MB), February 2010
  
• Xavier Meseguer, Download Dragon-Kings in financial data - study at different time - (PDF, 7.4 MB), January 2010
  
• Dimitris Karamitsos, Download 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 (PDF, 3.8 MB), Dec 2009
  
• Wang Wei, Download The business operating environment of foreign exchange brokerage in the Asia-Pacific region (PDF, 3.1 MB), October 2009
  
• Wang Yunhui, Download The Status of Mutual Insurance in China and a Proposed Mixed Mutual/Commercial Insurance Model (PDF, 1.1 MB), October 2009
• Frendo Tomas,Download Factor of Success in Open Source Software (PDF, 932 KB), October 2009
  
• Marc Vogt, Download Achieving Sustainable Education (PDF, 1.3 MB), May 2009
  
• Luis de Miguel Barrachina, Download Delving 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, Download Study of a nonlinear model of the price of an asset: Kalman filter calibration to data (PDF, 2.9 MB), March 2009
  
• Marc Bourget, Download Turmoil reveals the inadequacy of the financial system; moving towards a strengthening of its efficacy and robustness (PDF, 800 KB), Dec 2008
  
• David Trudel, Download Tail Dependence of Hedge Funds (PDF, 3.8 MB), November 2008
  
• Stefan Olofsson, Download The subprime crisis from the inside (PDF, 1.6 MB), Oct 2008 
  
• Sebastian Schmuki, Download Tail dependence: implementation, analysis and study of the most recent concepts (PDF, 5.6 MB), Oct 2008
  
• Alan Taxonera, Download In search of pockets of predictability (PDF, 3.6 MB), Sept 2008
  
• Jonathan Gysel, Download Analysis and Modeling of Internet Epidemics (PDF, 5.7 MB), June 2008
  
• Thomas Ukel Mbolo,Download Project 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, Download Portfolio Optimization and Genetic Algorithms (PDF, 716 KB), May 2007

Term Papers

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