Cryptocurrency has been deemed as one of the most important technologies in the recent years. The hopewas to create a global e-currency which facilitates the transactions around the world while providing transparency for users and removing the middle-men (currently banks and oth…
This work is a comparative study of different univariate and multivariate time series predictive models as applied to Bitcoin, other cryptocurrencies, and other related financial time series data. ARIMA models, long regarded as the gold standard of univariate financial time seri…
Diese Masterarbeit greift die Theorie der Portfoliooptimierung auf: die mathematische Formulierung des Problems, seine Ableitungen (Risikominimierungsformulierung) und Annahmen, seine Einschränkungen sowie einige Verbesserungen und Erweiterungen des bestehenden Frameworks. Ziel …
In this dissertation, I study the decision-making process of participants on online platforms. I specifically focus my attention on the sequential aspects of such processes, i.e. my interest is in understanding the endogenous determinants of the decision-making processes in the …