Selected Stories From The Financial Laboratory

Predictive & prescriptive analytics, models, methods, and by-products from treasury, investment banking, corporate finance and financial risk management. The FinLab is under constant agile development.

Hedging on the Energy Markets and the Potential Liquidity Need Under Adverse Market Conditions
Hedging on the Energy Markets and the Potential Liquidity Need Under Adverse Market Conditions

8 items

Company Valuation Using Machine Learning Techniques
Company Valuation Using Machine Learning Techniques

3 items

(Crypto) Currencies - Risk Profiling and Pricing of a European Style Double-Knock-Out Barrier Option on Bitcoin
(Crypto) Currencies - Risk Profiling and Pricing of a European Style Double-Knock-Out Barrier Option on Bitcoin

8 items

Building a Price Impact Model for Securities Transactions Using Deep Learning and Agent Based Modelling
Building a Price Impact Model for Securities Transactions Using Deep Learning and Agent Based Modelling

4 items

Processing of Yield Curve Time Series for a 3-Factor Interest Rate Model
Processing of Yield Curve Time Series for a 3-Factor Interest Rate Model

5 items

Forecasting Financial Market Data Using Deep Learning
Forecasting Financial Market Data Using Deep Learning

1 item

Cash Flow Forecasting Using Machine Learning
Cash Flow Forecasting Using Machine Learning

2 items