MSc Dissertations

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2021-22 M.Sc. dissertations (ongoing)

  • Ruixi CHEN
  • Jinze DU
  • Jiyao LIU
  • Chenli YU
  • Enwei ZHANG
  • Qihao ZHAO


2019-20 M.Sc. dissertations

  • Yao JIANG
    Research of stock price prediction based on LSTM model

  • Zheng ZHOU
    Practical application of epidemic models for SARS and COVID-19 cases in Hong Kong

  • Qing LI
    Verifying long short-term memory modles in stock markets

  • Shimin HE
    Portfolio selection: Markowitz mean-variance model vs Black Litterman model

  • Xiaoshuang ZHANG
    Hang Seng Index analysis using machine learning with MATLAB

  • Aiming LIN
    Structuring FOF portfolios by PCA risk parity

  • Zihui YU
    Measuring of value at risk on portfolios by bootstrapping and filtered historical simulation

  • Xinyu ZHOU
    Using long short term memory model for time series forecasting in five stocks

  • Linxi XIE
    Granger causality relationship between exchange rate and Shanghai stock exchange composite index during China-US trade war

  • Lin JIANG
    Stock price forecasting with ARIMA-BILSTM combined model

  • Yinglei XIE
    Analyzing Sino-US stock market using machine learning

  • Cuina WANG
    Stock prediction research based on long short-term memory (LSTM) network

2018-19 M.Sc. dissertations

  • Tsz Wai WONG
    A study of artificial intelligence on neural network's application regarding finance fields and how it performs

  • Ailun WANG
    Early financial crisis warning model construction based on BP neural network

  • Zimeng CHEN
    Credit risk estimating of SMEs by using back propagation neural network based on SCF

  • Man Kwong FU
    Neural network and decision tree in machine learning for algorithm tradings

  • Haichao LIU
    Credit risk analysis in machine learning with MATLAB

  • Yanling YANG
    Exchange rate forecasting with BP neural network

2017-18 M.Sc. dissertations

  • Mengru LI
    The performance of medium- & low-risk Mandatroy Provident Fund

  • Jiaxin LI
    The Markowitz portfolio optimation based on real estate development plans

  • Wenhui SUN
    Numerical variation of GARCH models on volatility

  • Peizhi LIU
    Strategies for designing MPF-profolio

  • Miaodian LYU
    Numerical verifaction of a porfolio selection algorithm based on order of expected returns

  • Zhishen ZOU
    Fama French three factors model and portfolio strategy in Chinese stock market

2016-17 M.Sc. dissertations

  • Rui XIE
    Performance evaluation of ARCH/GARCH model when modeling various types of stock price and different modeling sample size

  • Siqi YANG
    Forecast of daily closing stock price: Empirical analysis based on autoregressive integrated moving average models

  • Xiaoxu ZHANG
    Building good-fitness model for stock market in Hong Kong based on wavelet analysis

  • Yawen ZHANG
    Discussion of Brownian bridge construction and principal component analysis construction and their applications in Asian options

  • Zhanchao HUANG
    Analysis of practical application of beta based on CAPM theories


2014-15 M.Sc. dissertations

  • Ying CHEN
    Kriging on implied volatility

  • Ting MAO
    Using Kriging spatial interpolation for estimating how the residential price was affected by a neighborhood shopping mall in its different development stages

  • Rendan XU
    Applications of kriging models on evaluating the prices of European call options

2013-14 M.Sc. dissertations

  • Jiayi LU
    Option pricing by Monte-Carlo methods

  • Dehui LUO
    Parameter determination of fractional Black-Scholes models

  • Meilin WU
    The Fractional Black-Scholes model with Lévy process and parameter estimation

  • Minhao XU
    Fractional Black-Scholes Model

  • Yingjie ZHANG
    Study of financial difference and Hurst parameter in fractional Black-Scholes formula

  • Chenxi ZHU
    The Hurst parameter and option pricing with fractional Black-Scholes formula

2012-13 M.Sc. dissertations

  • Shuojun HUANG
    The risk management strategies using option and quanto option

  • Wei HUANG
    Pros and Cons of various gold investment strategies

  • Jiaoyang LI
    Modeling the recent downturn of gold price

  • Yanna MEI
    A stochastic binomial tree for option pricing

  • Xiao TANG
    Discussion on the Markov process, Morkov model and its applications

  • Xinjue WU
    Evaluating Markov switching multifractal model

  • Yan YANG
    Investment strategy based on market-value-included parameter

  • Chaojian ZENG
    Markov chain analysis and forecast of stock trading volume

  • Zichen ZHANG
    Relationships betwen reputation and price

  • ZHU Yiwen
    MCMC method for determining parameter in GARCH model

2011-12 M.Sc. dissertations

  • Yu-Peng YANG
    Dependence structure and correlation analysis of financial index based on framework of copulas function modeling and its application for quantative trading

  • Jialing WANG
    A dependence in Hong Kong and the United States stock market using copula approach

2010-11 M.Sc. dissertations

  • Guangyuan ZHANG
    Investment in silver – Things to watch for

  • Ran BI
    Invest your life as early as possible

  • Jie LIU
    Investment Portfolio – Is professional management necessary?

  • Yiling YUAN
    Black Scholes pricing model applied in warrants

  • Xuan WANG
    MARS – From horseracing to investment

  • Yiqun WANG
    On designing a saving strategy

2009-10 M.Sc. dissertations

  • Yun DU
    The correlation between volatility of index and influential factors of Chinese stock market

  • Ze Min LI
    Comparing theoretical and market values of derivative warrants in Hong Kong

  • Zixin LIN
    Parameter determination for binomial method using market values

  • Shuyu PAN
    An empitical test of variance gamma options pricing model on Hang Seng Index options

  • Qiliang WU
    Selection of Parameters for the Tunnel Strategy

  • Hongjia YAN
    Predicting the Option’s Price and Implied Volatility via Black-Scholes model

2008-09 M.Sc. dissertations

  • Yuxiang LU
    Numerical verifications of techical analysis on MACD, ROC and RSI

  • Bin MA
    Numerical verifications of the techical indicators applied in the Chinese Stock Market by using quantile regression

  • Ka-Ming TAM
    The profitability of technical trading rules: a quantile regression analysis on the Hang Seng Index

  • Mingjun Wang
    The influence of stock index change to a certain stock price change

  • Jingyuan WEI
    Numerical verification on the relationship between Dow-Jones Industry Average Index and the Hang Seng Index

  • Zhenrui XIE
    The Trace for the effectiveness of the indicators in Hong Kong Stock market

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Last modified on December 8, 2021
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