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Impact of COVID 19 pandemic on cryptocurrency market using time series models with variance gamma distribution

This project will investigate properties of high frequency cryptocurrency returns data which often display high kurtosis. Popular heavy tail distributions like Student t and exponen more...

Supervisor(s): Chan, Jennifer (Associate Professor)

Semi-metric machine learning techniques to investigate trend of COVID 19 spread and impact on stock market

The spread of COVID 19 pandemic appears to occur in several phrases and each phrase has possibly different impacts on the economy as reflected in the stock market. This project aims more...

Supervisor(s): Chan, Jennifer (Associate Professor)