14.12.2021
studies

Theses and Supervisors 2024/25

Actuarial and Financial Engineering (162777), Master's Theses defended

Actuarial and Financial Engineering (162777), supervisors

Student Supervisor NB! ProjectTopic (if from the list)
Ilyas AlizadaKalev Pärna
FarhadGuliyevJoonas SovaChoosing a statistical model and Akaike information criterion
KätlinKipparToomas RausForecasting using structural time series models
KhaoulaMakerJüri LemberDetecting change points with Viterbi-type algorithms
ChaymaaMasslakKristi Kuljus, Raul KangroSegmentation with hidden Markov models: comparison of different state path estimators
Alex ChiweteMichaelToomas Raus
ArzuMiriyevaOleksandr Chepizhko, Maryna TverdostupOptimization of parameters for a portfolio reinsurance in non-life insurance
Minni-MariiPaarmetsRaul Kangro
Stein-MartenPoolMeelis Käärik
StenRaakErik Abner, Krista Fischer
ZhexinRaoKristi KuljusApplication of hidden Markov models in segmentation problems
AnastasijaSulojevaToomas Raus, Kaido LättAsian options procing using Monte-Carlo and lattice methods
MikkTomsonRaul Kangro, Hele-Liis Viirsalu (LHV)
WilliamVaaskToomas RausComparative Analysis of Traditional Time Series, Machine Learning, Deep Learning, and Hybrid Models for Profit Prediction in Investment Banking
ZhenXuJüri LemberStatistical inference on multistate models
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