Kurt Hornik: Theses
Here is a list of theses I supervised.
| [1] | Anna Christine Amann. Modeling market implied ratings. Master's thesis, Wirtschaftsuniversität Wien, 2011. [ bib ] |
| [2] | Julian Leander Amon. It's hard to beat naivity --- examining the robustness of the benefit of certain portfolio optimisation strategies. Master's thesis, Wirtschaftsuniversität Wien, 2019. [ bib ] |
| [3] | Julian Leander Amon. Scientometric Applications in Statistical Learning and Text Mining: Three Essays. PhD thesis, Wirtschaftsuniversität Wien, 2023. [ bib ] |
| [4] | Mario Annau. Reconstruction and visualization of XETRA orderbook data. Master's thesis, Technische Universität Wien, 2008. [ bib ] |
| [5] | Mario Annau. Financial news mining and sentiment analysis using R. Master's thesis, Wirtschaftsuniversität Wien, 2011. [ bib ] |
| [6] | Harald H. Arnold. Erkennung von handgeschriebenen Buchstaben mittels Entscheidungsstrategie, Neuraler Netze und BP-Untergruppen. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
| [7] | Thomas Baier. Implementing neural network models using Octave. Master's thesis, Technische Universität Wien, 1996. [ bib ] |
| [8] | Tea Bastijan. Stress testing in credit risk models: An empirical study on a Croatian corporate portfolio. Master's thesis, Wirtschaftsuniversität Wien, 2012. [ bib ] |
| [9] | Thomas Benesch. Compound stochastic processes with application to collective risk theory. Master's thesis, Technische Universität Wien, 1996. [ bib ] |
| [10] | Hans-Peter Bernhard. The Mutual Information Function and Its Application to Signal Processing. PhD thesis, Technische Universität Wien, 1997. (2nd advisor). [ bib ] |
| [11] | Angela Bohn. Social network analysis of telecommunication networks. Master's thesis, Wirtschaftsuniversität Wien, 2007. [ bib ] |
| [12] | Matej Brath. Risk aggregation techniques with application in the banking industry. Master's thesis, Wirtschaftsuniversität Wien, 2016. [ bib ] |
| [13] | Pantelis Christodoulides. Organizational learning and the influence of management in adaptive models of the firm: An application of hidden markov models in modeling economic institutions. Master's thesis, Technische Universität Wien, 2000. [ bib ] |
| [14] | Ioana Ciceo. Enhancing volatility forecasting with fingpt sentiment analysis. Master's thesis, Wirtschaftsuniversität Wien, 2024. [ bib ] |
| [15] | Christoph Cordt. Prognose der verpackungsmengen in österreich. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ] |
| [16] | Herbert Dawid. Genetic Learning in Economic Systems. PhD thesis, Technische Universität Wien, 1995. (2nd advisor). [ bib ] |
| [17] | Evgenia Dimitriadou. Explorative Data Analysis and Applications. PhD thesis, Technische Universität Wien, 2003. [ bib ] |
| [18] | Richard Domes. A system which learns to recognize handwritten characters. Master's thesis, Technische Universität Wien, 1995. [ bib ] |
| [19] | Ekaterina Dosova. Predictive power of ChatGPT in equity markets. Master's thesis, Wirtschaftsuniversität Wien, 2024. [ bib ] |
| [20] | Fatma Dursun. Die Rechtsprechungspraxis des UFS in Abgabensachen: Eine Analyse der Jahre 2005 bis 2009. Master's thesis, Technische Universität Wien, 2011. [ bib ] |
| [21] | Marcel Dzoja. Automatische Plagiatserkennung in R. Master's thesis, Wirtschaftsuniversität Wien, 2011. [ bib ] |
| [22] | Karl Etlinger. Revenue Management bei Flugnetzwerken. Master's thesis, WUWien, 2009. [ bib ] |
| [23] | Ingo Feinerer. A Text Mining Framework in R and Its Applications. PhD thesis, Wirtschaftsuniversität Wien, 2008. [ bib | http ] |
| [24] | Markus Fischer. Gait analysis. Master's thesis, Technische Universität Wien, 1993. [ bib ] |
| [25] | Johannes Fitz. Stress testing credit portfolios. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ] |
| [26] | Leon Flisar. Mathematische Modelle zur Beschreibung des Verkehrsflusses. Master's thesis, Technische Universität Wien, 1992. [ bib ] |
| [27] | Bernd Forster. Medium term optimization and storage strategy: Methodology and strategy. Master's thesis, Wirtschaftsuniversität Wien, 2008. [ bib ] |
| [28] | Natalie Denise Frantsits. A music-based sentiment indicator for explaining us stock movements. Master's thesis, Wirtschaftsuniversität Wien, 2022. [ bib ] |
| [29] | Ulrike Freisleben. Bewertung von Zinsoptionen. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
| [30] | Marcell Frisch. ChatGPT versus tradition: Optimizing investment portfolios in S&P 500 and NIFTY 500. Master's thesis, Wirtschaftsuniversität Wien, 2024. [ bib ] |
| [31] | Thomas Füreder. Linkage analysis: Methods and applications. Master's thesis, Technische Universität Wien, 1996. [ bib ] |
| [32] | Annemarie Gaal. An intertemporal general equilibrium model of the term structure of interest rates: The Cox, Ingersoll and Ross model. Master's thesis, Technische Universität Wien, 1996. [ bib ] |
| [33] | Boris Grabovickic. Free disposable income and its role in PD prediction. Master's thesis, Wirtschaftsuniversität Wien, 2009. [ bib ] |
| [34] | Soraya Hausl. State of the art churn prediction modeling --- benchmarking popular techniques in R. Master's thesis, Wirtschaftsuniversität Wien, 2008. [ bib ] |
| [35] | Wolfgang Herold. Parameter stability in econometric models: An overview of hypotheses and tests. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
| [36] | Rainer Hirk. Ordinal response mixed effects regression models: An analysis of US corporate credit ratings. Master's thesis, Wirtschaftsuniversität Wien, 2016. [ bib ] |
| [37] | Rainer Hirk. Multivariate Ordinal Models in Credit Risk: Three Essays. PhD thesis, Wirtschaftsuniversität Wien, 2020. [ bib ] |
| [38] | Laura Hofer. Hidden Markov Models: Theory and applications. Master's thesis, Technische Universität Wien, 1995. [ bib ] |
| [39] | Paul Hofmarcher. Advanced Regression Methods in Finance and Economics: Three Essays. PhD thesis, Wirtschaftsuniversität Wien, 2012. [ bib ] |
| [40] | Alissia Hrustsova. Informational value of daily firm-specific twitter sentiment: an analysis on short-term returns of large-cap u.s. companies. Master's thesis, Wirtschaftsuniversität Wien, 2022. [ bib ] |
| [41] | Rok Jankovic. Comparing supervised learning algorithms for classification of investor sentiment. Master's thesis, Wirtschaftsuniversität Wien, 2021. [ bib ] |
| [42] | Daniela Jurenkova. Deep learning models in credit scoring. Master's thesis, Wirtschaftsuniversität Wien, 2018. [ bib ] |
| [43] | Wolfgang Kaghofer. Neural networks for track finding in particle detectors. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
| [44] | Joachim Kainz. Visual Condela: Ein Werkzeug für die Visualisierung neuraler Netze. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
| [45] | Ashish Kalra. Pair trading and copula. Master's thesis, Wirtschaftsuniversität Wien, 2016. [ bib ] |
| [46] | Roland Kapl. Computational intelligence in the capital markets: A survey of recent developments. Master's thesis, Technische Universität Wien, 1996. [ bib ] |
| [47] | Alexandros Karatzoglou. Kernel Methods: Software, Algorithms and Applications. PhD thesis, Technische Universität Wien, 2006. [ bib ] |
| [48] | Gerhard Kircher. Adaptive Resonance Theory: Theorie und Praxis. Master's thesis, Technische Universität Wien, 1992. [ bib ] |
| [49] | Martin Kober. Sentiment analysis in R using string kernels. Master's thesis, Wirtschaftsuniversität Wien, 2009. [ bib ] |
| [50] | Josef Kollmitzer. Quantitative Gait Analysis. PhD thesis, Technische Universität Wien, 1996. [ bib ] |
| [51] | Stefan Emanuel Kraft. Graph-based recommender systems in banking. Master's thesis, Wirtschaftsuniversität Wien, 2020. [ bib ] |
| [52] | Andreas Krenn. Ball and beam control by traditional and fuzzy methods. Master's thesis, Technische Universität Wien, 1995. [ bib ] |
| [53] | Ilia Kurennoi. Comparative analysis between logit model and benchmark machine learning methods in predicting the loan default probability in peer-to-peer lending. Master's thesis, Wirtschaftsuniversität Wien, 2023. [ bib ] |
| [54] | Guadalupe Landa Rosas. Asset correlation estimation and simualtion of correlated default events. Master's thesis, Wirtschaftsuniversität Wien, 2011. [ bib ] |
| [55] | Friedrich Leisch. Stochastische Methoden im Futurestrading. Master's thesis, Technische Universität Wien, 1992. [ bib ] |
| [56] | Friedrich Leisch. Ensemble Methods for Neural Clustering and Classification. PhD thesis, Institut für Statistik, Wahrscheinlichkeitstheorie und Versicherungsmathematik, Technische Universität Wien, Austria, 1998. [ bib | .ps.gz ] |
| [57] | Gerhard Leitner. Artifizielle Neurale Netzwerke. Master's thesis, Technische Universität Wien, 1992. [ bib ] |
| [58] | Christoph Leitner. Evaluation of banks through their credit ratings. Master's thesis, Wirtschaftsuniversität Wien, 2007. [ bib ] |
| [59] | Alexander Lerchner. Analysis of incomplete data with computational neural networks. Master's thesis, Technische Universität Wien, 1999. [ bib ] |
| [60] | Jacopo Liera. Variational autoencoders: Applications for implied volatility surfaces. Master's thesis, Wirtschaftsuniversität Wien, 2024. [ bib ] |
| [61] | Arthur Makaryan. Corporate default prediction: Survival analysis versus logistic regression versus neural networks. Master's thesis, Wirtschaftsuniversität Wien, 2020. [ bib ] |
| [62] | Nicolas March. Building a Data Mining Framework for Target Marketing. PhD thesis, Wirtschaftsuniversität Wien, 2011. (2nd advisor). [ bib ] |
| [63] | Ernst Martinkowitsch. Sicherheit in Rechnersystemen: Betriebssystemkomponenten zur automatisierten Identifikation von Benutzern zum Zwecke des rechnerunterstützten Objektschutzes. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
| [64] | Richard Mayer. Hidden Markov Models and selected applications in molecular biology. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
| [65] | Helmut Messerer. Schnittstellen zur Mustererkennung. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
| [66] | David Meyer. A Generic Simulation Framework for Heterogeneous Agents (with Applications in Marketing and Technological Choice). PhD thesis, Wirtschaftsuniversität Wien, 2003. [ bib ] |
| [67] | Michael Miliker. What are empirically the most successful methods for predicting the co-movement of assets in a portfolio? Master's thesis, Wirtschaftsuniversität Wien, 2019. [ bib ] |
| [68] | Bastian Offermann. Advanced methods in portfolio selection. Master's thesis, Wirtschaftsuniversität Wien, 2009. [ bib ] |
| [69] | Artjoms Ogorodniks. Information value of tone: Text-based evidence from the credit rating reports. Master's thesis, Wirtschaftsuniversität Wien, 2022. [ bib ] |
| [70] | Michael Perlini. Kohonens selbstorganisierende Merkmalskarten. Master's thesis, Technische Universität Wien, 1993. [ bib ] |
| [71] | Wolfgang Peterlik. Eventmaturareisen --- Inszenierter Hype oder nachhaltiger Trend. Master's thesis, Wirtschaftsuniversität Wien, 2008. [ bib ] |
| [72] | Bui Thi Mai Phuong. Comparison of boosting-based methods for ordinal classification. Master's thesis, Wirtschaftsuniversität Wien, 2016. [ bib ] |
| [73] | Martijn Pipers. Is extreme learning machines (elm) able to outperform other machine learning techniques in predicting default rates of peer-to-peer (p2p) lending? Master's thesis, Wirtschaftsuniversität Wien, 2020. [ bib ] |
| [74] | Tomislav Plesko. Regularized ordinal regressions. Master's thesis, WUWien, 2023. [ bib ] |
| [75] | Johannes Rauch. Sprachenidentifzierung mit r unter verwendung eines neuen n-gramm-ansatzes. Master's thesis, Wirtschaftsuniversität Wien, 2008. [ bib ] |
| [76] | Michael Reisenhofer. Analysis of heterogeneity of bookmakers for the UEFA Champions League 2009/20. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ] |
| [77] | Hannes Riesenhuber. Parallel processing systems---opportunities for risk controlling. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ] |
| [78] | Thomas Rusch. Recursive Partitioning of Models of a Generalized Linear Model Type. PhD thesis, Wirtschaftsuniversität Wien, 2012. (2nd advisor). [ bib ] |
| [79] | Lukas Sablica. A theoretical and computational framework for the mixture and composite models. Master's thesis, Wirtschaftsuniversität Wien, 2017. [ bib ] |
| [80] | Lukas Sablica. Topics in Statistical Modeling. PhD thesis, Wirtschaftsuniversität Wien, 2023. [ bib ] |
| [81] | Franz Schäffer. Estimation and validation of basel II risk parameters for low default portfolios. Master's thesis, Wirtschaftsuniversität Wien, 2009. [ bib ] |
| [82] | Stefan Schilling. The moody investor: An analysis on the predictability of cryptocurrencies using twitter sentiment and tweet volume. Master's thesis, Wirtschaftsuniversität Wien, 2021. [ bib ] |
| [83] | Robert Schöftner. Modelling volatility: Autoregressive conditional heteroscedascity and its extensions. Master's thesis, Technische Universität Wien, 2004. [ bib ] |
| [84] | Florian Schwendinger. Conceptual and Computational Challenges in Data and Text Mining: Three Essays. PhD thesis, Wirtschaftsuniversität Wien, 2020. [ bib ] |
| [85] | Martin Sevcik. Modelling and backtesting of portfolio expected shortfall. Master's thesis, Wirtschaftsuniversität Wien, 2019. [ bib ] |
| [86] | Thomas Siedler. Interest rate models. Master's thesis, Technische Universität Wien, 2002. [ bib ] |
| [87] | Clemens Stadler. Compensation schemes --- implications to the risk taking of investment fund managers. Master's thesis, Wirtschaftsuniversität Wien, 2009. [ bib ] |
| [88] | Sylvia Staudinger. Betafaktoren: eine empirische Untersuchung. Master's thesis, Technische Universität Wien, 1992. [ bib ] |
| [89] | Sylvia Staudinger. Geld als Tauschmittel: Die Untersuchung verschiedener Ansätze mit Simulationsmodellen. PhD thesis, Technische Universität Wien, 1996. (2nd advisor). [ bib ] |
| [90] | Martin Strasser. Autoregressive Prozesse mit restringierten Zufallsgrößen. Master's thesis, Technische Universität Wien, 1995. [ bib ] |
| [91] | Leopold Steindl. Cointegration of futures markets. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
| [92] | Stefan Theußl. Applied high performance computing using R. Master's thesis, Wirtschaftsuniversität Wien, 2007. [ bib ] |
| [93] | Stefan Theußl. On the Design of R-Based Scalable Frameworks for Data Science Applications. PhD thesis, Wirtschaftsuniversität Wien, 2020. [ bib ] |
| [94] | Adrian Trapletti. On Neural Networks as Statistical Time Series Models. PhD thesis, Technische Universität Wien, 2000. [ bib ] |
| [95] | Teresa Twaroch. Signal representations: Time, frequency and scale. Master's thesis, Technische Universität Wien, 1995. [ bib ] |
| [96] | Stepan Vacha. Write it green --- comparing the ESG sentiment in reports and news. Master's thesis, Wirtschaftsuniversität Wien, 2023. [ bib ] |
| [97] | Laura Vana. Exploring the relationship between macroeconomic indicators and firms' financial ratios: Evidence from U.S. panel data. Master's thesis, Wirtschaftsuniversität Wien, 2012. [ bib ] |
| [98] | Laura Vana. Statistical Modeling for Credit Ratings. PhD thesis, Wirtschaftsuniversität Wien, 2018. [ bib ] |
| [99] | Philip Vodopiutz. Asset backed securities. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ] |
| [100] | Norbert Walchhofer. Community research --- analysis of an online single community. Master's thesis, Wirtschaftsuniversität Wien, 2008. [ bib ] |
| [101] | Andreas Weingessel. Speech recognition. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
| [102] | Andreas Weingessel. An Analysis of Learning Algorithms in PCA and SVD Neural Networks. PhD thesis, Technische Universität Wien, 1999. [ bib ] |
| [103] | Jakob Weissteiner. Variable importance measures in regression and classification methods. Master's thesis, Wirtschaftsuniversität Wien, 2018. [ bib ] |
| [104] | Wolfgang Weisz. Simulation und Analyse von Strukturbrüchen in linearen Regressionsmodellen. Master's thesis, Technische Universität Wien, 2003. [ bib ] |
| [105] | Karin Wimmer. fMRI time series analysis with the software SPM99. Master's thesis, University of Vienna, 2003. [ bib ] |
| [106] | Alexander Wodniansky. Optimale Portefeuille-Aufteilungen. Master's thesis, Technische Universität Wien, 1995. [ bib ] |
| [107] | Hanna Wutte. On variable selection of the elastic net in presence of multicollinearity. Master's thesis, Wirtschaftsuniversität Wien, 2018. [ bib ] |
| [108] | Sergey Yurkevich. A new dictionary for financial texts. Master's thesis, Wirtschaftsuniversität Wien, 2020. [ bib ] |
| [109] | Georg Zajko. Ontology learning in large software repositories. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ] |
| [110] | Amando Vincent Zanderigo. Algorithmic adjoint differentiation: Applications in computational finance. Master's thesis, Wirtschaftsuniversität Wien, 2023. [ bib ] |
| [111] | Achim Zeileis. Testing for Structural Change: Theory, Implementations and Applications. PhD thesis, Universität Dortmund, 2003. [ bib ] |
| [112] | Werner Zorman. Speaker recognition. Master's thesis, Technische Universität Wien, 1994. [ bib ] |
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Kurt.Hornik@wu.ac.at