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] Mario Annau. Reconstruction and visualization of XETRA orderbook data. Master's thesis, Technische Universität Wien, 2008. [ bib ]
[4] Mario Annau. Financial news mining and sentiment analysis using R. Master's thesis, Wirtschaftsuniversität Wien, 2011. [ bib ]
[5] Harald H. Arnold. Erkennung von handgeschriebenen Buchstaben mittels Entscheidungsstrategie, Neuraler Netze und BP-Untergruppen. Master's thesis, Technische Universität Wien, 1994. [ bib ]
[6] Thomas Baier. Implementing neural network models using Octave. Master's thesis, Technische Universität Wien, 1996. [ bib ]
[7] Tea Bastijan. Stress testing in credit risk models: An empirical study on a Croatian corporate portfolio. Master's thesis, Wirtschaftsuniversität Wien, 2012. [ bib ]
[8] Thomas Benesch. Compound stochastic processes with application to collective risk theory. Master's thesis, Technische Universität Wien, 1996. [ bib ]
[9] Hans-Peter Bernhard. The Mutual Information Function and Its Application to Signal Processing. PhD thesis, Technische Universität Wien, 1997. (2nd advisor). [ bib ]
[10] Angela Bohn. Social network analysis of telecommunication networks. Master's thesis, Wirtschaftsuniversität Wien, 2007. [ bib ]
[11] Matej Brath. Risk aggregation techniques with application in the banking industry. Master's thesis, Wirtschaftsuniversität Wien, 2016. [ bib ]
[12] 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 ]
[13] Christoph Cordt. Prognose der verpackungsmengen in österreich. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ]
[14] Herbert Dawid. Genetic Learning in Economic Systems. PhD thesis, Technische Universität Wien, 1995. (2nd advisor). [ bib ]
[15] Evgenia Dimitriadou. Explorative Data Analysis and Applications. PhD thesis, Technische Universität Wien, 2003. [ bib ]
[16] Richard Domes. A system which learns to recognize handwritten characters. Master's thesis, Technische Universität Wien, 1995. [ bib ]
[17] Fatma Dursun. Die Rechtsprechungspraxis des UFS in Abgabensachen: Eine Analyse der Jahre 2005 bis 2009. Master's thesis, Technische Universität Wien, 2011. [ bib ]
[18] Marcel Dzoja. Automatische Plagiatserkennung in R. Master's thesis, Wirtschaftsuniversität Wien, 2011. [ bib ]
[19] Karl Etlinger. Revenue Management bei Flugnetzwerken. Master's thesis, WUWien, 2009. [ bib ]
[20] Ingo Feinerer. A Text Mining Framework in R and Its Applications. PhD thesis, Wirtschaftsuniversität Wien, 2008. [ bib | http ]
[21] Markus Fischer. Gait analysis. Master's thesis, Technische Universität Wien, 1993. [ bib ]
[22] Johannes Fitz. Stress testing credit portfolios. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ]
[23] Leon Flisar. Mathematische Modelle zur Beschreibung des Verkehrsflusses. Master's thesis, Technische Universität Wien, 1992. [ bib ]
[24] Bernd Forster. Medium term optimization and storage strategy: Methodology and strategy. Master's thesis, Wirtschaftsuniversität Wien, 2008. [ bib ]
[25] Ulrike Freisleben. Bewertung von Zinsoptionen. Master's thesis, Technische Universität Wien, 1994. [ bib ]
[26] Thomas Füreder. Linkage analysis: Methods and applications. Master's thesis, Technische Universität Wien, 1996. [ bib ]
[27] 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 ]
[28] Boris Grabovickic. Free disposable income and its role in PD prediction. Master's thesis, Wirtschaftsuniversität Wien, 2009. [ bib ]
[29] Soraya Hausl. State of the art churn prediction modeling --- benchmarking popular techniques in R. Master's thesis, Wirtschaftsuniversität Wien, 2008. [ bib ]
[30] Wolfgang Herold. Parameter stability in econometric models: An overview of hypotheses and tests. Master's thesis, Technische Universität Wien, 1994. [ bib ]
[31] Rainer Hirk. Ordinal response mixed effects regression models: An analysis of US corporate credit ratings. Master's thesis, Wirtschaftsuniversität Wien, 2016. [ bib ]
[32] Rainer Hirk. Multivariate Ordinal Models in Credit Risk: Three Essays. PhD thesis, Wirtschaftsuniversität Wien, 2020. [ bib ]
[33] Laura Hofer. Hidden Markov Models: Theory and applications. Master's thesis, Technische Universität Wien, 1995. [ bib ]
[34] Paul Hofmarcher. Advanced Regression Methods in Finance and Economics: Three Essays. PhD thesis, Wirtschaftsuniversität Wien, 2012. [ bib ]
[35] Rok Jankovic. Comparing supervised learning algorithms for classification of investor sentiment. Master's thesis, Wirtschaftsuniversität Wien, 2021. [ bib ]
[36] Daniela Jurenkova. Deep learning models in credit scoring. Master's thesis, Wirtschaftsuniversität Wien, 2018. [ bib ]
[37] Wolfgang Kaghofer. Neural networks for track finding in particle detectors. Master's thesis, Technische Universität Wien, 1994. [ bib ]
[38] Joachim Kainz. Visual Condela: Ein Werkzeug für die Visualisierung neuraler Netze. Master's thesis, Technische Universität Wien, 1994. [ bib ]
[39] Ashish Kalra. Pair trading and copula. Master's thesis, Wirtschaftsuniversität Wien, 2016. [ bib ]
[40] Roland Kapl. Computational intelligence in the capital markets: A survey of recent developments. Master's thesis, Technische Universität Wien, 1996. [ bib ]
[41] Alexandros Karatzoglou. Kernel Methods: Software, Algorithms and Applications. PhD thesis, Technische Universität Wien, 2006. [ bib ]
[42] Gerhard Kircher. Adaptive Resonance Theory: Theorie und Praxis. Master's thesis, Technische Universität Wien, 1992. [ bib ]
[43] Martin Kober. Sentiment analysis in R using string kernels. Master's thesis, Wirtschaftsuniversität Wien, 2009. [ bib ]
[44] Josef Kollmitzer. Quantitative Gait Analysis. PhD thesis, Technische Universität Wien, 1996. [ bib ]
[45] Stefan Emanuel Kraft. Graph-based recommender systems in banking. Master's thesis, Wirtschaftsuniversität Wien, 2020. [ bib ]
[46] Andreas Krenn. Ball and beam control by traditional and fuzzy methods. Master's thesis, Technische Universität Wien, 1995. [ bib ]
[47] Guadalupe Landa Rosas. Asset correlation estimation and simualtion of correlated default events. Master's thesis, Wirtschaftsuniversität Wien, 2011. [ bib ]
[48] Friedrich Leisch. Stochastische Methoden im Futurestrading. Master's thesis, Technische Universität Wien, 1992. [ bib ]
[49] 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 ]
[50] Gerhard Leitner. Artifizielle Neurale Netzwerke. Master's thesis, Technische Universität Wien, 1992. [ bib ]
[51] Christoph Leitner. Evaluation of banks through their credit ratings. Master's thesis, Wirtschaftsuniversität Wien, 2007. [ bib ]
[52] Alexander Lerchner. Analysis of incomplete data with computational neural networks. Master's thesis, Technische Universität Wien, 1999. [ bib ]
[53] Arthur Makaryan. Corporate default prediction: Survival analysis versus logistic regression versus neural networks. Master's thesis, Wirtschaftsuniversität Wien, 2020. [ bib ]
[54] Nicolas March. Building a Data Mining Framework for Target Marketing. PhD thesis, Wirtschaftsuniversität Wien, 2011. (2nd advisor). [ bib ]
[55] Ernst Martinkowitsch. Sicherheit in Rechnersystemen: Betriebssystemkomponenten zur automatisierten Identifikation von Benutzern zum Zwecke des rechnerunterstützten Objektschutzes. Master's thesis, Technische Universität Wien, 1994. [ bib ]
[56] Richard Mayer. Hidden Markov Models and selected applications in molecular biology. Master's thesis, Technische Universität Wien, 1994. [ bib ]
[57] Helmut Messerer. Schnittstellen zur Mustererkennung. Master's thesis, Technische Universität Wien, 1994. [ bib ]
[58] David Meyer. A Generic Simulation Framework for Heterogeneous Agents (with Applications in Marketing and Technological Choice). PhD thesis, Wirtschaftsuniversität Wien, 2003. [ bib ]
[59] 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 ]
[60] Bastian Offermann. Advanced methods in portfolio selection. Master's thesis, Wirtschaftsuniversität Wien, 2009. [ bib ]
[61] Michael Perlini. Kohonens selbstorganisierende Merkmalskarten. Master's thesis, Technische Universität Wien, 1993. [ bib ]
[62] Wolfgang Peterlik. Eventmaturareisen --- Inszenierter Hype oder nachhaltiger Trend. Master's thesis, Wirtschaftsuniversität Wien, 2008. [ bib ]
[63] Bui Thi Mai Phuong. Comparison of boosting-based methods for ordinal classification. Master's thesis, Wirtschaftsuniversität Wien, 2016. [ bib ]
[64] 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 ]
[65] Johannes Rauch. Sprachenidentifzierung mit r unter verwendung eines neuen n-gramm-ansatzes. Master's thesis, Wirtschaftsuniversität Wien, 2008. [ bib ]
[66] Michael Reisenhofer. Analysis of heterogeneity of bookmakers for the UEFA Champions League 2009/20. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ]
[67] Hannes Riesenhuber. Parallel processing systems---opportunities for risk controlling. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ]
[68] Franz Schäffer. Estimation and validation of basel II risk parameters for low default portfolios. Master's thesis, Wirtschaftsuniversität Wien, 2009. [ bib ]
[69] Thomas Rusch. Recursive Partitioning of Models of a Generalized Linear Model Type. PhD thesis, Wirtschaftsuniversität Wien, 2012. (2nd advisor). [ bib ]
[70] 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 ]
[71] Robert Schöftner. Modelling volatility: Autoregressive conditional heteroscedascity and its extensions. Master's thesis, Technische Universität Wien, 2004. [ bib ]
[72] Florian Schwendinger. Conceptual and Computational Challenges in Data and Text Mining: Three Essays. PhD thesis, Wirtschaftsuniversität Wien, 2020. [ bib ]
[73] Martin Sevcik. Modelling and backtesting of portfolio expected shortfall. Master's thesis, Wirtschaftsuniversität Wien, 2019. [ bib ]
[74] Thomas Siedler. Interest rate models. Master's thesis, Technische Universität Wien, 2002. [ bib ]
[75] Clemens Stadler. Compensation schemes --- implications to the risk taking of investment fund managers. Master's thesis, Wirtschaftsuniversität Wien, 2009. [ bib ]
[76] Sylvia Staudinger. Betafaktoren: eine empirische Untersuchung. Master's thesis, Technische Universität Wien, 1992. [ bib ]
[77] Sylvia Staudinger. Geld als Tauschmittel: Die Untersuchung verschiedener Ansätze mit Simulationsmodellen. PhD thesis, Technische Universität Wien, 1996. (2nd advisor). [ bib ]
[78] Martin Strasser. Autoregressive Prozesse mit restringierten Zufallsgrößen. Master's thesis, Technische Universität Wien, 1995. [ bib ]
[79] Leopold Steindl. Cointegration of futures markets. Master's thesis, Technische Universität Wien, 1994. [ bib ]
[80] Stefan Theußl. Applied high performance computing using R. Master's thesis, Wirtschaftsuniversität Wien, 2007. [ bib ]
[81] Stefan Theußl. On the Design of R-Based Scalable Frameworks for Data Science Applications. PhD thesis, Wirtschaftsuniversität Wien, 2020. [ bib ]
[82] Adrian Trapletti. On Neural Networks as Statistical Time Series Models. PhD thesis, Technische Universität Wien, 2000. [ bib ]
[83] Teresa Twaroch. Signal representations: Time, frequency and scale. Master's thesis, Technische Universität Wien, 1995. [ bib ]
[84] 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 ]
[85] Laura Vana. Statistical Modeling for Credit Ratings. PhD thesis, Wirtschaftsuniversität Wien, 2018. [ bib ]
[86] Philip Vodopiutz. Asset backed securities. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ]
[87] Norbert Walchhofer. Community research --- analysis of an online single community. Master's thesis, Wirtschaftsuniversität Wien, 2008. [ bib ]
[88] Andreas Weingessel. Speech recognition. Master's thesis, Technische Universität Wien, 1994. [ bib ]
[89] Andreas Weingessel. An Analysis of Learning Algorithms in PCA and SVD Neural Networks. PhD thesis, Technische Universität Wien, 1999. [ bib ]
[90] Jakob Weissteiner. Variable importance measures in regression and classification methods. Master's thesis, Wirtschaftsuniversität Wien, 2018. [ bib ]
[91] Wolfgang Weisz. Simulation und Analyse von Strukturbrüchen in linearen Regressionsmodellen. Master's thesis, Technische Universität Wien, 2003. [ bib ]
[92] Karin Wimmer. fMRI time series analysis with the software SPM99. Master's thesis, University of Vienna, 2003. [ bib ]
[93] Alexander Wodniansky. Optimale Portefeuille-Aufteilungen. Master's thesis, Technische Universität Wien, 1995. [ bib ]
[94] Hanna Wutte. On variable selection of the elastic net in presence of multicollinearity. Master's thesis, Wirtschaftsuniversität Wien, 2018. [ bib ]
[95] Sergey Yurkevich. A new dictionary for financial texts. Master's thesis, Wirtschaftsuniversität Wien, 2020. [ bib ]
[96] Georg Zajko. Ontology learning in large software repositories. Master's thesis, Wirtschaftsuniversität Wien, 2010. [ bib ]
[97] Achim Zeileis. Testing for Structural Change: Theory, Implementations and Applications. PhD thesis, Universität Dortmund, 2003. [ bib ]
[98] Werner Zorman. Speaker recognition. Master's thesis, Technische Universität Wien, 1994. [ bib ]

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Kurt.Hornik@wu.ac.at