Thesis defense Announcement-S2, 2020-21
Thesis defenses Announcement for Semester 2, 2020-2021
COMMITTEE 1:
- Prof. Dr. Phạm Hữu Anh Ngọc
- Dr. Tạ Quốc Bảo
- Dr. Nguyễn Phương Anh
Online via MS Teams. Code: Sent to all registers.
Time: 8:00-11:30, 31/8/2021
No. | Stdudents’ID | Fullname | Topic | Advisor | Affiliation | |
1 | MAMAIU17005 | Nguyễn Như Phương | Systemic Risk and Financial System Network in Vietnam | Dr. Nguyễn Phương Anh | IU-VNU | |
2 | MAMAIU17017 | Đỗ Trung Hiến | ARMA-GARCH models in Value-at-Risk estimation | Dr. Tạ Quốc Bảo | IU-VNU | |
3 | MAMAIU16047 | Nguyễn Thị Hồng Phúc | Volatility Estimation and Applications | Dr. Phạm Hải Hà | IU-VNU | |
4 | MAMAIU17008 | Tô Thanh Huyền | Some stylized facts of financial time series and applications | Dr. Nguyễn Minh Quân | IU-VNU | |
5 | MAMAIU15040 | Trương Phạm Uyên My | Option pricing using Machine learning | Dr. Phạm Hải Hà | IU-VNU | |
6 | MAMAIU17031 | Nguyễn Thiện Toàn | Cryptocurrency portfolio index and econometrics analysis | Dr. Nguyễn Phương Anh | IU-VNU |
COMMMITTE 2:
- Dr. Nguyễn Minh Quân
- Dr. Phạm Hải Hà
- Assoc. Dr. Nguyễn Ngọc Hải
Online via MSTeams. Code: Sent to all registers.
Time: 8:00-11:30, 31/8/2021
No. | Students’ ID | Fullname | Topic | Advisor | Affiliation | |
1 | MAMAIU16021 | Lê Trần Anh Thái | Testing the CAPM and the Fama-French factor model on Vietnam Stock Market | Dr. Tạ Quốc Bảo | IU-VNU | |
2 | MAMAIU17007 | Nguyễn Tiến Thành | Expectiles and application in portfolio management | Dr. Nguyễn Phương Anh | IU-VNU | |
3 | MAMAIU16048 | Đoàn Hồ Nam Phương | Volatility forecasting performance of GARCH type models on Asian stock markets. | Dr. Tạ Quốc Bảo | IU-VNU | |
4 | MAMAIU17018 | Nguyễn Thuỳ Trang | Apply Principle Component Analysis in customer classification problem | Dr. Phạm Hải Hà | IU-VNU | |
5 | MAMAIU16059 | Thiều Thị Thuỳ Vân | Capital Asset Pricing Model in investment portfolio. | TS. Tạ Quốc Bảo | IU-VNU | |
6 | MAMAIU17001 | Võ Hoàng Long | Bootstrap efficiency scores of insurance companies in Vietnam | Dr. Nguyễn Phương Anh | IU-VNU |