Thesis defense Announcement-S2, 2020-21

Thesis defense Announcement-S2, 2020-21

Thesis defenses Announcement for Semester 2, 2020-2021

 COMMITTEE 1:

  1. Prof. Dr. Phạm Hữu Anh Ngọc
  2. Dr. Tạ Quốc Bảo
  3. 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:         

  1. Dr. Nguyễn Minh Quân
  2. Dr. Phạm Hải Hà
  3. 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