my phd thesis is about “Financial Risk Modelling using time series analysis and machine learning models”. i did following works in my thesis:
- market risk modelling (value at risk prediction) using time series analysis and Deep Belief Network.
- liquidity risk class prediction (high liquidity vs low liquidity) using different machine learning models (including SVM, RF, KNN, ANN, and LSTM) for 4 crypto currencies (BitCoin, Ethereum, LiteCoin, Cardano).
- Money Laundering detection using different machine learning models (including SVM, RF, KNN, ANN, and LSTM) for bitcoin using transaction graph data provided by Elliptic company.
provide introduction for this thesis
