BEng(Computer Science), MEng(Applied Computational Techniques), MRes(Finance Oriented)


Room: A75 NB
Tel: +44 (0) 115 66690
Email: lixkt4@nottingham.ac.uk

Current Status: Resubmission
Year of Registration: 2004
Expected Completion Date: /09/2007

Primary Funding Source:
Business School Scholarship

Research Topic:
 Forecasting corporate earnings and cash flow Kalman Filter vs Computational Learning Techniques

Research Details:
This thesis examines and compares the forecasting ability of Kalman Filter and computational learning techniques for corporate earnings and cash flows forecasts.
Besides Financial Time Series Modelling and Forecasting, I am also interested in credit risk modelling and pricing; PDE and numerical methods; parameter estimation of stochastic process; and Real option et al.

Research Supervisor/s: Bob Berry and Peter Oliver

Division: Accounting & Finance