Overview of past bachelor thesis topics

Topic data science

  • An Introduction to Bootstrap
  • Bootstrap Methods for Dependent Data
  • Generation of Random Variables

Finance subject

  • The Capital Asset Pricing Model in a (financial) crisis?
  • Measuring volatility: news impact curves based on GARCH and EGARCH models
  • Does the oil price affect the stock market?
  • Measuring risk: Value at Risk and other risk metrics
  • Volatility Prediction - Using Google’s Search Volume Index
  • Three-Way Decomposition of the Bid-Ask Spread with Risk of Non-execution in an Open Limit Order Book
  • Is Bitcoin a currency or an investment? Analysis of the bid-ask spread
  • Insights on the Market Microstructure of Bitcoin

Data-focused topics that were just plain interesting

  • How to beat the tennis bookmaker market: Backtesting of a sports betting value strategy
  • The Demand for and Impact of Learning HIV Status
  • Determinants of Health Insurance Uptake in Rural Nigeria
  • Evaluating the Adolescent Girl Employment Initiative in Nepal