Browsing RPI Theses Open Access by Author "Edirisinghe, Chanaka"

Now showing items 1-2 of 2

    • Non-stationarity dynamics of asset comovement 

      Campos de Carvalho, Pablo Jose (Rensselaer Polytechnic Institute, Troy, NY, 2016-12)
      In this dissertation, we contribute to the risk and asset pricing literature by investigating causes and effects of non-stationarity of financial time series. We propose a network-based framework to analyze structural and ...

    • Three essays on the application of machine learning for risk governance in financial institutions 

      Owusu, Abena Fosua (Rensselaer Polytechnic Institute, Troy, NY, 2020-08)
      The first two essays of my dissertation focus on risk culture as an important element for risk governance and risk management in U.S. banks and insurance firms. The third essay identifies climate change risk as an emerging ...