Research assistants

1. Tomas Marada, "Quantitative credit risk modeling: ratings under stochastic time", 2008 [pdf].
2. Krzysztof Lukosz, "Markov decision processes in finance", 2006 [pdf].
3. Andras Balint, "Dynamic call blending in the presence of time-varying arrivals", 2005 [pdf].
4. Wing Hong Kan, "Nearest neighbour algorithms for forecasting call arrivals in call centers", (with Elena Marchiori), 2005 [pdf].