Available Master thesis topics

NFTs:

Predicting NFT price development

This thesis should assess the predictive power regarding the price of NFT collections.
Based on historical time-series data (floor price, number of sales, number of owners ...) that will be provided by our industry partner Blockbrain, you will detect features in the data that can identify relevant NFT Buy and Sell signals. A further potential data source you can add would be sentiment (based on Twitter and Discord activity). Please contact Andre Guettler if you are interested.

Predicting NFT scams

This thesis should assess early signals for NFT collections that turn out to be scams or so called “rug pulls”. Based on historical quantitative and qualitative data (Ethereum on-chain data and off-chain like news, twitter, ...) that you will identify and select as data sources (some of it can be provided by our industry partner Blockbrain), you will search for relevant features that are common for scam NFT projects. Please contact Andre Guettler if you are interested.

NFT Moon bags

This thesis should assess a popular investment practice in NFT markets: buy two NFTs of a particular project. Then sell one in the first marked price increase (to remain liquid) and keep the second NFT in case the project becomes very valuable ("moon") or ride it to zero. Based on historical quantitative data (some of it can be provided by our industry partner Blockbrain), you will backtest such an approach. Please contact Andre Guettler if you are interested.

Price Discovery

This thesis should carry out a (basic) analysis of price discovery in NFT markets. This project requires an average programming knowledge. Please contact Tim Baumgartner if you are interested.

NFT Market Microstructure

This thesis should carry out a (basic) analysis of the market microstructure in NFT markets. This project requires an average programming knowledge. Please contact Tim Baumgartner if you are interested.

Banking:

Factoring

This thesis will analyze an Italian bank specialized in factoring. Please contact Tim Baumgartner if you are interested.

Credit Platform

This thesis will conduct a case study on the credit platform creditshelf AG. Please contact Tim Baumgartner if you are interested.

Stock Market:

SPAC Investments

SPACs are special purpose acquisition companies: Entities IPOing to acquire privately held companies and make them tradable in a non-tradition manner. This thesis should gather a sample of european SPACs and assess their return. Please contact Tim Baumgartner if you are interested.

Real Estate / REITs

Real Estate Investment Trusts (REITs) are companies investing solely in real estate. This thesis should carry out a case study. Please contact Tim Baumgartner if you are interested

Crypto assets:

How much crypto assets should be in your portfolio? (reserved)

The thesis should analyze how much crypto asssets should be in your portfolio. Based on Platanakis and Urquhart (2019) and the papers cited in this publication, you should use the Black-Litterman Model to come up with suitable crypto portfolio weights. Please contact Andre Guettler if you are interested.

The cleansing effect of flash loan attacks

The thesis should investigate flash loans. Besides characterising these type of short-term, uncollateralized loans, the cleansing effect of flash loan attacks should be analyzed, i.e., how vulnerable protokols such as  bZX or Harvest Finance have been (see first material here and here; more technical paper). In some way, flash loans facilitate stress testing new protokols and hence can be seen as getting rid of poorly designed DeFi protokols. Please contact Andre Guettler if you are interested. 

Bitcoin:

Price correlation between Bitcoin and (major) altcoins

This thesis should analyze the price correlation between Bitcoin and a selected group of major altcoins, exploring how movements in the price of  Bitcoin could potentially influence or reflect price changes of other significant cryptocurrencies. Please contact Alexander Wiedenmann if you are interested.

Economic Factors That Impact the Price of Bitcoin

This thesis will investigate various economic factors, such as market supply/demand, macroeconomic indicators, and other variables to understand their impact on the price fluctuations of Bitcoin. Please contact Alexander Wiedenmann if you are interested.

Comparative Analysis of Bitcoin and Gold as Stores of Value

This thesis should examine the similarities and differences between Bitcoin and gold, focusing on their effectiveness, investor perceptions, and roles as historical stores of value in the context of modern financial systems. Please contact Alexander Wiedenmann if you are interested.

The Economics of Bitcoin Mining

This thesis will explore the economic aspects of Bitcoin mining, including the costs, benefits, and environmental impacts, to understand the profitability and economic sustainability of mining operations. Please contact Alexander Wiedenmann if you are interested.

Decentralized Finance (DeFi) and Bitcoin

This thesis should explore the integration of Bitcoin in the DeFi exosystem and its impact on traditional finance. Please contact Alexander Wiedenmann if you are interested.

Asset Pricing:

Analysis of investment decisions by professional asset managers

Master's thesis in cooperation with the investment company Infinigon. The aim of this master's thesis is to examine how professional asset managers act in different market phases. For this purpose, the buy/sell decisions of such managers should be analyzed over time and linked to macroeconomic market data (such as stock indices). The aim is to examine whether and how conclusions about their risk behavior can be drawn from the managers' investment decisions. The required time series with the relevant data are provided by Infinigon for the work. No specific prior knowledge is required for the work; but there should be interest in the statistical analysis of time series. Please contact Andre Guettler if you are interested.