Sökning: "algorithmic pricing"
Visar resultat 1 - 5 av 11 uppsatser innehållade orden algorithmic pricing.
1. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing
Master-uppsats, KTH/Matematisk statistikSammanfattning : The modern electronic financial market is composed of a large amount of actors. With the surge in algorithmic trading some of these actors collectively behave in increasingly complex ways. Historically, academic research related to financial markets has been focused on areas such as asset pricing, portfolio management and financial econometrics. LÄS MER
2. Pricing and Hedging American-Style Options withDeep Learning: Algorithmic implementation
Master-uppsats, Uppsala universitet/Analys och partiella differentialekvationerSammanfattning : This thesis aims at evaluating and implementing Longstaff & Schwarz approach for approximating the value of American options. American options are generally hard to value, exercised at any time up to its expiration and moreover, there is no closed- form solution for an American option’s price. LÄS MER
3. An Artificial Neural Network Approach to Algorithmic Trading
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. LÄS MER
4. Predicting a business application's cloud server CPU utilization using the machine learning model LSTM
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Cloud Computing sees increased adoption as companies seek to increase flexibility and reduce cost. Although the large cloud service providers employ a pay-as-you-go pricing model and enable customers to scale up and down quickly, there is still room for improvement. LÄS MER
5. Dynamic Pricing : A Matter of Attitude
Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionenSammanfattning : Tillämpningen av dynamisk prissättning har förenklats i och med digitaliseringens framväxt. Med den ökade tillgången till kunddata kan företag idag kartlägga kundernas köpbeteende och genom algoritmer anpassa priserna därefter. Identiska varor och tjänster kan på så sätt prissättas annorlunda. LÄS MER