Sökning: "Binomial Tree"
Visar resultat 1 - 5 av 14 uppsatser innehållade orden Binomial Tree.
1. Forecasting Football Corner Odds: Statistical Modelling, Betting Strategies and Assessing Market Efficiency
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Statistical modelling could be included in a betting strategy where the value of a bet is assessed by comparing model predictions and market odds. This thesis presents several models based on statistical learning methods for predicting the total number of corners in a football match. LÄS MER
2. Comparing priority queues with support for priority updates at arbitrary indexes
Kandidat-uppsats, Uppsala universitet/Institutionen för informationsteknologiSammanfattning : The research software URDME makes use of a priority queue that has support for updating the priority of enqueued elements at arbitrary indexes. To achieve this URDME currently relies on a Binary Heap. LÄS MER
3. A comparison of numerical methods for pricing single and double barrier options
Master-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikationSammanfattning : Barrier options are the most popular and traded derivatives in the financial market because of their lower prices. Many studies have been conducted to develop the methods of pricing barrier options. Barrier option prices can be calculated using the classical binomial tree method, but it is time-consuming when we have a large number of time periods. LÄS MER
4. Supervised Learning for Prediction of Tumour Mutational Burden
Master-uppsats, KTH/Matematisk statistikSammanfattning : Tumour Mutational Burden is a promising biomarker to predict response to immunotherapy. In this thesis, statistical methods of supervised learning were used to predict TMB: GLM, Decision Trees and SVM. LÄS MER
5. Optimizing the Number of Time-steps Used in Option Pricing
Master-uppsats, Linköpings universitet/Institutionen för datavetenskapSammanfattning : Calculating the price of an option commonly uses numerical methods and can becomputationally heavy. In general, longer computations result in a more precisresult. As such, improving existing models or creating new models have been thefocus in the research field. LÄS MER