Sökning: "Pricing Algorithms"
Visar resultat 1 - 5 av 34 uppsatser innehållade orden Pricing Algorithms.
1. Implementation and evaluation of the Heston-Queue-Hawkes option pricing model
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Sannolikhetsteori och kombinatorikSammanfattning : Introduction: This thesis presents a python implementation and evaluation of the Heston-Queue-Hawkes (HQH) model, a recent jump-diffusion model for pricing options. The model is capable of tracking options for a wide range of different underlying assets. LÄS MER
2. Predicting Airbnb Prices in European Cities Using Machine Learning
Kandidat-uppsats, Blekinge Tekniska Högskola/Fakulteten för datavetenskaperSammanfattning : Background: Machine learning is a field of computer science that focuses on creating models that can predict patterns and relations among data. In this thesis, we use machine learning to predict Airbnb prices in various European cities to help the hosts in setting reasonable prices for their properties. LÄS MER
3. 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
4. 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
5. Feasibility Study of Implementation of Machine Learning Models on Card Transactions
Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Several studies have been conducted within machine learning, and various variations have been applied to a wide spectrum of other fields. However, a thorough feasibility study within the payment processing industry using machine learning classifier algorithms is yet to be explored. LÄS MER