Sökning: "algorithmic pricing"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden algorithmic pricing.

  1. 1. Statistical Modelling of Price Difference Durations Between Limit Order Books: Applications in Smart Order Routing

    Master-uppsats, KTH/Matematisk statistik

    Författare :Hannes Backe; David Rydberg; [2023]
    Nyckelord :Smart Order Routing; Market Microstructure; Statistical Modelling; Survival Analysis; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest; Smart Order Routing; Marknadsmikrostruktur; Statistisk Modellering; Överlevnadsanalys; Kaplan-Meier; Cox Proportional Hazards; Random Survival Forest;

    Sammanfattning : 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

  3. 2. Pricing and Hedging American-Style Options withDeep Learning: Algorithmic implementation

    Master-uppsats, Uppsala universitet/Analys och partiella differentialekvationer

    Författare :Mohammed Moniruzzaman Khan; [2023]
    Nyckelord :;

    Sammanfattning : 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. 3. An Artificial Neural Network Approach to Algorithmic Trading

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Timmie Bengtsson; [2023]
    Nyckelord :Financial Markets; Machine Learning; Long Short-Term Memory; Gated Recurrent Unit; Recurrent Neural Networks; Time Series Analysis; Algorithmic Trading; Mathematics and Statistics;

    Sammanfattning : 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. 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)

    Författare :Filip Nääs Starberg; Axel Rooth; [2021]
    Nyckelord :Cloud computing; CPU prediction; Infrastructure as a service; LSTM; Machine learning; Neural networks; Recurrent neural networks; Time series prediction; ;

    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

  7. 5. Dynamic Pricing : A Matter of Attitude

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Johanna Holmqvist Larsson; Fanny Tapper; [2019]
    Nyckelord :dynamic pricing; surge pricing; robo-pricing; algorithmic pricing; price discrimination; dynamisk prissättning; prisdiskriminering;

    Sammanfattning : 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