Essays about: "Binomial Tree Model"

Showing result 1 - 5 of 12 essays containing the words Binomial Tree Model.

  1. 1. Forecasting Football Corner Odds: Statistical Modelling, Betting Strategies and Assessing Market Efficiency

    University essay from Lunds universitet/Matematisk statistik

    Author : Gustav Pålsson; Marcus Laurens; [2023]
    Keywords : Mathematics and Statistics;

    Abstract : 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. READ MORE

  3. 2. Comparing priority queues with support for priority updates at arbitrary indexes

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Erik Granberg; [2021]
    Keywords : ;

    Abstract : 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. READ MORE

  4. 3. Supervised Learning for Prediction of Tumour Mutational Burden

    University essay from KTH/Matematisk statistik

    Author : Joanna Hargell; [2021]
    Keywords : Supervised Learning; Tumour Mutational Burden; Generalized Linear Models; Decision trees; Support Vector Machines; statistik; tillämpad matematik; statistisk inlärning; mutationsbörda;

    Abstract : 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. READ MORE

  5. 4. Optimizing the Number of Time-steps Used in Option Pricing

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Hugo Lewenhaupt; [2019]
    Keywords : Option pricing; binomial trees; machine learning; deep learning; discretization methods; optimization; recombinant tree; convergence;

    Abstract : 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. READ MORE

  6. 5. American Option Price Approximation for Real-Time Clearing

    University essay from Umeå universitet/Institutionen för fysik

    Author : Andreas Blanck; [2018]
    Keywords : Finance; Options; Risk; VaR; Price approximation;

    Abstract : American-style options are contracts traded on financial markets. These are derivatives of some underlying security or securities that in contrast to European-style options allow their holders to exercise at any point before the contracts expire. READ MORE