Essays about: "Predictive Power."

Showing result 21 - 25 of 301 essays containing the words Predictive Power..

  1. 21. Does Implied- or Historical Volatility predict Realized Volatility? : An empirical study conducted to find evidence for which out of historical volatility or implied volatility better forecasts the future volatility.

    University essay from Linnéuniversitetet/Institutionen för ekonomistyrning och logistik (ELO)

    Author : Gustav Sjöberg; Gustav Oom; [2023]
    Keywords : Implied volatility; historical volatility; realized volatility;

    Abstract : This study tests if historical volatility- and implied volatility has significant predictive power over future realized volatility and if so which one of the two is the superior predictor. The study is conducted by using historical volatility of the OMXS30 and implied volatility from OMXS30 call options during the period 2012-2023. READ MORE

  3. 22. RNN-based Graph Neural Network for Credit Load Application leveraging Rejected Customer Cases

    University essay from Högskolan i Halmstad/Akademin för informationsteknologi

    Author : Oskar Nilsson; Benjamin Lilje; [2023]
    Keywords : Machine Learning; Deep Learning; Reject Inference; GNN; GCN; Graph Neural Networks; RNN; Recursive Neural Network; LSTM; Semi-Supervised Learning; Encoding; Decoding; Feature Elimination;

    Abstract : Machine learning plays a vital role in preventing financial losses within the banking industry, and still, a lot of state of the art and industry-standard approaches within the field neglect rejected customer information and the potential information that they hold to detect similar risk behavior.This thesis explores the possibility of including this information during training and utilizing transactional history through an LSTM to improve the detection of defaults. READ MORE

  4. 23. Exploratory Assessment of Machine Learning, Geospatial Methods, and Data Evaluation Techniques for Modelling Cooking Fuels in Colombia

    University essay from KTH/Skolan för industriell teknik och management (ITM)

    Author : Federico Naranjo Hernandez; [2023]
    Keywords : ;

    Abstract : This thesis evaluates the application of machine learning and Geographic Information System (GIS) methods to analyze Colombia's cooking fuels landscape. The study aims to identify socio-economic and geographical factors affecting cooking fuel choices and assess the predictive power of various machine learning algorithms using associative data. READ MORE

  5. 24. The Predictive Power of Implied Volatility in Option Pricing

    University essay from KTH/Matematisk statistik

    Author : Lovisa Berglund; [2023]
    Keywords : Option Pricing; Black-Scholes; Finance; Implied Volatility; Applied Mathematics; Machine Learning; Optionsprissättning; Black-Scholes; Finans; Implicit Volatilitet; Tillämpad Matematik; Maskininlärning;

    Abstract : During the last few years, financial derivatives have been growing in trading volume. There seem to be a high demand and supply of derivatives on the market and one common derivative is the option contract. The option contract is frequently the subject of studies and many different pricing models have been created for options. READ MORE

  6. 25. Travel behavior of mountain bikers: : A case study on sustainable transportation choices

    University essay from Mittuniversitetet/Institutionen för ekonomi, geografi, juridik och turism

    Author : Henk Högemann; [2023]
    Keywords : ;

    Abstract : Bearing in mind that the car as a mode of transportation is responsible for more than one third of all tourism-related emissions worldwide and that a growing number of destinations offer mountain biking as nature-based tourism product, it becomes relevant to investigate mountain bikers with regarding their travel behavior. Therefore, the aim of this master thesis is to understand the transportation mode choice behavior of mountain bike (MTB) tourists when engaging in mountain bike specific vacation. READ MORE