Essays about: "Predictive Value"

Showing result 16 - 20 of 178 essays containing the words Predictive Value.

  1. 16. 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

  3. 17. 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

  4. 18. Predicting Equity Fund Returns: The Impact of the Momentum-Factor on Performance

    University essay from KTH/Matematisk statistik

    Author : Pontus Hovberger; Hugo Brunlid; [2023]
    Keywords : Equity Funds; Value; Growth; Momentum; Carhart Four-Factor Model; Multifactor Model; Momentum Crashes; Aktiefonder; Värdeaktier; Tillväxtaktier; Momentum; Carhart Four-Factor Model; Multifaktormodell; Momentumkrascher;

    Abstract : Momentum has been a persistent and robust factor in explaining excess future returns, generating great interest from investors and financial analysts. Following the financial crisis of 2008 and the Covid-19 pandemic, there have been instances of significant momentum crashes. READ MORE

  5. 19. Implementing Artificial Intelligence in Supply Chain Management : A Qualitative Study of How Manufacturing Companies Can Implement AI to Improve Supply Chain Management

    University essay from Umeå universitet/Företagsekonomi

    Author : Alva Norgren; Wilma Janzon Hägglund; [2023]
    Keywords : Supply Chain Management; Artificial Intelligence; Manufacturing Industry; Artificial Intelligence Implementation Process;

    Abstract : The emergence of new technologies, such as artificial intelligence (AI), is transforming society and changing fundamental beliefs about money, value judgments, and enterprise implications. AI is becoming increasingly prevalent, serving as an exceptional advisor and an omniscient informant. READ MORE

  6. 20. Effects of fuel and weather conditions on forest fire behaviour in Southern Sweden in oak dominated forests

    University essay from SLU/Southern Swedish Forest Research Centre

    Author : Olga Teresa Wepryk; [2023]
    Keywords : forest fire; forest fuel; fire weather; ignition experiments; prescribed burning;

    Abstract : Fire activity is influenced by weather and climate, fuels, ignition agents, and human activities. Fire suppression policy in Sweden resulted in a gradual decrease in the annually burnt areas, changes in fuel loads and a decline in species diversity. READ MORE