Essays about: "Pricing Algorithms"

Showing result 1 - 5 of 31 essays containing the words Pricing Algorithms.

1. 1. Implementation and evaluation of the Heston-Queue-Hawkes option pricing model

   University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

   Author : Samuel Rosén; [2023]
   Keywords : HQH; Heston Queue Hawkes; Option Pricing; jump diffusion;

   Abstract : 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. READ MORE

3. 2. Predicting Airbnb Prices in European Cities Using Machine Learning

   University essay from Blekinge Tekniska Högskola/Fakulteten för datavetenskaper

   Author : Shalini Gangarapu; Venkata Surya Akash Mernedi; [2023]
   Keywords : Machine Learning; Supervised Learning; Regression Algorithms; Airbnb Price Prediction;

   Abstract : 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. READ MORE

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

   University essay from Uppsala universitet/Analys och partiella differentialekvationer

   Author : Mohammed Moniruzzaman Khan; [2023]
   Keywords : ;

   Abstract : 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. READ MORE

5. 4. An Artificial Neural Network Approach to Algorithmic Trading

   University essay from Lunds universitet/Matematisk statistik

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

   Abstract : 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. READ MORE

6. 5. Feasibility Study of Implementation of Machine Learning Models on Card Transactions

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Samhar Alzghaier; Mervan Can Kaya; [2022]
   Keywords : Processing; Merchant; Acquirer; Customer; Demand Pricing; Dynamic Pricing; Profitability; Machine Learning; Algorithms; Naive-Bayes; AdaBoost; K-Nearest Neighbour; Stochastic Gradient Descent; Decision Trees; Random Forests;

   Abstract : 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. READ MORE