Essays about: "Shih Jung Yape"

Found 2 essays containing the words Shih Jung Yape.

  1. 1. Bid Forecasting in Public Procurement

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

    Author : Karim Stiti; Shih Jung Yape; [2019]
    Keywords : Bidding in public procurement; Count data regression; Economically most advantageous tenders; Lowest price tenders; Machine learning; Multiple linear regression; Nonparametric bootstrap; Position performance coefficient; Sealed-bid auctions; Stochastic dominance; Support vector regression.; Budgivningsmodeller I offentliga upphandlingar; Ekonomiskt mest fördelaktiga anbud; Förseglade auktioner; Lägsta-pris anbud; Maskininlärning; Multipel linjär regression.;

    Abstract : Public procurement amounts to a significant part of Sweden's GDP. Nevertheless, it is an overlooked sector characterized by low digitization and inefficient competition where bids are not submitted based on proper mathematical tools. READ MORE

  2. 2. Toxicity Levels of Stock Markets : Observing Information Asymmetry in a Multi-Market Setting

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Lukas Molander; Shih Jung Yape; [2017]
    Keywords : High frequency trading HFT ; Market microstructure; Order ow toxicity; Contagion; Adverse selection; Predatory HFT-strategies; Toxicity levels;

    Abstract : The presence of toxic order ow and predatory HFT strategies in a multi-market setting are scarcely researched in the academic world. This thesis studies the toxicity levels of a set of markets by examining unconsolidated quote data and firm specific trade data. READ MORE