Essays about: "algorithmic pricing"

Showing result 6 - 10 of 11 essays containing the words algorithmic pricing.

  1. 6. Law-abiding algorithms: How Big Data and AI challenges the competitive system

    University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Author : Anja Siöstedt; [2019]
    Keywords : EU law; företagsekonomi; konkurrensrätt; competition law; law and economics; law; algorithms; algorithmic pricing; Artificial intelligence; Big Data; pricing algorithms; collusion; cartel; express collusion; tacit collusion; Law and Political Science;

    Abstract : I denna uppsats analyseras prissättningsalgoritmer för att undersöka hur de kan skapa nya sätt för företag att ägna sig åt kartellverksamhet. För att svara på frågan hur nuvarande konkurrensrättslig lagstiftning i EU kan appliceras på algoritmisk kartellbildning, studeras definitionen av de tre formerna av karteller i art. 101(1) FEUF. READ MORE

  3. 7. Bidding models for bond market auctions

    University essay from KTH/Matematisk statistik

    Author : Kristofer Engman; [2019]
    Keywords : Auction; winner s curse; request for quote; RFQ; statistics; applied mathematics; financial mathematics; bond; e-auction; fixed income; skew exponential power; mifid II; pricing; Budgivning; winner s curse; request for quote; RFQ; statistik; tillämpad matematik; finansiell matematik; obligation; e-auktion; fixed income; skew exponential power; mifid II; prissättning;

    Abstract : In this study, we explore models for optimal bidding in auctions on the bond market using data gathered from the Bloomberg Fixed Income Trading platform and MIFID II reporting. We define models that aim to fulfill two purposes. The first is to hit the best competitor price, such that a dealer can win the trade with the lowest possible margin. READ MORE

  4. 8. Algorithms and Collusion: Competition Law Challenges of Pricing Algorithms

    University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Author : Samuel Dobrin; [2019]
    Keywords : Algorithms; Collusion; Competition Law; Pricing Algorithms; Algorithmic Collusion; Explicit Collusion; Tacit Collusion; Artificial Intelligence AI ; OECD; EU; USA; Law and Political Science;

    Abstract : The purpose of this paper is to find possible measures to tackle algorithmic collusion, caused especially by pricing algorithms, from the perspective of competition law. This paper does not intend to analyse all possible measures that may exist, but rather, focus on a few measures that are seen reasonable. READ MORE

  5. 9. On-Line Market Microstructure Prediction Using Hidden Markov Models

    University essay from KTH/Matematisk statistik

    Author : Måns Tillman; [2017]
    Keywords : ;

    Abstract : Over the last decades, financial markets have undergone dramatic changes. With the advent of the arbitrage pricing theory, along with new technology, markets have become more efficient. READ MORE

  6. 10. Thesis - Optimizing Smooth Local Volatility Surfaces with Power Utility Functions

    University essay from Linköpings universitet/Produktionsekonomi; Linköpings universitet/Tekniska fakulteten

    Author : Gustav Sällberg; Pontus Söderbäck; [2015]
    Keywords : local volatility surface; LVS; optimization; roughness; smooth; risk neutral pricing; optimal growth; pricing error; automatic differentiation; algorithmic differentiation;

    Abstract : The master thesis is focused on how a local volatility surfaces can be extracted by optimization with respectto smoothness and price error. The pricing is based on utility based pricing, and developed to be set in arisk neutral pricing setting. READ MORE