Advanced search

Showing result 1 - 5 of 14 essays matching the above criteria.

  1. 1. A Descriptive Analysis of Football Matches using Logistic Regression

    University essay from KTH/Matematisk statistik

    Author : Oscar Grankvist; Ivan-Edvard Bergman; [2023]
    Keywords : Football; Premier League; Logistic Regression; Match-related statistics; Fotboll; Premier League; Logistisk regression; Matchrelaterad Statisik;

    Abstract : The aim of this study was to explore how match-related statistics contribute to winning association football matches. This is relevant for stakeholders in the football industry to facilitate the understanding of what factors contribute to winning matches and can thus be of use when formulating match tactics. READ MORE

  3. 2. 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

  4. 3. Using Semi-Supervised Learning for Email Classification

    University essay from KTH/Matematik (Avd.)

    Author : Anders Inde; [2022]
    Keywords : applied mathematics; semi-supervised learning; self-training; doc2vec; classification; tillämpad matematik; semi-vägledd inlärning; self-training; doc2vec; klassificering;

    Abstract : In this thesis, we investigate the use of self-training, a semi-supervised learning method, to improve binary classification of text documents. This means making use of unlabeled samples, since labeled samples can be expensive to generate. More specifically, we want to classify emails that are retrieved by Skandinaviska Enskilda Banken (SEB). READ MORE

  5. 4. Predicting Stock Price Direction for Asian Small Cap Stocks with Machine Learning Methods

    University essay from KTH/Matematik (Avd.)

    Author : Tina Abazari; Sherwin Baghchesara; [2021]
    Keywords : Machine Learning; Classification; Classification Trees; Random Forest; Support Vector Machine; Logistic Regression; Stocks; Stock Market; Asset Management; Investments; Asia; Small Cap; Micro Cap; Maskininlärning; Klassificering; Klassificeringsträd; Random Forest; Support Vector Machine; Logistisk Regression; Aktier; Aktiemarknad; Fondförvaltning; Investeringar; Asien; Småbolag; Mikrobolag.;

    Abstract : Portfolio managers have a great interest in detecting high-performing stocks early on. Detecting outperforming stocks has for long been of interest from a research as well as financial point of view. Quantitative methods to predict stock movements have been widely studied in diverse contexts, where some present promising results. READ MORE

  6. 5. How to make the most of open data? A travel demand and supply model for regional bicycle paths

    University essay from KTH/Transport och systemanalys

    Author : Laurent Cazor; [2021]
    Keywords : Planning Support System PSS ; Four-Step Model; Gravity Model; Distance-Decay function; Binary Logit Model; Level of Traffic Stress LTS ; Geographic Information System GIS ;

    Abstract : Detta examensarbete syftar till att svara på ett av Trafikverket fastställt problem: en gemensam regional cykelplanerings process skulle göra dem billigare och mer jämförbara. De erbjuder för närvarande planerarna en modell som utvecklades av Kågeson 2007. READ MORE