Essays about: "binomial tree"

Showing result 1 - 5 of 14 essays containing the words binomial tree.

  1. 1. 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

  3. 2. Comparing priority queues with support for priority updates at arbitrary indexes

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Erik Granberg; [2021]
    Keywords : ;

    Abstract : The research software URDME makes use of a priority queue that has support for updating the priority of enqueued elements at arbitrary indexes. To achieve this URDME currently relies on a Binary Heap. READ MORE

  4. 3. A comparison of numerical methods for pricing single and double barrier options

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Mhd Rashid Yehya; [2021]
    Keywords : Barrier option; binomial tree; combinatorial methods; comparison; computational time; double barrier option; knock-in option; knock-out option; single barrier option; spectral binomial tree approach; standard barrier option.;

    Abstract : Barrier options are the most popular and traded derivatives in the financial market because of their lower prices. Many studies have been conducted to develop the methods of pricing barrier options. Barrier option prices can be calculated using the classical binomial tree method, but it is time-consuming when we have a large number of time periods. READ MORE

  5. 4. Supervised Learning for Prediction of Tumour Mutational Burden

    University essay from KTH/Matematisk statistik

    Author : Joanna Hargell; [2021]
    Keywords : Supervised Learning; Tumour Mutational Burden; Generalized Linear Models; Decision trees; Support Vector Machines; statistik; tillämpad matematik; statistisk inlärning; mutationsbörda;

    Abstract : Tumour Mutational Burden is a promising biomarker to predict response to immunotherapy. In this thesis, statistical methods of supervised learning were used to predict TMB: GLM, Decision Trees and SVM. READ MORE

  6. 5. Optimizing the Number of Time-steps Used in Option Pricing

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Hugo Lewenhaupt; [2019]
    Keywords : Option pricing; binomial trees; machine learning; deep learning; discretization methods; optimization; recombinant tree; convergence;

    Abstract : Calculating the price of an option commonly uses numerical methods and can becomputationally heavy. In general, longer computations result in a more precisresult. As such, improving existing models or creating new models have been thefocus in the research field. READ MORE