Essays about: "binomial trees"

Showing result 1 - 5 of 7 essays containing the words binomial trees.

  1. 1. 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

  3. 2. 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

  4. 3. A weighty issue : estimation of fire size with geographically weighted logistic regression

    University essay from Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskap

    Author : Julia Hjalmarsson; [2016]
    Keywords : Physical Geography and Ecosystem analysis; GIS; geographically weighted logistic regression; fire reconstruction; fire size; Earth and Environmental Sciences;

    Abstract : Size estimations of fires that occurred centuries ago have been the subject of study for many decades. More accurate spatial fire histories from tree rings were possible by either drawing the sample location on detailed topographic maps or using GPS receivers. READ MORE

  5. 4. Turbo Warrant rebatesand finite differences : Pricing Turbo Warrant rebates based on one underlying stock with discrete dividendsin the Black-Scholes framework

    University essay from KTH/Numerisk analys, NA

    Author : Mikael Magnusson; [2014]
    Keywords : ;

    Abstract : Pricing Turbo Warrants with binomial trees can be a challenging or even impossible task. The presence of a barrier makes pricing highly sensitive to computational settings and numerical parameters, rather than the actual pricing mathematics. To remedy this, new numerical methods, of which Crank Nicolson is one such method, are investigated. READ MORE

  6. 5. Evaluation of a Joint Investment in an Industrial Cluster using Real Options - A Study on an integrated utility system investment in the chemical cluster in Stenungsund

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Andreas Furberg; Mattias Haggärde; [2013-06-28]
    Keywords : Joint Investment; Industrial Cluster; Real Option Analysis; Window Opportunities; Energy Savings Investment;

    Abstract : A Real Option Analysis is performed on the investment of an integrated utility system within a chemical cluster in Stenungsund, Sweden. The utility system investment is an energy saving investment where the revenues arise due to decreased import of natural gas used as fuel in boilers. READ MORE