Essays about: "pricing algorithms"

Showing result 16 - 20 of 31 essays containing the words pricing algorithms.

  1. 16. Option Pricing on Levy Based Markets

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Rafael Velasquez; [2020]
    Keywords : ;

    Abstract :   The development of novel methods for accurate financial market modelling has always been a significant area in financial mathematics. Therefore, this master thesis examines the applicability of three Levy processes, known as CGMY, NIG and Meixner for pricing European call and put options. READ MORE

  3. 17. Edge Service Selection in a Virtual Service Marketplace

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Wenhao Li; [2020]
    Keywords : Marketplace; service selection; mobile edge; edge-based services; edge infrastructure services.; Marknadsplats; val av tjänster; mobilkant; kantbaserade tjänster; infrastrukturtjänster.;

    Abstract : A brokerless edge service marketplace could play a significant role in enabling an eco- system where a large number of edge providers and Communication Service Providers (CSPs) offer Mobile Edge Infrastructure Services (EISs) to providers of edge-based applications and services. The marketplace would be the bridge between EIS providers and their customers, managing the relations between actors in the mobile edge eco- system. READ MORE

  4. 18. Utilizing Machine Learning for Trading Algorithms Exploiting the Time Series Momentum Anomaly

    University essay from Lunds universitet/Matematisk statistik

    Author : Martin Odenbrand; Sebastian Svensson Bromert; [2019]
    Keywords : Machine learning; time series momentum; moving average crossover; MACD; Hodrick-Prescott filter; random forest; pricing anomaly; computational finance; Mathematics and Statistics;

    Abstract : Momentum or trend following investing refers to trading strategies constructed around the idea that in financial markets, the current trend will, more often then not, prevail. In the context of asset prices, this means that previous returns or the price development of an asset is indicative of similar future returns and price development. READ MORE

  5. 19. 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

  6. 20. 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