Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 25 for “"financial applications"”.
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Financial Applications ofClassification and Regression Trees
… trees (CART) and shows the advantages of CART applications in finance. Practical issues regarding CART applications and core implementation are presented. The second part of the work is mainly concentrated on DAX30 market simulation results and shows how a CART-based business application can …
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Multi-objective optimisation with financial applications
… Java. After covering background information on financial applications and optimisation techniques, this thesis goes on to describe a simulated annealing algorithm to find the parameters for GARCH (1,1) and an evolutionary algorithm to determine trading rules using various trading indicators. …
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Hawkes processes and some financial applications
… in more recent years there have been significant financial applications. In almost all of these applications, the route used to find the maximum likelihood estimates (MLEs) is direct numerical maximisation (DNM) of the likelihood. An EM algorithm, which makes use of the Poisson cluster process …
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Information accountability for mobile financial applications
… this thesis, I designed and built three sets of applications for three different demographics - young people, elderly people, and people in the developing world - to enable them to be involved in their personal banking. Members of these demographics are not actively involved in their personal …
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Inverting multivariate analytic characteristic functions with financial applications
… analytic characteristic functions inversion and applications in option pricing, option sensitivities estimation, and some electronic engineering problems. We will show that under certain analytic conditions for characteristic functions, the underlying pdfs and cdfs have exponential tails. The …
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Machine learning and information-theoretic approaches for financial applications
… out-perform benchmark models typically used in financial accounting research. Major public firms announce their annual earnings during the first quarter of the year. The embedding information in these announcements effects the announcing firm and is transferred to or incorporated by other firms. …
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Quantum Computing: analysis and design of quantum algorithms for financial applications
L'abstract è presente nell'allegato / the abstract is in the attachment
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Malliavin Calculus in the Canonical Levy Process: White Noise Theory and Financial Applications.
We constructed a white noise theory for the Canonical Levy process by Sole, Utzet, and Vives. The construction is based on the alternative construction of the chaos expansion of square integrable random variable. Then, we showed a Clark-Ocone theorem in L^2(P) and under the change of measure. The …
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Credit Card Interest Curriculum for Algebra 1 and Algebra 2
… was created by a second career teacher from the financial field. Financial mistakes made early in life can have serious implications and could be very costly. Studies show that less than one-third of young adults understand the concept of compound interest. This curriculum project includes …
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Essays in Multivariate Modelling in Finance
Modelling the dependence structure of financial variables is of paramount importance for a wide range of financial applications. Financial variables exhibit various forms of dependence and tail dependence whereas the magnitude of dependence is not constant over time but rather time-varying and can …
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Streaming Random Forests
… the problem of data-stream mining to deal with applications that require processing huge amounts of data such as sensor data analysis and financial applications. Data-stream mining algorithms incorporate special provisions to meet the requirements of stream-management systems, that is stream …
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Modelling skewness in Financial data
… and its extensions have been applied in lots of financial applications. This thesis contributes to the recent development of the skew-normal distribution by, firstly, analyzing the the properties of annualization and time-scaling of the skew-normal distribution under heteroskedasticity which, in …
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An Application of Generative Adversarial Networks to One-Dimensional Value-at-Risk
… Much less research has been reported on applications with low dimensional distributions, where properties of GANs may be better identified and understood. One such area in finance is the use of GANs for estimating value-at-risk (VaR). Through this financial application, this dissertation …
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A robust optimization approach to finance
… robust polyhedral formulations by studying three financial applications: single period portfolio optimization, multiperiod portfolio management, and credit risk estimation. In the area of single period portfolio optimization, we propose ways of modeling inaccuracy in parameter estimates, and …
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Modelling and valuing multivariate interdependencies in financial time series
… stock market prices in the context of several financial applications including: portfolio selection, tests of market efficiency and measuring the extent of integration among national stock markets. In Chapter 2, I note that volatility spillovers (transmissions of risk) have been found in …
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Computing Economic Equilibria and Their Applications to Market Games
… opportunities for improving access and equity in financial institutions. These new tools can be used to build better infrastructure and improve economic efficiency, especially in previously underdeveloped countries. The use of these tools in various applications however requires and intimate link …
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Portfolio optimization with quantile-based risk measures
… of the gradient. This gradient has interesting financial applications where quantile-based risk measures like the V aR and the shortfall are used: it can be used to calculate a portfolio sensitivity or to numerically optimize a portfolio. In this analysis we compare our results with those …
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Application of XML in B2B financial services
Financial services industry is undergoing tremendous transformation due to regulatory changes and technological developments. The thesis discusses these changes including the advent of internet and how it is impacting the financial services industry. The paper provides a detailed account of XML …
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Construction of lattice rules for multiple integration based on a weighted discrepancy
… statistical mechanics and more recently, in financial applications. In order to approximate multidimensional integrals, one may use Monte Carlo methods in which the quadrature points are generated randomly or quasi-Monte Carlo methods, in which points are generated deterministically. One …
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New statistical techniques for designing future generation retirement and insurance solutions
… dimensional datasets. Finally, we demonstrate a financial application of active asset allocation using the proposed robust covariance estimator. In the second part of the thesis, we expand the regular vine robust estimation technique proposed in the first part, and provide a theory and algorithm …
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