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A common problem faced by statistical institutes is that data may be missing from collected data sets. The typical way to overcome this problem is to impute the missing data. The problem of imputing missing data is complicated by the fact…

Applications · Statistics 2014-01-09 Jeroen Pannekoek , Natalie Shlomo , Ton De Waal

The causes underlying unfair decision making are complex, being internalised in different ways by decision makers, other actors dealing with data and models, and ultimately by the individuals being affected by these decisions. One frequent…

Machine Learning · Computer Science 2019-05-31 Fernando Martínez-Plumed , Cèsar Ferri , David Nieves , José Hernández-Orallo

The plethora of comparison shopping agents (CSAs) in today's markets enables buyers to query more than a single CSA when shopping, and an inter-CSAs competition naturally arises. We suggest a new approach, termed "selective price…

Computer Science and Game Theory · Computer Science 2016-11-08 Chen Hajaj , Noam Hazon , David Sarne

Imperfections in data annotation, known as label noise, are detrimental to the training of machine learning models and have an often-overlooked confounding effect on the assessment of model performance. Nevertheless, employing experts to…

In this paper we consider the problem of finding bounds on the prices of options depending on multiple assets without assuming any underlying model on the price dynamics, but only the absence of arbitrage opportunities. We formulate this as…

Optimization and Control · Mathematics 2022-06-06 Didier Henrion , Felix Kirschner , Etienne de Klerk , Milan Korda , Jean-Bernard Lasserre , Victor Magron

Annotated data is an essential ingredient in natural language processing for training and evaluating machine learning models. It is therefore very desirable for the annotations to be of high quality. Recent work, however, has shown that…

Computation and Language · Computer Science 2022-09-27 Jan-Christoph Klie , Bonnie Webber , Iryna Gurevych

Options are financial instruments that depend on the underlying stock. We explain their non-Gaussian fluctuations using the nonextensive thermodynamics parameter $q$. A generalized form of the Black-Scholes (B-S) partial differential…

Statistical Mechanics · Physics 2009-11-07 Lisa Borland

The main purpose of this article is to give a general overview and understanding of the first widely used option-pricing model, the Black-Scholes model. The history and context are presented, with the usefulness and implications in the…

Pricing of Securities · Quantitative Finance 2026-01-13 Francesco Romaggi

How much value does a dataset or a data production process have to an agent who wishes to use the data to assist decision-making? This is a fundamental question towards understanding the value of data as well as further pricing of data.…

Computer Science and Game Theory · Computer Science 2024-12-25 Rui Ai , Boxiang Lyu , Zhaoran Wang , Zhuoran Yang , Haifeng Xu

Privacy-protected microdata are often the desired output of a differentially private algorithm since microdata is familiar and convenient for downstream users. However, there is a statistical price for this kind of convenience. We show that…

In the online (time-series) search problem, a player is presented with a sequence of prices which are revealed in an online manner. In the standard definition of the problem, for each revealed price, the player must decide irrevocably…

Data Structures and Algorithms · Computer Science 2021-12-06 Spyros Angelopoulos , Shahin Kamali , Dehou Zhang

The problem of privately releasing data is to provide a version of a dataset without revealing sensitive information about the individuals who contribute to the data. The model of differential privacy allows such private release while…

Databases · Computer Science 2011-03-07 Graham Cormode , Magda Procopiuc , Divesh Srivastava , Thanh T. L. Tran

The call auction is a widely used trading mechanism, especially during the opening and closing periods of financial markets. In this paper, we study a standard call auction problem where orders are submitted according to Poisson processes,…

Trading and Market Microstructure · Quantitative Finance 2019-07-15 Ioane Muni Toke

This study explores the prediction of high-frequency price changes using deep learning models. Although state-of-the-art methods perform well, their complexity impedes the understanding of successful predictions. We found that an…

Statistical Finance · Quantitative Finance 2024-09-24 Kyungsub Lee

The availability of both structured and unstructured databases, such as electronic health data, social media data, patent data, and surveys that are often updated in real time, among others, has grown rapidly over the past decade. With this…

Databases · Computer Science 2023-07-26 Rebecca C. Steorts

Benchmark datasets for digital dermatology unwittingly contain inaccuracies that reduce trust in model performance estimates. We propose a resource-efficient data-cleaning protocol to identify issues that escaped previous curation. The…

Instrumental variable methods provide useful tools for inferring causal effects in the presence of unmeasured confounding. To apply these methods with large-scale data sets, a major challenge is to find valid instruments from a possibly…

Methodology · Statistics 2024-09-24 Xinyi Zhang , Linbo Wang , Stanislav Volgushev , Dehan Kong

Discovering statistically significant patterns from databases is an important challenging problem. The main obstacle of this problem is in the difficulty of taking into account the selection bias, i.e., the bias arising from the fact that…

Machine Learning · Statistics 2016-03-10 Shinya Suzumura , Kazuya Nakagawa , Mahito Sugiyama , Koji Tsuda , Ichiro Takeuchi

Data obfuscation deals with the problem of masking a data-set in such a way that the utility of the data is maximized while minimizing the risk of the disclosure of sensitive information. To protect data we address some ways that may as…

Cryptography and Security · Computer Science 2023-04-17 Saswata Naha , Sayantan Roy , Arkaprava Sanki , Diptanil Santra

The aim of this paper is to present a simple stochastic model that accounts for the effects of a long-memory in volatility on option pricing. The starting point is the stochastic Black-Scholes equation involving volatility with long-range…

Other Condensed Matter · Physics 2008-12-02 Sergei Fedotov , Abby Tan