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Analyzing The Effects of Bollinger Bands on the Probability of Stock Options Using Support Vector Machines


Abstract The purpose of this research is to efficiently analyze certain data provided and to see if a useful trend can be observed as a result. This trend can be used to analyze certain probabilities. There are three main pieces of data which are being analyzed in this research: The value for δ of the call and put option, the %B value of the stock, and the amount of time until expiration of the stock option. The %B value is the most important. The purpose of analyzing the data is to see the relationship between the variables and, given certain values, what is the probability the trade makes money. This result will be used in finding the probability certain trades make money over a period of time.

Since options are so dependent on probability, this... (more)
Created Date 2015
Contributor Reeves, Michael Thomas (Author) / Richa, Andrea (Advisor) / McCarville, Daniel (Committee member) / Davulcu, Hasan (Committee member) / Arizona State University (Publisher)
Subject Computer science / Finance / %B / Bollinger Bands / Probability / Stock Options / Support Vector Machines
Type Masters Thesis
Extent 87 pages
Language English
Note Masters Thesis Computer Science 2015
Collaborating Institutions Graduate College / ASU Library
Additional Formats MODS / OAI Dublin Core / RIS


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Description Dissertation/Thesis