Trent University Graduate Thesis Collection

Item Description
Identifier
tula:etd
Type
Collection
Language
eng
Extent
1 item
Rights
Copyright for all items in the Trent University Graduate Thesis Collection is held by the author, with all rights reserved, unless otherwise noted.
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Modeling drought derivatives in arid regions: a case study in Qatar

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Year: 2016, 2016
Member of: Trent University Graduate Thesis Collection
Name(s): Creator (cre): Paek, Jayoeng, Thesis advisor (ths): Pollanen, Marco, Thesis advisor (ths): Abdela, Kenzu, Degree granting institution (dgg): Trent University
Abstract: <p>We propose a stochastic weather model based on temperature, precipitation, humidity and wind speed for Qatar, as a representative arid region, in order to obtain simulated values for a drought index. As a drought index, the Reconnaissance Drought Index (RDI) is commonly accepted in agriculture and is used to measure drought severity. It can be used to price weather derivatives to help… more
Full Text: Modeling drought derivatives in arid regions: a case study in Qatar A Thesis Submitted to the Committee on Graduate Studies in Partial Fulfillment of the Requirements for the Degree of Master of Science in the Faculty of Arts and Science TRENT UNIVERSITY …

The Application of One-factor Models for Prices of Crops and Option Pricing Process

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Year: 2016, 2016
Member of: Trent University Graduate Thesis Collection
Name(s): Creator (cre): Xu, Mengxi, Thesis advisor (ths): Abdella, Kenzu, Thesis advisor (ths): Pollanen, Marco, Degree granting institution (dgg): Trent University
Abstract: <p>This thesis is intended to support dependent-on-crops farmers to hedge the price risks of their crops. Firstly, we applied one-factor model, which incorporated a deterministic function and a stochastic process, to predict the future prices of crops (soybean). A discrete form was employed for one-month-ahead prediction. For general prediction, de-trending and de-cyclicality were used to… more
Full Text: The Application of One-factor Models for Prices of Crops and Option Pricing Process A Thesis Submitted to Committee on Graduate Studies in Partial Fulfillment of Requirement for the Degree of Master of Science in the Faculty of Arts and Science TRENT …

Smote and Performance Measures for Machine Learning Applied to Real-Time Bidding

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Year: 2016, 2016
Member of: Trent University Graduate Thesis Collection
Name(s): Creator (cre): McInroy, Ben P., Thesis advisor (ths): Feng, Wenying, Degree committee member (dgc): Patrick, Brian, Degree committee member (dgc): Pollanen, Marco, Degree granting institution (dgg): Trent University
Abstract: <p>In the context of Real-Time Bidding (RTB) the machine learning problems of</p><p>imbalanced classes and model selection are investigated. Synthetic Minority Oversampling Technique (SMOTE) is commonly used to combat imbalanced classes but a shortcoming is identified. Use of a distance threshold is identified as a solution and testing in a live RTB environment shows significant… more
Full Text: SMOTE AND PERFORMANCE MEASURES FOR MACHINE LEARNING APPLIED TO REAL-TIME BIDDING A Thesis Submitted to the Committee of Graduate Studies in Partial Fulfillment of the Requirements for the Degree of Master of Science in the Faculty of Arts and Science …