Implied Volatility Model.
This post was originally published on the Innova official blog. Have you ever wondered why options prices can vary so much, even when the underlying asset’s price hasn’t changed? The answer lies i...
Andrew Abok
Notes On What Makes An Asset Useful
Introduction This write up is on notes the paper What makes an asset useful by Dr. Yves-Laurent Kom Samoa and Dr. Dieter Hendricks ,The author introduces new methodologies on how to determine whic...
The Levenberg-Marquardt algorithm
Non linear Least Squares This post was originally published on the Innova official blog. Nonlinear least squares regression extends linear least squares regression for use with a much larger and ...
Understanding BFGS Optimization with F# Implementation
Application of the BFGS method to the Nelson Sigel Svensson Model for Kenyan Yield Curve Fitting This post was originally published on the Innova official blog. 1.) Introduction. Optimization me...
Security Price Forecasting using Hidden Markov Model
A case study of predicting the prices of Equity Bank Kenya This post was originally published on the Innova official blog. 1.) Introduction Prediction or forecast is a statement about a future ev...
AUTOMATIC DIFFERENTIAON (Part 1)
1. Introduction At the heart of Decision Science lies the pivotal concept of Optimization, a critical tool for analysis and forecasting in various domains, especially in the domain of financial ma...
Information Theory in The Financial Markets
Insights and Analysis Using Kenyan Financial Market Data This post was originally published on the Innova official blog. Introduction In 1948 Claude Shannon founded the field of Information theo...