Browsing by Author "Ha, Pham Hai"

Now showing items 1-2 of 2

    • Clasifying personal loan by support vector machine 

      Thao, La Thanh (International University - HCMC, 2019)
      The main objective of this study is to conduct a classi cation to predict whether a certain loan is safe and does not cause a default. Support Vector Machines is a handling classi cation problems due to its superior ...

    • Random walk duality and the valuation of discrete lookback option 

      Hoa, Nguyen Thi Bich (International University - HCMC, 2019)
      Applying a numerical method made of the duality theory of random walks to analyze and evaluate the discrete-time lookback options using. This methodology provides a recursive numerical integration which gives fast and ...