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Tasha Khosla

Stevens Institute of Technology - School of Business

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Scholarly Papers (1)

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Analyzing the Efficacy of Machine Learning to Determine if an Option will be Exercised

Number of pages: 30 Posted: 29 May 2025
Tasha Khosla, Evan Knaak, Maksim Makarovskiy, Cleopatra Mozolewski and David Zecca
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business and Stevens Institute of Technology - School of Business
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Abstract:

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Options pricing, Machine Learning, Random Forest, Gradient Boosting, XGBoost, AdaBoost, Cross-validation, SHAP, Options trading strategy