Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 20 of 26 for “"Stock Data"”.
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Comparison of asset pricing models using Icelandic stock data
… and is widely considered as a staple in the stock price modeling. Back when it was introduced, the model offered an easy way of pricing European options, which was revolutionary at the time. The model is made on the assumption that stocks follow a geometrical Brownian motion. This makes the …
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Alternative distributions in the Black-Litterman model of asset allocation
… captures the skewness and fat tails exhibited by stock data. We consider the á stable distributions as an alternative distribution to the normal distribution. Consequently we also consider alternative measures of risk, the Value at Risk and the Conditional Value at Risk other than the variance …
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Uusing the KDJ as a trading strategy on biotech companies
… line. These factors are the most significant in stock markets. However, the disadvantages of this model are lag and inaccuracy. In this research, we get the historical and current stock data by web crawler, analyze the quantitative data and build a new model involved with the KDJ. Taking biotech …
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Estimation of the population mean using two extremes in order statistics
… quite often in the literature. For a certain data set, such as stock market data, the method we are considering may have an advantage in estimating the mean due to the fact that the stock data have a fairly large amount of observations during a given period, even a day; In addition to …
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On some aspects of portfolio management
… algorithms and test them with historical data sets. With regard to the stochastic portfolio we develop an optimal formula to manage the portfolio with daily trading in terms of the weights that are assigned to the different stocks in the portfolio. The implementation of the optimal …
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Integrating multiple conflicting sources by truth discovery and source quality estimation
… from different sources will inevitably result in data or information inconsistency. Among conflicting pieces of information, which one is the most trustworthy? How to detect the fraudulence of a rumor? Obviously, it is unrealistic to curate and validate the trustworthiness of every piece of …
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Prédiction de la tendance des actions basée sur les réseaux convolutifs graphiques et les LSTM
As stocks have been developing over decades, the trend and the price of a stock are more often used for predictions in stock market analysis. In the field of finance, an accurate stock future trending can not only help decision-makers estimate the possibility of profit, but also help them avoid …
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Visual AI for Sustainable Urban Development Computer Vision and Machine Learning Applications for Climate and Social Impact
… subjects include generating global material stock data, analysing the correlation between facade geometries and urban health, and the scaling of parcel data generation for informal settlements. The thesis reflects on the limitations, impacts, and risks of the presented projects and offers a …
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The design of personal ambient displays
… each display so that information sources like stock data or the activity of people on the internet are mapped to these different tactile modalities. Furthermore, in this thesis I consider the implications that human perception have on the design of these displays and examine potential …
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Herding behaviour in African stock markets: evidence from South Africa, Nigeria, Egypt & Kenya
… Egypt and Kenya – using weekly and monthly stock data from January 2000 to October 2023. The study applies the cross-sectional standard deviation of returns (CSSD) and the cross-sectional absolute deviation of returns (CSAD) to examine herding in both normal and turbulent times, particularly …
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A comparative evaluation of machine learning models for stock price prediction and uncertainity estimation
This study compares machine learning models for stock price prediction and uncertainty estimation using high-frequency one-minute stock data. The research looks at how different models perform across developed and emerging markets, which helps with model selection for practical financial …
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Efficient adaptive retrieval and mining in large multimedia databases
Multimedia data ranging from images to videos and time series is created in numerous scientific, commercial and home applications. Access to increasingly large data volumes stored in multimedia databases is a core task to retrieve similar objects or to generate an overview of the entire content. …
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Understanding BITCOIN Market Mechanics Using Feature Engineering, Data Modeling, and Forecasting Methods
… can utilize both structured (such as trading data) and unstructured data (such as social media posts) to anticipate the direction of Bitcoin's price movements and support decision-making, especially in unstable markets (e.g., the COVID-19 pandemic). The thesis represents a compendium of …
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The metabolism of living space : allometric scaling of energy use in UK domestic buildings
… energy usage scales across the domestic building stock. Data is abstracted form the 2012 English Housing Survey (EHS) housing stock dataset, which contains physical and demographic data relating to ~14k randomly sampled households across England. Scaling relationships are established between …
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Empirical essays on option-implied information and asset pricing
… previous studies by using firm-level option and stock data. This essay documents significant non-zero returns on long-short portfolios formed on call-put implied volatility spread, and implied volatility skew. Cross-sectional regressions show that the call-put implied volatility spread is the …
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Optimized Forecasting of Dominant U.S. Stock Market Equities Using Univariate and Multivariate Time Series Analysis Methods
… documents an investigation into forecasting U.S. stock market equities via two very different time series analysis techniques: 1) autoregressive integrated moving average (ARIMA), and 2) singular spectrum analysis (SSA). Approximately 40% of the S&P 500 stocks are analyzed. Forecasts are generated …
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Two Essays: “Does Corporate Governance Affect the Adjustment Speed towards Target Capital Structure?” and “Do Option Traders on REITs and Non-REITs React Differently to New Information?”
… based on Stein (1989), which utilizes option data. The advantage of using option data rather than stock data to assess the reactions to information is that option valuation is not affected by changes in risk premium. Under volatility mean reversion, the changes in implied volatilities of …
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A study of stock market liquidity from 1973 to 2015
In this thesis we analyze US stock market liquidity in the period of 1973 to 2015 from three perspectives: price impact, turnover ratio, and trading frequency. We use the Center for Research in Security Prices (CRSP) and Trade and Quotes (TAQ) databases to acquire stock data across different time …
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Highly Robust and Efficient Estimators of Multivariate Location and Covariance with Applications to Array Processing and Financial Portfolio Optimization
Throughout stochastic data processing fields, mean and covariance matrices are commonly employed for purposes such as standardizing multivariate data through decorrelation. For practical applications, these matrices are usually estimated, and often, the data used for these estimates are …
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Key Management Techniques for Dynamic Secure Multicasting
… content distribution, interacting gaming and stock data distribution require multicast services. All of these applications require privacy and authenticity of the participants. Most of the multicasting groups are dynamic and some of them are large in number. Only those users who belong to the …
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