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 21 for “"moving averages"”.
-
Convergence of Convolution Operators and Weighted Averages in L(P) Spaces
… that the same behavior is possible for perturbed moving averages and convolution operators induced by approximate identities. Furthermore, we study weighted versions of moving averages and differentiation operators. We address the question of optimality for the classes of weights used to assure …
-
To what extent are the selected technical indicators useful in foreign exchange markets?
… the two selected technical indicators scilicet; Moving Averages and Stochastic Oscillator K%D. The strengths and weaknesses of the two indicators are highlighted for further comparison. The focal point of this dissertation is to identify strategies that optimize technical trading of the former …
-
Forecasting and inventory control for hospital management
… variety of simple forecasting methods, including moving averages, exponentially smoothed averages and the Box-Jenkins method. Comparisons were made in terms of relative size of forecast errors; ease of data maintenance, and demands upon hospital clerical staffs. The computer system: BRUFICH …
-
Statistical methods for supporting urgent care delivery
… call centre, loess to predict arrival rates, and moving averages to deal with unexpected flu pandemics. We also tried to understand the behaviour of GPs and develop a fair rating system, based on their speed. Finally, we introduced some novel dissemination techniques so that the procedures could …
-
Food security in LDC's: cost of alternative cash and futures strategies
… trading strategy for wheat futures, involving moving averages, was employed. Results from this technical approach were compared with more traditional approaches involving storage operations, periodic buying of grain needs, and a hedging strategy based on reports of world and India crop …
-
Testing the profitability of technical analysis in Singapore and Malaysian stock markets
… technical indicators tested are Filter Rules, Moving Averages, Channel Breakouts, Support and Resistance and Momentum Strategies in Price. The technical chart patterns tested are Head and Shoulders, Inverse Head and Shoulders, Broadening Tops and Bottoms, Triangle Tops and Bottoms, Rectangle …
-
Momentum Effects: Essays on Trading Rule Returns in G10 Currency Pairs
… obtained from a wide set of dual crossover moving average combinations. The application of statistical tools that stem from survival time analysis sheds light on the subject of market efficiency within the currency market. Empirical momentum signals from shorter-term trading rules outlive …
-
Theoretical vessel valuation and asset play in bulk shipping
… rules in the financial markets: filter rules, moving averages, and support and resistance levels. Overall, the results provide strong support for the technical strategies. The best-performing trading rule obtains a mean return of 35.4% p.a. above the buy-and-hold annual return of 4.0%. However, …
-
Forecasting the S&P 500 index using time series analysis and simulation methods
… Time Series Models: Autoregressive Integrated Moving Averages (ARIMA), Double Exponential Smoothing, Neural Networks, GARCH, and Bootstrapping Simulations. The criteria to evaluate forecasts were the following metrics for the evaluation range: Root Mean Square Error (RMSE), Absolute Error …
-
The immediate price and volume effects of investment advisory services on stocks recommended
… days after that date. Twenty-one day centered moving averages were computed for each stock from the fifty-six adjusted price and volume observations. Thirty-six price and volume indices were developed for each stock from the ratios of the adjusted price and volume data to its corresponding …
-
The conceptual development of population and variation as foundations of econometric analysis
… observations and calculations of deviations from moving averages were suggested as solutions. The most significant steps were taken in the the formulation of stochastic processes and in the development of errors-in-equations models. With the latter. the statistical properties of residuals rather …
-
Anomaly detection for natural gas regulator stations
… were extracted, including day-today changes and moving averages. Piecewise linear segmentation was also performed on the time-series to extract relevant features. These features were then used to cluster stations by their operating characteristics, grouping stations with similar volatility and …
-
High Velocity Supply Chain: Redesigning a Long Lead Time, Short Shelf Life Supply Chain
… our forecasting technique using three-month moving averages and information already contained within the Manufacturing Resource Planning (MRP) system. We make the system more responsive by making deliveries as frequent as possible. We find this model simultaneously reduces stockout risk, …
-
On the profitability of technical trading
… basic technical trading rules, such as moving averages. Crucially, this ignores chart patterns. Widely employed by practitioners, such patterns form a vital part of technical analysis. As the most important price pattern, the head and shoulders pattern is subjected to detailed and …
-
Designing fast and programmable routers
… that it includes many useful statistics (e.g., moving averages and counters). These systems show that it is possible to program several packet-processing functions at speeds approaching today's fastest routers. Based on these systems, we distill two lessons for designing fast and programmable …
-
Essays on Exchange Rates and Emerging Markets
… options and the other on exponentially-weighted moving averages, provide better risk-adjusted returns than the standard carry trade. A third strategy, based on Markov-switching exchange rate forecasts, provides excess returns for some currencies but fails for portfolios of currencies. I also show …
-
A machine learning hybrid approach to forecasting equity returns volatility: A South African perspective.
… moved from simple econometric methodologies like Moving Averages (MA), ARCH-type models and stochastic volatility, to more complex models like LSTM (Long-Short-Term-memory) and SVM (Support Vector Machines) (specifically machine learning algorithms). Machine learning in various forms is currently …
-
The impact of the COVID-19 pandemic on prehospital emergency care for stroke/transient ischaemic attacks (TIAs) and implications for future policy and service delivery
… linear regression and autoregressive integrated moving averages. Thirdly, a qualitative study using semi-structured interviews explored the experiences of stroke/TIA survivors, caregivers, prehospital and hospital-based practitioners of acute stroke/TIA care during the COVID-19 pandemic in …
-
Value chain diversification in the sugar industry using quantitative economic forecasting models
… including the Naïve method, simple and weighted moving averages, simple exponential smoothing, Holt's method, Holt-Winters' method and Auto-Regressive Integrated Moving Average (ARIMA) models. Each type of model was analysed in the context of the eight industries' data, from which ARIMA models …
-
STUDIO DELL¿ASSOCIAZIONE TRA INQUINAMENTO ATMOSFERICO E DISTURBO DEPRESSIVO MAGGIORE: RUOLO DI MARCATORI BIOLOGICI ED EPIGENETICI
… and air pollutants were averaged to obtain moving averages of exposure. Multivariate regression models were used to assess the associations between air pollutant concentrations and MDD severity scales, air pollutants and methylation of CLOCK (circadian locomotor output cycles protein kaput) …
Page 1 of 2