Global ETD Search

1	On variance estimation and a goodness-of-fit test using the bootstrap method / Amiri, Saeid, January 2009 (has links) (PDF) Lic.-avh. Uppsala : Sveriges lantbruksuniversitet, 2009. / Härtill 2 uppsatser. statistical methods.
2	Statistical analysis of some technical trading rules in financial markets 任漢全, Yam, Hon-chuen. January 1996 (has links) published_or_final_version / Statistics / Master / Master of Philosophy Stocks - Prices - Statistical methods. Investments - Statistical methods.
3	The statistical properties and effectiveness of filter trading rule Xin, Ling, 辛聆 January 2013 (has links) Filter trading rule is a technical trading strategy that was very popular amongst practitioners and has been used a lot for testing market efficiency. It has been shown that the filter trading rule is mathematically equivalent to the CUSUM quality control test as both are based on change point detection theory via sequential probability ratio tests (SPRT). To study the operating characteristics of the filter trading rule, many results from the CUSUM literature can be applied. However, some interesting operating characteristics of a technical trading rule such as expected profit per day may not be relevant when put into a quality control setting. In this thesis, we derive formulae for computing these operating characteristics. It is well known that just like any other technical trading rule, the filter trading rule is not effective when the asset price follows a random walk. In this thesis, we studied the statistical properties and effectiveness of the filter trading rule under different asset price models including Markov regime switching model and conditional heteroskedasticity model. The properties of the filter trading rule considered include the waiting time for the first signal in filter trading, the duration of a long or a short cycle in filter trading, the profit return derived from a long or a short cycle and the unit time return of long term filter trading. Built on the above results, we consider the problem of optimizing the performance of a filter trading rule by choosing a suitable filter size. For filter trading rule under the conditional heteroskedasticity model, the change point detection methods lead to a new technical trading rule called generalized filter trading rule in this thesis. The generalized filter trading rule is shown to have a better performance over the ordinary filter trading rule when it is applied to the trading of the Hang Seng Index futures contract. Finally, we have applied the filter trading rule to intraday trading on high frequency Hang Seng Index futures data. / published_or_final_version / Statistics and Actuarial Science / Doctoral / Doctor of Philosophy Stocks - Prices - Statistical methods Investments - Statistical methods
4	Pulsar statistics in our galaxy 張益軍, Zhang, Yijun. January 2000 (has links) published_or_final_version / Physics / Master / Master of Philosophy Pulsars - Statistical methods. Pulsars - Statistical methods.
5	Statistical models for dependence in DNA sequences 李若谷, Li, Yeuk-goat, Billy. January 1995 (has links) published_or_final_version / Statistics / Doctoral / Doctor of Philosophy DNA - Statistical methods.
6	The early warning system of debt servicing difficulties of a country, by using statistical method to evaluate economic, social and politicalfactors 吳少輝, Ng, Siu-fai. January 1985 (has links) published_or_final_version / Management Studies / Master / Master of Business Administration Debts, External - Statistical methods
7	Applying advanced statistics to problems in tephrochronology Lee, Bik-wa, 李碧華 January 2006 (has links) published_or_final_version / abstract / Social Sciences / Master / Master of Philosophy Tephrochronology - Statistical methods.
8	Statistical analysis for longitudinal data Bai, Yang, 柏楊 January 2009 (has links) published_or_final_version / Statistics and Actuarial Science / Doctoral / Doctor of Philosophy
9	Single-marker and haplotype analyses for detecting parent-of-origin effects using family and pedigree data Zhou, Jiyuan, 周基元 January 2009 (has links) published_or_final_version / Statistics and Actuarial Science / Doctoral / Doctor of Philosophy
10	An integrated framework for feature selection and classification in microarray data analysis Leung, Yuk-yee., 梁玉儀. January 2009 (has links) published_or_final_version / Electrical and Electronic Engineering / Doctoral / Doctor of Philosophy DNA microarrays - Statistical methods.

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