Lam Tau Hing. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 60-64). / Abstracts in English and Chinese. / Chapter Chapter 1. --- Introduction --- p.1 / Chapter Chapter 2. --- Trading Strategies --- p.6 / Chapter 2.1. --- SETAR Model --- p.6 / Chapter 2.2. --- AR Model --- p.8 / Chapter 2.3. --- Moving Average --- p.9 / Chapter Chapter 3. --- Data and Methodology --- p.11 / Chapter Chapter 4. --- Empirical Results --- p.16 / Chapter Chapter 5. --- Bootstrap Analysis --- p.25 / Chapter 5.1. --- Random-Walk Model --- p.28 / Chapter 5.2. --- GARCH-M Model --- p.30 / Chapter Chapter 6. --- Combined Strategy --- p.33 / Chapter Chapter 7. --- Conclusion --- p.34 / Tables --- p.36 / References --- p.60

Lu Yiyang. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 79-82). / Abstracts in English and Chinese. / Chapter Chapter 1: --- Introduction --- p.1 / Chapter Chapter 2: --- Literature Review --- p.6 / Chapter 2.1 --- Econometric analysis of stock price with macro variables --- p.6 / Chapter 2.2 --- Momentum and Price Reversal --- p.10 / Chapter 2.3 --- Relationship between earnings and stock return --- p.15 / Chapter 2.4 --- Other Financial Investigations in Hospitality Industry --- p.18 / Chapter 2.5 --- Research Motivations --- p.21 / Chapter 2.7 --- Thesis Outline --- p.24 / Chapter Chapter 3: --- Macroeconomic Analysis --- p.26 / Chapter 3.1 --- Selection of macroeconomic variables --- p.26 / Chapter 3.2 --- Research Methodology --- p.30 / Chapter 3.2.1 --- VAR Model --- p.30 / Chapter 3.2.2 --- Methodological Consideration --- p.31 / Chapter 3.2.2.1 --- Granger Causality Test --- p.31 / Chapter 3.2.2.2 --- Variance Decomposition --- p.32 / Chapter 3.2.2.3 --- Ordering of variance decomposition --- p.34 / Chapter 3.2.3 --- Model Specification --- p.35 / Chapter 3.3 --- Empirical Results --- p.36 / Chapter 3.3.1 --- The Contemporaneous Correlation Between Hospitality Stock Returns and Selected Macroeconomic Variables --- p.36 / Chapter 3.3.2 --- The Correlation Between Hospitality Stock Returns and Lagged Macroeconomic Variables --- p.38 / Chapter Chapter 4: --- Momentum and Price Reversal --- p.46 / Chapter 4.1 --- Samples and Data Selection --- p.46 / Chapter 4.2 --- Methodology --- p.52 / Chapter 4.3 --- Empirical Results by Stock Return Ranking --- p.53 / Chapter 4.4 --- Stock Returns by ROA Ranking --- p.63 / Chapter 4.5 --- Regression Results --- p.73 / Chapter Chapter 5: --- Conclusions --- p.76

Liu Zheng. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 69-72). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Contributions --- p.2 / Chapter 1.2 --- Dissertation Organization --- p.3 / Chapter 2 --- Problem Statement and Background Study --- p.4 / Chapter 2.1 --- Problem Statement --- p.4 / Chapter 2.2 --- Background Study --- p.6 / Chapter 2.2.1 --- Overview of Pattern Discovery Methods --- p.7 / Chapter 2.2.2 --- Applications --- p.9 / Chapter 3 --- Ball Discovery Algorithms --- p.13 / Chapter 3.1 --- Brute-force Method for Ball Discovery --- p.13 / Chapter 3.2 --- Ball Discovery with Small Point Sets --- p.15 / Chapter 3.2.1 --- Pruning the Search Space Using RP-tree --- p.15 / Chapter 3.2.2 --- CB-tree - Collection of Balls in a Compact and Complete Form --- p.22 / Chapter 3.2.3 --- Algorithm of Finding Balls Using RP-tree and CB-tree --- p.31 / Chapter 3.3 --- Ball Discovery in Large Point Sets --- p.31 / Chapter 3.3.1 --- Candidate Sets of Balls --- p.31 / Chapter 3.3.2 --- A Divide-and-Conquer Algorithm --- p.35 / Chapter 3.4 --- Heuristic Greedy Algorithms for Ball Discovery --- p.37 / Chapter 3.4.1 --- A Heuristic Greedy Algorithm --- p.37 / Chapter 3.4.2 --- Another Heuristic Greedy Algorithm --- p.38 / Chapter 4 --- Evaluations --- p.40 / Chapter 5 --- Discussion --- p.59 / Chapter 5.1 --- Order and Index the Points --- p.59 / Chapter 5.2 --- Incremental Points Update --- p.59 / Chapter 5.3 --- Smallest Enclosed Ball Algorithm --- p.60 / Chapter 6 --- Conclusion and Future Research --- p.61 / Chapter A --- Appendix --- p.63 / Chapter A.1 --- Fundamental Algorithms --- p.63 / Chapter A.1.1 --- Computing Smallest Enclosed Ball of a Point Set in Euclidean Space --- p.63 / Chapter A.1.2 --- Finding All Cliques of an Undirected Graph --- p.65 / Chapter A.2 --- An Example of a Small Data Set --- p.66 / Bibliography --- p.69

Wong Ying Chiu. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 62-69). / Abstracts in English and Chinese. / Chapter 1. --- Introduction and Literature Review --- p.1 / Chapter 2. --- Methodology --- p.9 / Chapter A. --- OLS Regression and Correlation / Chapter B. --- Simulation Trade / Chapter 3. --- Data --- p.15 / Chapter 4. --- Empirical Findings --- p.21 / Chapter A. --- OLS Regression and Correlation / Chapter B. --- Simulation Trade / Chapter 5. --- Conclusion --- p.32 / Chapter 6. --- Figures and Tables --- p.34 / Chapter 7. --- Bibliography --- p.62 / Chapter 8. --- Appendix --- p.70

Ng Wing-kam. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 54-55). / Abstracts in English and Chinese. / Chapter ONE --- INTRODUCTION --- p.1 / Chapter TWO --- DATA AND TECHNICAL TRADING RULES --- p.4 / Data / Technical Trading Rules / RSI / MACD / Chapter THREE --- EMPIRICAL RESULTS --- p.10 / Sample Statistics / Technical Trading Rules (Without Transaction Cost) / MACD / RSI / Technical Trading Rules (With Transaction Cost) / MACD / RSI / Chapter FOUR --- CONCLUSION --- p.37 / TABLES --- p.40 / BIBLOGRAPHY --- p.54

Tese de mestrado integrado. Engenharia Electrotécnica e de Computadores. Faculdade de Engenharia. Universidade do Porto. 2008

Estágio realizado na Amorim & Irmãos, S. A. e orientado pelo Eng.º Luís Esteves / Tese de mestrado integrado. Engenharia Industrial e Gestão. Faculdade de Engenharia. Universidade do Porto. 2008

Projecto realizado na Galp Energia, orientado pelo Engenheiro Alexandre Lencastre / Mestrado Integrado. Engenharia Industrial e Gestão Engenharia Industrial e Gestão. Faculdade de Engenharia. Universidade do Porto. 2011

Estágio realizado na GE Power Controls Portugal e orientado pelo Eng.º Eduardo Cardoso / Tese de mestrado integrado. Engenharia Mecânica. Faculdade de Engenharia. Universidade do Porto. 2009

Estágio realizado na empresa Amorim & Irmãos, S.A. e orientado pelo Eng.º Nuno Martins / Documento confidencial. Não pode ser disponibilizado para consulta / Tese de mestrado integrado. Engenharia Mecânica. Faculdade de Engenharia. Universidade do Porto. 2010