Poon, Ka Ho. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 62-63). / Abstracts in English and Chinese. / Abstract of the thesis entitled --- p.ii / 摘要 --- p.iii / Acknowledgements --- p.iv / Chapter Section 1. --- Introduction --- p.1 / Chapter Section 2. --- Review of Useful Concepts --- p.4 / Chapter 2.1 --- Terms and Methodologies - Pattern Recognition --- p.4 / Chapter 2.1.1 --- Rolling Windows --- p.4 / Chapter 2.1.2 --- Smoothing Function - Kernel Regression --- p.5 / Chapter 2.1.3 --- Filtering Function ´ؤ Search for Extrema --- p.6 / Chapter 2.1.4 --- Filtering Function - The Pattern Detection Algorithm --- p.7 / Chapter 2.1.5 --- Risk-adjustment Model --- p.10 / Chapter Section 3. --- Data and Methodology --- p.12 / Chapter 3.1 --- Data --- p.12 / Chapter 3.2 --- Methodology --- p.12 / Chapter Section 4. --- Results --- p.17 / Chapter Section 5. --- Further Extension --- p.21 / Chapter Section 6. --- Discussions and Conclusion --- p.22 / APPENDIX 1 --- p.23 / References --- p.62
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327334 |
| Date | January 2011 |
| Contributors | Poon, Ka Ho., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, v, 63 leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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