Zaloguj się

Gotowe bibliografie tematyczne / Technical analysis / Rozprawy doktorskie

Rozprawy doktorskie na temat „Technical analysis”

Kliknij ten link, aby zobaczyć inne rodzaje publikacji na ten temat: Technical analysis.

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 9 marca 2023

Utwórz poprawne odniesienie w stylach APA, MLA, Chicago, Harvard i wielu innych

Wybierz rodzaj źródła:

Sprawdź 50 najlepszych rozpraw doktorskich naukowych na temat „Technical analysis”.

Przycisk „Dodaj do bibliografii” jest dostępny obok każdej pracy w bibliografii. Użyj go – a my automatycznie utworzymy odniesienie bibliograficzne do wybranej pracy w stylu cytowania, którego potrzebujesz: APA, MLA, Harvard, Chicago, Vancouver itp.

Możesz również pobrać pełny tekst publikacji naukowej w formacie „.pdf” i przeczytać adnotację do pracy online, jeśli odpowiednie parametry są dostępne w metadanych.

Przeglądaj rozprawy doktorskie z różnych dziedzin i twórz odpowiednie bibliografie.

1

Stehno, Vítězslav. "Development of Trading Strategies Based on Technical Analysis". Master's thesis, Vysoká škola ekonomická v Praze, 2013. http://www.nusl.cz/ntk/nusl-198677.

Pełny tekst źródła

Streszczenie:

This thesis has two main objectives. It attempts to describe the process of developing an intraday discretionary trading strategy based on technical analysis and to create through the process an intraday discretionary strategy for speculative trading of contracts for difference on the OTC market. The theoretical part of the thesis is divided into three chapters providing the necessary knowledge for creation of an intraday discretionary trading strategy in the practical part of the thesis. The emphasis is put on the description of different tools and methods technical traders usually use in their strategies. The development process of the strategy is divided into three parts which are Strategy Creation, Backtest and Optimization. These parts are further divided into smaller sections dealing with different issues of the strategy development process. The final outcome of the work is structured development process of discretionary trading strategies and also highly profitable intraday discretionary strategy for trading of Gold based contracts for difference.

Style APA, Harvard, Vancouver, ISO itp.

2

Griffioen, Gerwin Alfred Wilhelm. "Technical analysis in financial markets". [Amsterdam : Amsterdam : Thela Thesis] ; Universiteit van Amsterdam [Host], 2003. http://dare.uva.nl/document/87469.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

3

Siqin, Liaw. "Technical analysis| An Asian perspective". Thesis, Singapore Management University (Singapore), 2014. http://pqdtopen.proquest.com/#viewpdf?dispub=1548071.

Pełny tekst źródła

Streszczenie:

Technical analysis, namely the moving average rule and the channel rule, is applied to the currency of an Asian managed floating exchange rate regime (USD/SGD) to see if opportunities for profitable trading exist. Instead of using only daily or monthly data, higher frequency time frames of 10, 15, 30 and 60 minutes are analyzed. Profitable strategies (if any) will be broken down and analyzed within smaller time frames to see if the profits are specifically in sample.

Style APA, Harvard, Vancouver, ISO itp.

4

Fiess, Norbert. "Technical analysis : an econometric approach". Thesis, University of Strathclyde, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.248678.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

5

Ručka, Tomáš. "Technická analýza". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-234800.

Pełny tekst źródła

Streszczenie:

The master thesis is focused on detailed description of technical analysis and familiarization with fundamental analysis options. Theoretical part of the thesis is focused on describing the market behaviours, the most used technical indicators and tools which are used during market trading. Following part describes the most used trading platform and its weaknesses. Practical part designs and implements tools for elimination of the platform weaknesses.

Style APA, Harvard, Vancouver, ISO itp.

6

Vítovec, Josef. "Use of technical analysis in FOREX trading". Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-96396.

Pełny tekst źródła

Streszczenie:

The paper reacts to tremendous increase in popularity of FX trading among retail investors in recent years, caused mainly by easy accessibility through numerous online trading platforms and dramatic fall in trading costs. One of the accompanying trends along with increasing trading speed is a departure from fundamental analysis and shift towards more technical approach. In reaction to that, the paper aims to review the most popular technical trading rules and puts the findings in contrast with existing empirical literature and efficient market hypothesis. Although being far from discovering an ultimate trading formula, the paper concludes that selected trading strategies do demonstrate a certain degree of predictability of future exchange rate movements.

Style APA, Harvard, Vancouver, ISO itp.

7

Зайцев, Олександр Васильович, Александр Васильевич Зайцев, Oleksandr Vasylovych Zaitsev i М. Л. Назаренко. "Analysis Mechanisms of Financial Markets. Fundamental Analysis and Technical Analysis". Thesis, Sumy State University, 2021. https://essuir.sumdu.edu.ua/handle/123456789/86030.

Pełny tekst źródła

Streszczenie:

Тези доповіді на конференції
Щоб дізнатися, що буде з валютою завтра, або, іншими словами, спрогнозувати її вартість на певний період часу в майбутньому, необхідно знати і розуміти основні методи аналізу валютних ринків. На даний момент основними і підтвердженими практичним використанням двома методами є фундаментальний аналіз і технічний аналіз.
Чтобы узнать, что будет с валютой завтра, или, другими словами, спрогнозировать ее стоимость на определенный период времени в будущем, необходимо знать и понимать основные методы анализа валютных рынков. На данный момент основными и подтвержденными практикой двумя методами являются фундаментальный анализ и технический анализ.
In order to find out what will happen to the currency tomorrow, or, in other words, to predict its value for a certain period of time in the future, you need to know and understand the basic methods of analyzing foreign exchange markets. At the moment, the main and confirmed by practical use of two methods are fundamental analysis and technical analysis.
немає

Style APA, Harvard, Vancouver, ISO itp.

8

Graf, Mario. "Technical Analysis in Fixed Income Markets". St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01665710002/$FILE/01665710002.pdf.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

9

Aldea, Cerasella Edhazhoerh. "Technical analysis-based futures trading system". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1997. http://www.collectionscanada.ca/obj/s4/f2/dsk3/ftp04/mq24080.pdf.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

10

Wong, Hon-wang, i 黃漢宏. "Technical analysis of Hong Kong stocks". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1987. http://hub.hku.hk/bib/B31263938.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

11

LORENZONI, GIULIANO PADILHA. "A STATISTICAL INVESTIGATION ON TECHNICAL ANALYSIS". PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2006. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9192@1.

Pełny tekst źródła

Streszczenie:

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO
A análise técnica ou grafismo consiste na identificação visual de padrões geométricos em gráficos de séries de preços de mercado com o objetivo de antecipar tendências de preço. Esta Dissertação revisita a questão da validação estatística da análise técnica, que tem sido estudada na literatura sem os devidos cuidados com os problemas de heterogeneidade e de dependência estatística dos dados analisados - agrupamento de séries de retornos referentes a diversos ativos financeiros distintos. O objetivo central deste estudo consiste em resolver o primeiro problema citado, através de uma metodologia para homogeneizar os ativos no que concerne às distribuições de probabilidades de suas séries de retorno. Os passos gerais desta metodologia envolvem a identificação dos processos estocásticos geradores dos retornos dos ativos, o agrupamento de ativos semelhantes e, finalmente, a análise de presença, ou ausência, de informação advinda dos padrões de preços. Como ilustração, são analisadas séries de diversos ativos do mercado financeiro mundial. A nossa investigação verifica a existência de conteúdo informativo estatisticamente significante em dois dos três padrões usualmente identificados na análise técnica, a saber: triângulos retângulos e head & shoulders.
Technical analysis or charting aims on visually identifying geometrical patterns in price charts in order to anticipate price trends. This dissertation revisits the issue of technical analysis statistical validation, which has been tackled in the literature without taking care of the presence of heterogeneity and statistical dependence in the analyzed data - agglutinated return time series from many distinct securities. The main purpose of this study is to address the first cited problem by suggesting a methodology to homogenize the securities according to the probability distributions of their return series. The general steps of the methodology go through the identification of the data generating stochastic processes for the security returns, the clustering of similar securities and, finally, the analysis of the presence, or absence, of informational content coming from those price patterns. We illustrate the proposed methodology with several financial securities of the global market. Our investigation shows that there is a statistically significant informational content in two out of the three common patterns usually found through technical analysis, namely: triangles, rectangle and head & shoulders.

Style APA, Harvard, Vancouver, ISO itp.

12

Pinheiro, Tânia Sofia Mauhin. "Technical analysis in european futures market". Master's thesis, Instituto Superior de Economia e Gestão, 2009. http://hdl.handle.net/10400.5/1176.

Pełny tekst źródła

Streszczenie:

Mestrado em Finanças
Despite a strong initial receptivity, the wide spread of financial information, made technical analysis lose some of it adepts to fundamental analysis. Nevertheless, the number of arguments favoring technical analysis grew in past decades as some studies gave support to this technique. Following Brock, Lakonishok and LeBaron (1992) and Mills (1997) we examine returns generated by moving average and trading range break in DAX Futures from 1993 to 2007. Further, we test each strategy with one day of lag implementation of trading signals, however without any improvement in the results. Also, standard statistical tests and bootstrapping technique are performed on the technical indicators’ results addressed, giving a comprehensive indication of the results significance. However, the outcome obtained based on the statistical methods applied do not allow us to contradict the efficient market notion.

Style APA, Harvard, Vancouver, ISO itp.

13

Wang, Hsiao-Lan. "Aesthetic and Technical Analysis on Soar!" Thesis, University of North Texas, 2010. https://digital.library.unt.edu/ark:/67531/metadc30522/.

Pełny tekst źródła

Streszczenie:

Soar! is a musical composition written for wind ensemble and computer music. The total duration of the work is approximately 10 minutes. Flocking behavior of migratory birds serves as the most prominent influence on the imagery and local structure of the composition. The cyclical nature of the birds' journey inspires palindromic designs in the temporal domain. Aesthetically, Soar! portrays the fluid shapes of the flocks with numerous grains in the sounds. This effect is achieved by giving individual parts high degree of independence, especially in regards to rhythm. Technically, Soar! explores various interactions among instrumental lines in a wind ensemble, constructs overarching symmetrical structures, and integrates a large ensemble with computer music. The conductor acts as the leader at several improvisational moments in Soar! The use of conductor-initiated musical events in the piece can be traced back through the historic lineage of aleatoric compositions since the middle of the twentieth century. [Score is on p. 54-92.]

Style APA, Harvard, Vancouver, ISO itp.

14

Mashaushi, Kadida Ramadhani Shagilla. "An analysis of technical trading strategies". Thesis, University of Leeds, 2006. http://etheses.whiterose.ac.uk/696/.

Pełny tekst źródła

Streszczenie:

This dissertation extends the literature on the efficacy of technical analysis in the direction of the `risk premium view' as an explanation for excess trading rule returns. First, we generally rely on the theoretical alternatives to the efficient market hypothesis which encourages possibilities for markets to be inefficient. We then investigate the link between the risk involved in trading rule strategies and the resulting excess returns. The empirical analysis is based mainly on a sample of stocks drawn from the London Stock Exchange, (LSE), portfolios constructed from three US markets; the New York Stock Exchange, (NYSE), the American Stock Exchange, (ASE), and the National Association of Securities Dealers Automated Quotation market, (NASDAQ). Data from ten small emerging markets of Africa is also used in empirical analyses. Focusing on documented evidence of differences in risk levels among several markets or market segments, the empirical analyses examined whether these risk differentials can explain excess trading rule profits as compensation for bearing risk. The empirical analyses find that, to a large extent, liquidity, book-to-market ratio, and institutional arrangements can explain the excess profits from technical analysis. These empirical analyses are carried out in chapters three, four and six. As part of the analysis, I conduct empirical tests to assess the appropriateness of some risk estimates for trading rules. Using recently developed techniques, the evidence in chapter five is consistent with the notion that certain risk estimates may not be appropriate for adjusting trading rule returns for risk.

Style APA, Harvard, Vancouver, ISO itp.

15

Kalinová, Tereza. "Technická analýza". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2012. http://www.nusl.cz/ntk/nusl-223536.

Pełny tekst źródła

Streszczenie:

The thesis deals with technical analysis and introduction to the possibilities of its use in deciding to invest in the capital market. The theoretical part describes the theoretical background needed for the initial introduction to technical analysis and its indicators. In the practical part are gradually elaborated various indicators of technical analysis applied to the development of the shares of Intel Corporation and in the end there is the comparison of their profitability.

Style APA, Harvard, Vancouver, ISO itp.

16

Souček, Vilém. "Technická analýza". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2013. http://www.nusl.cz/ntk/nusl-224260.

Pełny tekst źródła

Streszczenie:

This diploma thesis focuses on the general characteristic of the technical analysis and its use in deciding to invest in the stock market. Thesis includes theoretical data, which deal with problems concerning an investment in the capital market. In the practical part are some indicators of technical analysis applied to the selected shares, by means of them is formed investing strategy for the beginning investor. Furthermore, in practical part is described the design of application for technical analysis.

Style APA, Harvard, Vancouver, ISO itp.

17

Tesař, Petr. "Technická analýza". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224436.

Pełny tekst źródła

Streszczenie:

This thesis focused on general characteristics of technical analysis and the use of its instruments to support making decisions when trading in stock market. Within the theoretic part are processed theoretic solutions which are primarily relevant to technical analysis. At the specific stock item is by the help of proposed application consequently implemented the analysis of individual indicators of technical analysis. At the conclusion is compared the profitability and reliability of used indicators.

Style APA, Harvard, Vancouver, ISO itp.

18

Subramanian, Parmeshwar. "The stochastic analysis of technical redundant systems". Thesis, University of Ottawa (Canada), 2001. http://hdl.handle.net/10393/6066.

Pełny tekst źródła

Streszczenie:

Today computers are widely used and their failures can lead to catastrophe. Redundancy is used to improve computer system reliability. This study presents a qualitative analysis of triple modular redundant (TMR) systems with redundant voters that can help to reduce the risk of failures. The voters examine the output of triple modular systems. Markov technique was employed to perform the analysis. Generalized formulas for reliability and mean time to failures of TMR systems with N voters have been developed. In addition, the system state probabilities in s-domain and steady state probabilities have been presented. The study clearly demonstrates improvements in system reliability, mean time to failure and steady state availability by the introduction of repair and redundancy in these systems.

Style APA, Harvard, Vancouver, ISO itp.

19

Ramyar, Richard. "Essays on technical analysis in financial markets". Thesis, City, University of London, 2006. http://openaccess.city.ac.uk/18945/.

Pełny tekst źródła

Streszczenie:

Technical analysis is the study of price movements in traded markets so as to forecast future movements or identify trading opportunities. Following a review of the history and research of technical analysis, three empirical chapters evaluate a number of propositions popular among technical analysts. One approach used widely over the last century assumes that support and resistance levels can be predicted by projecting the ratios between the length and duration of successive trends, in particular using Fibonacci ratios like 1.618. This proposition is rejected for the Dow Jones Industrial Average by identifying turning points and testing for clustering by developing a block bootstrap procedure. A few significant ratios appear to support such anchoring by the market, but no more than would be expected by chance. The thesis then reports a survey based experiment that tests whether individuals themselves do have an in-built tendency to anchor forecasts of future trends on previous trends. The significance of the survey results are tested using a novel kernel density estimator based bootstrap methodology. Respondents' forecasts do bear some relationship to the size of the most recent trend by certain whole-number ratios by more often than would be expected by chance. The third experiment addresses the criticism that academic studies do not use a rich enough characterisation of technical analysis. 120 active market-timing strategies are tested using a regression based framework of equity fundamentals, macroeconomic fundamentals, behavioural variables and a diverse set of mainstream statistical indicators from technical analysis. Our recursive approach uses time-invariant rolling and expanding estimation windows as well as conditional windows based on the presence of structural breaks, identified using the conditional reverse ordered cusum method (ROC), of Pesaran and Timmermann (2002). Models that include both fundamental and technical indicators perform well, even allowing for realistic levels of transactions costs. And accounting for structural instability via the ROC method also improves performance.

Style APA, Harvard, Vancouver, ISO itp.

20

Feng, Guangchao. "A technical analysis of China's internet censorship". View the Table of Contents & Abstract, 2007. http://sunzi.lib.hku.hk/hkuto/record/B39573989.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

21

Klimavičius, Domas. "FOREX trading strategy formation using technical analysis". Master's thesis, Lithuanian Academic Libraries Network (LABT), 2010. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2010~D_20100628_092925-58159.

Pełny tekst źródła

Streszczenie:

FOREX technical analysis indicators, their characteristics and capabilities are researched in this final master thesis. The main goal of this thesis is to determine if technical analysis indicators can recognise patterns in price movements and if they can predict future price movement. The first part of the thesis presents with FOREX theoretical aspects, its characteristics and participants. In the second part of the thesis FOREX analysis tools are overviewed, focusing on technical analysis. Most popular technical analysis indicators are analyzed. The third part of the thesis provides with the essentials of FOREX trading strategy creation using technical analysis. In the fourth part the FOREX trading strategy using technical analysis is created and tested. The results of the trading strategy are presented and analyzed. Last part of the thesis contains the summary of the thesis, conclusions and suggestions. Thesis has 6 parts: introduction, theoretical and practical sections, conclusions and suggestions, references. Structure: introduction, theoretical and practical sections, conclusions and suggestions, references. Thesis consist of: 66 p. text without appendixes, 23 pictures, 5 tables, 62 bibliographical entries. Appendixes included.
Šiame baigiamajame magistro darbe nagrinėjami FOREX rinkos analizei naudojami techniniai indikatoriai, jų savybės bei galimybės. Pagrindinis baigiamojo darbo tikslas yra nustatyti, ar techninės analizės indikatoriai gali nustatyti vaiutų kainų kitimo pasikartojančius modelius ir ar jie gali numatyti kainų judėjimą ateityje. Pirmojoje baigiamojo darbo dalyje pristatomi teoriniai FOREX rinkos aspektai, jos dalyviai bei charakteristika. Antrojoje baigiamojo darbo dalyje apžvelgiami FOREX analizės įrankiai, išskiriant techninę analizę. Aprašomi populiariausi techninės analizės indikatoriai. Trečiojoje baigiamojo darbo dalyje nagrinėjami pagrindiniai prekybos FOREX rinkoje strategijos kūrimo naudojant techninę analizę elementai. Ketvirtojoje baigiamojo darbo dalyje kuriama ir testuojama prekybos FOREX rinkoje strategija naudojant techninę analizę. Pateikiami prekybos strategijos rezultatai bei jų analizė. Paskutinėje baigiamojo darbo dalyje, remiantis gautais rezultatais, pateikiamos išvados ir pasiūlymai. Darbą sudaro 6 dalys: įvadas, teorinė, praktinė dalys, išvados ir siūlymai, literatūros sąrašas. Darbo apimtis – 66 p. teksto be priedų, 23 iliustr., 5 lent., 62 bibliografiniai šaltiniai. Atskirai pridedami darbo priedai.

Style APA, Harvard, Vancouver, ISO itp.

22

周文堅 i Man-kin Chow. "Technical analysis of the foreign exchange market". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1992. http://hub.hku.hk/bib/B31265273.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

23

Feng, Guangchao, i 馮廣超. "A technical analysis of China's internet censorship". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2007. http://hub.hku.hk/bib/B39707283.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

24

German, Luis David. "Automobile valve manufacturing : technical and econoimc analysis". Thesis, Massachusetts Institute of Technology, 1996. http://hdl.handle.net/1721.1/41413.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

25

Green, David Robert. "M-Net decoder production : a technical analysis". Thesis, Cape Technikon, 1989. http://hdl.handle.net/20.500.11838/1130.

Pełny tekst źródła

Streszczenie:

Thesis (Masters Diploma (Technology))--Cape Technikon, Cape Town, 1989
The document initially describes the operation of the decoder and the production system. Thereafter actual engineering problems are stated and their solutions discussed. The project involves the accurate identification of problem areas on the production line and the systematic solving for each case. Subjects include static electricity pretesting and automatic insertion machine defects. Analysis of these problems provides one with a better perspective towards the production line and its inherent problems. Results and solutions are presented photographically as well as tabulated in the annexure. In some cases, such as defect classification, deductions were concluded that were very different from those initially expected.

Style APA, Harvard, Vancouver, ISO itp.

26

Chow, Man-kin. "Technical analysis of the foreign exchange market /". [Hong Kong : University of Hong Kong], 1992. http://sunzi.lib.hku.hk/hkuto/record.jsp?B13302607.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

27

Hefka, Martin. "Návrh automatizovaného obchodního systému pro komoditní trhy". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2016. http://www.nusl.cz/ntk/nusl-234788.

Pełny tekst źródła

Streszczenie:

This diploma thesis deals with theoretical and practical aspects of the commodity mar-ket. The automated trading system is designed and described there, which is focused on oil trades. The theoretical background as technical analysis, technical indicators descrip-tion or money management in trading, are described. The practical part of the thesis is focused on the analysis of oil market and the proposition of several strategies. These strategies are implemented subsequently to MQL4 language and tested on historical data.

Style APA, Harvard, Vancouver, ISO itp.

28

Gronský, Andrej. "Technická analýza vybraného investičního instrumentu". Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-10393.

Pełny tekst źródła

Streszczenie:

The principal aim of this graduation thesis is to characterize technical analysis including its application to chosen investment instrument. The begining of the thesis consists of the main investment approaches in the capital markets and their comparison with technical analysis. Afterwards, the definition and targets of technical analysis are given. Further, the work focuses on the Dow Theory as the main basis of the contemporary technical analysis and mentions other approaches in technical analysis. Then, the instruments of technical analysis are introduced. Graphical methods are only outlined whereas technical indicators are the focus of attention. There is the selection of twelve of them including their construction and usage. Finally, the application of chosen technical indicators belonging to chosen financial instrument is given and achieved results are commented.

Style APA, Harvard, Vancouver, ISO itp.

29

Kašpar, Petr. "Využití technické analýzy na měnových trzích". Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-112702.

Pełny tekst źródła

Streszczenie:

This thesis focuses on description of methods of technical analysis, characteristics of foreign exchange markets and it also mentions the efficient market theory. The aim is to use the knowledge of technical analysis to select one simple trading strategy and through its optimalization to discover a functional and efficient trading system. In order to enable followers to continue in optimalization, it is also described the optimalization process in detail with probable obstacles. There are also mentioned other different and possible ways for further testing of this strategy.

Style APA, Harvard, Vancouver, ISO itp.

30

Arcos, Rueda Dulce Maria. "Technical, economic and risk analysis of multilateral wells". [College Station, Tex. : Texas A&M University, 2008. http://hdl.handle.net/1969.1/ETD-TAMU-2356.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

31

Larsen, Fredrik. "Automatic stock market trading based on Technical Analysis". Thesis, Norwegian University of Science and Technology, Department of Computer and Information Science, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-8707.

Pełny tekst źródła

Streszczenie:

The theory of technical analysis suggests that future stock price developement can be foretold by analyzing historical price fluctuations and identifying repetitive patterns. A computerized system, able to produce trade recommendations based on different aspects of this theory, has been implemented. The system utilizes trading agents, trained using machine learning techniques, capable of producing unified buy and sell signals. It has been evaluated using actual trade data from the Oslo Børs stock exchange over the period 1999-2006. Compared to the simple strategy of buying and holding, some of the agents have proven to yield good results, both during years with extremely good stock market returns, as well as during times of recession. In spite of the positive performance, anomalous results do exist and call for cautionous use of the system’s recommendations. Combining them with fundamental analysis appears to be a safe approach to achieve succesful stock market trading.

Style APA, Harvard, Vancouver, ISO itp.

32

Nguyen, Ngoc B. "Estimation of Technical Efficiency in Stochastic Frontier Analysis". Bowling Green State University / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1275444079.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

33

Haltufová, Veronika. "Porovnání vybraných metod predikce na kapitálových trzích". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2012. http://www.nusl.cz/ntk/nusl-223692.

Pełny tekst źródła

Streszczenie:

The purpose of this master’s thesis is comparison of selected methods for prediction of the capital markets. It is about technical analysis methods, used to predict trend of share prices of the capital market and finding entry signals to buy stock and exit sinals to sell stock. Methods are analyzed for selected stock from SPAD, which is part of Prague Stock Exchange.

Style APA, Harvard, Vancouver, ISO itp.

34

Chocholáč, Adam. "Technická analýza". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224437.

Pełny tekst źródła

Streszczenie:

Part of this Master’s thesis is an analysis of chosen technical indicators for selected currency pairs and following by creation business strategy. It includes theoretical basis of technical analysis. Next part describes the design of application to support technical analysis. Conclusion of thesis contains single business strategies.

Style APA, Harvard, Vancouver, ISO itp.

35

Němec, Ondřej. "Technická analýza". Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2014. http://www.nusl.cz/ntk/nusl-224439.

Pełny tekst źródła

Streszczenie:

The subject of my thesis is technical analysis - creation of an investment strategies. The theoretical part describes the theoretical background relating to technical analysis and indicators. The practical part map the current situation in the environment of investing in forex - comparing brokers, choice of platform, etc. The solution contains a description of the investment strategies that have been programmed in Meta Quotes Language 4 and tested and optimized using genetic algorithms in platform MetaTrader 4. In my thesis is also calculated the interdependence of investment strategies.

Style APA, Harvard, Vancouver, ISO itp.

36

Stuchlík, Martin. "Testování vybraných metod fundamentální a technické analýzy". Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-10505.

Pełny tekst źródła

Streszczenie:

The thesis "Testing of selected methods of fundamental and technical analysis" focuses on fundamental a technical analysis on stock market. The paper describes the most used analysis on the stock market. In practical part of the thesis I applied methods of fundamental and technical analysis to the stock of ČEZ.

Style APA, Harvard, Vancouver, ISO itp.

37

Li, Xiang. "Order flow analysis, technical analysis and macroeconomic news in the FX market". Thesis, University of York, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.495890.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

38

Saacke, Peter. "Technical analysis, central bank interventions and exchange rate regimes". [S.l. : s.n.], 1999. http://www.sub.uni-hamburg.de/disse/69/diss.htm.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

39

Larsen, Jan Ivar. "Predicting Stock Prices Using Technical Analysis and Machine Learning". Thesis, Norwegian University of Science and Technology, Department of Computer and Information Science, 2010. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-11027.

Pełny tekst źródła

Streszczenie:

Historical stock prices are used to predict the direction of future stock prices. The developed stock price prediction model uses a novel two-layer reasoning approach that employs domain knowledge from technical analysis in the first layer of reasoning to guide a second layer of reasoning based on machine learning. The model is supplemented by a money management strategy that use the historical success of predictions made by the model to determine the amount of capital to invest on future predictions. Based on a number of portfolio simulations with trade signals generated by the model, we conclude that the prediction model successfully outperforms the Oslo Benchmark Index (OSEBX).

Style APA, Harvard, Vancouver, ISO itp.

40

Kihlström, Gustav, i Przybysz Patryk. "Technical analysis inspired machine learning for stock market data". Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-186863.

Pełny tekst źródła

Streszczenie:

In this thesis we evaluate four different machine learning algorithms, namely Naive Bayes Classifier, Support Vector Machines, Extreme Learning Machine and Random Forest in the context of stock market investments. The aim is to provide additional information that can be beneficial when creating stock market models to be used in a machine learning setting. All four algorithms are trained on different configurations of data, based on concepts from technical analysis. The configurations contain closing prices, volatility and trading volume in different combinations. These variables are taken from past trading days, where the number of days from which data is to be collected ranges from 2 to 30. The resulting predictors attained from the various algorithms and configurations above reach accuracy rates between $50-54\%$. This thesis concludes that the effect of the different evaluated features vary depending on which algorithm is used as well as how many past trading days are included. Concluding, it is ascertained that the usage of volatility features should at least be considered when building a machine learning model in a stock market context.

Style APA, Harvard, Vancouver, ISO itp.

41

Kabba, Munya G. "A discourse analysis of technical rationality for environmental protection". Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1999. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp03/MQ35900.pdf.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

42

Ho, Kee-yiu, i 何奇耀. "Application of technical analysis on Hong Kong foreign exchangemarket". Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1988. http://hub.hku.hk/bib/B31264098.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

43

CHAN, MU-TE, i 詹沐德. "Review of Technical Analysis". Thesis, 2014. http://ndltd.ncl.edu.tw/handle/44w4ue.

Pełny tekst źródła

Streszczenie:

碩士
國立中正大學
財務金融研究所
101
The purpose of this study is to help scholars decide the priority of back-testing of technical indicators. This paper designs three criteria to decide the priority of back-testing: (1) the number of published papers which examine this indicator; (2) the complex of formulas of this indicator; (3) the relationship among different indicators. The first chosen indicator is the one which has more citation, better performance , and is easier to calculate. We subsequently use the relationship between different indicators to choose the next indicator. Following the above procedure, moving Average is the first chosen indicator. This study provides an efficient-method to decide the propriety of the back-testing of technical indicators.

Style APA, Harvard, Vancouver, ISO itp.

44

Huei-FangLi i 李蕙芳. "Fundamental or Technical Analysis?" Thesis, 2011. http://ndltd.ncl.edu.tw/handle/06372606561763603497.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

45

Ming-Shenq, Chen. "Noise Trading and Technical Analysis". 2005. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0001-2901200501255900.

Pełny tekst źródła

Style APA, Harvard, Vancouver, ISO itp.

46

Lai, Yen-Hung, i 賴彥宏. "Technical Analysis Using Open Interest". Thesis, 2005. http://ndltd.ncl.edu.tw/handle/58145146993360276598.

Pełny tekst źródła

Streszczenie:

碩士
淡江大學
財務金融學系碩士班
93
While many researchers try to predict the direction of price trend by using various technical indicators, the open interest is rarely included in the analysis. On the other hand, chartists observe that price trends often accompany increases in open interest. This thesis examines whether open interest can be used as a supplemental indicator to determine the trading decisions, and how trading profits vary after considering open interest. The trading system used in this thesis is similar to the study of Bessembiner and Chan (1998) which called VMA (Variable-Length- Moving-Average). Empirical tests show following results: 1.Prior to adding open interest, the optimized VMA systems can generate excess returns (relative to buy-and-hold) from in-sample-data. However, the out-sample results do not perform as well as buy-and-hold strategy. 2.After incorporating open interest, the optimized VMAOI systems generate excess returns in both the in-sample and out-sample tests. Empirical results suggest that open interest may reflect trading information and be a useful supplemental indicator when making trading decisions.

Style APA, Harvard, Vancouver, ISO itp.

47

Chen, Ming-Shenq, i 陳旻聖. "Noise Trading and Technical Analysis". Thesis, 2005. http://ndltd.ncl.edu.tw/handle/02394350963211075766.

Pełny tekst źródła

Streszczenie:

碩士
國立臺灣大學
國際企業學研究所
93
Technical analysis is the use of past prices to infer future value of risky assets, and noise trading is a kind of trading behavior of uninformed traders. It and random supply prevent prices from fully revealing market information. In the rational economy, technical analysis has value under the assumption that traders have rational conjectures on the relation between prices and signals and prices can partially reveal market information. A three-period dynamic rational expectation equilibrium model under noisy and asymmetric information is used to demonstrate the changes of the value of technical analysis, market efficiency and the relationship between prices and volume while the market structure is unstable.

Style APA, Harvard, Vancouver, ISO itp.

48

Monteiro, Jorge David da Costa. "Technical analysis: wisdom or wizardry". Master's thesis, 2014. http://hdl.handle.net/10071/10130.

Pełny tekst źródła

Streszczenie:

The goal of this case study is to analyze the effectiveness of technical analysis in Portugal, and answer to one of the biggest questions that investors have when they decide to invest, which one of the major theories to use. Through this study we try to clarify if Technical Analysis is a good choice. Using three indicators, RSI – Relative Strength Index, MACD – Moving Average Convergence Divergence, DMI – Directional Movement Index; four of the biggest Portuguese listed companies, EDP – Energias de Portugal, PT – Portugal Telecom, JMT – Jerónimo Martins, and GALP – Galp Energia; the major Index, PSI20 – Portuguese Stock Index 20; and data from 2008 until 2012, the results of those strategies are computed and compared with the results of buy-and-hold strategy. The results point to the following conclusion: Technical Analysis works in the majority of the cases and transaction costs do not seem to be so important after all.
Este estudo de caso tem como objetivo analisar a eficácia da análise técnica em Portugal, e responder a uma das maiores questões que os investidores têm quando decidem investir, que é qual das principais teorias utilizar. Através deste estudo, tenta-se esclarecer se a análise técnica é uma boa escolha. Utilizando três indicadores, nomeadamente RSI – Relative Strength Index, MACD – Moving Average Convergence Divergence, e DMI – Directional Movement Index; quatro das maiores empresas cotadas nacionais, nomeadamente EDP – Energias de Portugal, PT – Portugal Telecom, JMT – Jerónimo Martins, e GALP – Galp Energia; o principal índice nacional, PSI 20 – Portuguese Stock Index 20; e dados do período compreendido entre 2008 e 2012, são calculados os resultados destas estratégias e comparados com a estratégia de Buy-and-Hold. Os resultados apontam para a conclusão de que a análise técnica funciona na maioria dos casos, e que os custos de transação parecem não ser tão determinantes como à partida se poderia pensar.

Style APA, Harvard, Vancouver, ISO itp.

49

Wei, Tu You, i 塗友維. "Technical Analysis and Market States". Thesis, 2013. http://ndltd.ncl.edu.tw/handle/47436458001626809809.

Pełny tekst źródła

Streszczenie:

碩士
國立中正大學
財務金融研究所
101
In this paper, I analyze the usefulness of technical analysis on the state of the market and generally made moving average trading strategies. I use two technical trading strategies to test if there is abnormal return for these portfolios constructed and performance in the different market states. Overall, I find that returns of asset are really asymmetric on the state of the market. Most performances greater following UP markets than following DOWN markets, excluding part assets. Moreover, I also find stock markets are more significant than commodity markets.

Style APA, Harvard, Vancouver, ISO itp.

50

Cheng, Yi-Tien, i 鄭宜典. "Comparison study of Fundamental Analysis And Technical Analysis". Thesis, 2007. http://ndltd.ncl.edu.tw/handle/21761946621550793616.

Pełny tekst źródła

Streszczenie:

碩士
中興大學
會計學研究所
95
Investors are always eager to predict future stock price which can cue them what and when to buy in the stock market. In the past, there are two different ways that are used by investors to select target stocks- fundamental and technical analysis. In this study we will evaluate the effectiveness of the two approaches by conducting trading simulations. The empirical result in this paper shows that the investment portfolio which is formed according to fundamental analysis performs much better than MSCI Taiwan Index and TSEC Taiwan 50 Index. In other words, investors can acquire larger return by adopting fundamental analysis when selecting target stocks. On the other hand, technical analysis can not help investors create handsome return, according to the simulation result. However, facing the uncertainty of future direction in stock market, investors can use both fundamental and technical analysis at the same time to reduce loss. Despite the dismal return of the stock portfolio that is constructed by technical analysis the approach is not necessarily useless. Likewise, fundamental analysis does not definitely refer to panacea for investing. Contrarily, there is no absolute rule for investment. Investors have to tailor their investment portfolios under different conditions.

Style APA, Harvard, Vancouver, ISO itp.

Oferujemy zniżki na wszystkie plany premium dla autorów, których prace zostały uwzględnione w tematycznych zestawieniach literatury. Skontaktuj się z nami, aby uzyskać unikalny kod promocyjny!