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Technical Analysis Under Knightian Uncertainty, Andre Mouton Dec 2015

Technical Analysis Under Knightian Uncertainty, Andre Mouton

Student Theses and Dissertations

Technical analysis, or the forecasting of asset price movements using past prices, is commonly practiced in financial markets but poorly explained by mainstream economic theory. I show that a technical rule can have predictive power when an asset’s payoffs are subject to Knightian uncertainty, defined as variation that cannot be described probabilistically (Knight, 1921). I present an asset-pricing model in which asset payoffs undergo periodic shifts in trend, and agents form expectations about these payoffs using a constant gain least squares (CGLS) rule. I investigate whether a second CGLS rule, operating on price, can provide a more accurate forecast of …


Land Of The Aging Sun : The Impact Of Population Decline On Japanese Economic Performance, Edson H. Flores Jan 2015

Land Of The Aging Sun : The Impact Of Population Decline On Japanese Economic Performance, Edson H. Flores

Student Theses and Dissertations

No abstract provided.


Retinoblastoma And Etoposide, Esther Im Jan 2015

Retinoblastoma And Etoposide, Esther Im

Student Theses and Dissertations

No abstract provided.


Statistical Processing : Mean Size Perception Of Partially Occluded Sets, Jae-Eun Jenny Lee Jan 2015

Statistical Processing : Mean Size Perception Of Partially Occluded Sets, Jae-Eun Jenny Lee

Student Theses and Dissertations

No abstract provided.


The Integration Trajectory Of Muslim Immigrants In France And The United Kingdom, Sydney Winnick Jan 2015

The Integration Trajectory Of Muslim Immigrants In France And The United Kingdom, Sydney Winnick

Student Theses and Dissertations

No abstract provided.


Why Did Narendra Modi Win? Investigating Whether Religious Nationalist Sentiment Was Responsible For One Of The Most Significant Power Shifts In Indian History, Abhinaya Swaminathan Jan 2015

Why Did Narendra Modi Win? Investigating Whether Religious Nationalist Sentiment Was Responsible For One Of The Most Significant Power Shifts In Indian History, Abhinaya Swaminathan

Student Theses and Dissertations

No abstract provided.


Determining A Role For Taimain In The Drosophila Melanogaster Methoprene Response, Shivani Daryani Jan 2015

Determining A Role For Taimain In The Drosophila Melanogaster Methoprene Response, Shivani Daryani

Student Theses and Dissertations

No abstract provided.