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Full-Text Articles in Business
A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz
A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz
Doctor of Business Administration Dissertations
At heart every trader loves volatility; this is where return on investment comes from, this is what drives the proverbial “positive alpha.” As a trader, understanding the probabilities related to the volatility of prices is key, however if you could also predict future prices with reliability the world would be your oyster. To this end, I have achieved three goals with this dissertation, to develop a model to predict future short term prices (direction and magnitude), to effectively test this by generating consistent profits utilizing a trading model developed for this purpose, and to write a paper that anyone with …
The Research On The Volatility Of Vlcc Market, Yanwei Wang
The Research On The Volatility Of Vlcc Market, Yanwei Wang
World Maritime University Dissertations
No abstract provided.
Research On Container Liner Company Marketing Strategy, Huayu Shi
Research On Container Liner Company Marketing Strategy, Huayu Shi
World Maritime University Dissertations
No abstract provided.
Newsvendor Models With Monte Carlo Sampling, Ijeoma W. Ekwegh
Newsvendor Models With Monte Carlo Sampling, Ijeoma W. Ekwegh
Electronic Theses and Dissertations
Newsvendor Models with Monte Carlo Sampling by Ijeoma Winifred Ekwegh The newsvendor model is used in solving inventory problems in which demand is random. In this thesis, we will focus on a method of using Monte Carlo sampling to estimate the order quantity that will either maximizes revenue or minimizes cost given that demand is uncertain. Given data, the Monte Carlo approach will be used in sampling data over scenarios and also estimating the probability density function. A bootstrapping process yields an empirical distribution for the order quantity that will maximize the expected profit. Finally, this method will be used …
Statistical Contributions To Operational Risk Modeling, Daoping Yu
Statistical Contributions To Operational Risk Modeling, Daoping Yu
Theses and Dissertations
In this dissertation, we focus on statistical aspects of operational risk modeling. Specifically, we are interested in understanding the effects of model uncertainty on capital reserves due to data truncation and in developing better model selection tools for truncated and shifted parametric distributions. We first investigate the model uncertainty question which has been unanswered for many years because researchers, practitioners, and regulators could not agree on how to treat the data collection threshold in operational risk modeling. There are several approaches under consideration—the empirical approach, the “naive” approach, the shifted approach, and the truncated approach—for fitting the loss severity distribution. …
Optimal Pairs Trading Rules, Eric Müller
Optimal Pairs Trading Rules, Eric Müller
Theses and Dissertations
This thesis derives an optimal trading rule for a pair of historically correlated stocks. When one stock's price increases and the other one's decreases, a trade of the pair is triggered. The idea is to short the winner and to long the loser with the hope that the prices of the two assets will converge again. In this thesis the spread of the two stocks is governed by a mean-reverting model. The objective is to trade the pair in such a way as to maximize an overall return. The same slippage cost is imposed on every trade. Furthermore, a local-time …