Search for dissertations about: "bootstrap"
Showing result 21 - 25 of 113 swedish dissertations containing the word bootstrap.
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21. On the returns of trend-following trading strategies
Abstract : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. READ MORE
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22. On the profitability of momentum strategies and optimal leverage rules
Abstract : This thesis consists of an introductory part and five self-contained papers related to the profitability of momentum strategies and optimal leverage rules.Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) day trading strategy. READ MORE
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23. Learning local predictive accuracy for expert evaluation and forecast combination
Abstract : This thesis consists of four papers that study several topics related to expert evaluation and aggregation. Paper I explores the properties of Bayes factors. Bayes factors, which are used for Bayesian hypothesis testing as well as to aggregate models using Bayesian model averaging, are sometimes observed to behave erratically. READ MORE
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24. Antenna robustness modelling
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25. Modelling of antenna robustness
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