Sökning: "Evgenia Shcherbakova"

Hittade 1 uppsats innehållade orden Evgenia Shcherbakova.

  1. 1. On-line change-point detection procedures for Initial Public Offerings

    Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

    Författare :Evgenia Shcherbakova; Olga Gogoleva; [2010]
    Nyckelord :Financial Mathematics; cange-point detection; monitoring;

    Sammanfattning :   In this thesis we investigate the case of monitoring of stocks havingjust been introduced for public trading on the nancial market. Theempirical distribution of the change-point for 20 assets for 60 days was calculated to check the support for the assumption that the priceinitially drop or rise to some steady level. LÄS MER