Sökning: "Evgenia Shcherbakova"
Hittade 1 uppsats innehållade orden Evgenia Shcherbakova.
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)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
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