Sökning: "Johan Undin"

Hittade 1 uppsats innehållade orden Johan Undin.

  1. 1. On the Informative Content of Technical Indicators: - a Systematic Approach to Pattern Recognition

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Joel Mossberg; Johan Undin; [2007]
    Nyckelord :Technical Analysis; Pattern Recognition; Non-parametric Regression; Kernel;

    Sammanfattning : Technical analysis is a rather subjective graphical method of recording the history of trading in a certain stock to deduct the probable future trend in its return. By applying the automatic computer algorithm proposed by Lo, Mamaysky and Wang (2000) on Swedish stock market data we separate ourselves from the subjectivity of ordinary pattern recognition. LÄS MER