Sökning: "John Yang"

Hittade 2 uppsatser innehållade orden John Yang.

  1. 1. MERGING MOMENTUM -THE EFFECTS OF COMBINED CRASH MITIGATING STRATEGIES

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Sebastian Kavleskog; John Rolfsson; [2020-07-07]
    Nyckelord :momentum; momentum strategies; merging momentum; momentum crash; dynamic momentum; absolute strength momentum; extreme absolute strength momentum; risk-adjusted return; crash mitigating momentum;

    Sammanfattning : Momentum strategies offer tempting expected returns but suffer from occasional momentum crashes. Crash mitigating strategies, such as the Absolute momentum (Gulen and Petkova, 2018) and Extreme absolute strength momentum (Yang and Zhang, 2019), have proven effective in alleviating momentum crashes, while also offering better risk-adjusted returns compared to relative momentum strategies. LÄS MER

  2. 2. Tree-Level N-Point Amplitudes in String Theory

    Master-uppsats, Uppsala universitet/Teoretisk fysik

    Författare :John Paton; [2016]
    Nyckelord :string theory; pure spinors; pure spinor formalism; amplitudes; N-point; BRST;

    Sammanfattning : This thesis reviews the method of Mafra, Schlotterer, and Stieberger (2011) for computing the full colour ordered N-point open superstring amplitude using the Pure Spinor formalism. We introduce relevant elements of super Yang-Mills theory and examine the basics of the Pure Spinor formalism, with a focus on tools for amplitude computation. LÄS MER