Essays about: "Joel Mossberg"

Found 1 essay containing the words Joel Mossberg.

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

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

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

    Abstract : 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. READ MORE