Essays about: "change of direction signals"

Showing result 1 - 5 of 12 essays containing the words change of direction signals.

  1. 1. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

  3. 2. Offline Direction Clustering of Overlapping Radar Pulses from Homogeneous Emitters

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Sofia Bedoire; [2022]
    Keywords : Clustering; DBSCAN; Deinterleaving; Machine Learning; Radar; Klustring; DBSCAN; Pulssortering; Maskininlärning; Radar;

    Abstract : Within the defence industry, it is essential to be aware of threats in the environment. A potential threat can be detected by identifying certain types of emitters in the surroundings that are typically used in the enemies’ systems. READ MORE

  4. 3. How is the consumer influenced by social media influencers? : A qualitative exploratory study of how the consumers' buyer decision process is influenced by social media influencers.

    University essay from Linnéuniversitetet/Institutionen för marknadsföring (MF)

    Author : Leah Gentele; Mikaela Persson; [2022]
    Keywords : Consumer Behavior; Influence; Buyer Decision Process; Instagram; Social Media Influencers SMI s ;

    Abstract : Background: Social media influencers (SMI’s) can influence the consumers’ decisions by sending out social signals through social functions which social media platforms enable. These social functions SMI’s as well as consumers use, could be for example through sharing content; having a conversation; developing relationships with like-minded individuals; or it could also be used for sending out social signals, such as identity, presence or reputation. READ MORE

  5. 4. ESG and Stock Prices

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Soroor Mansouryar; Isabella Larsson; Veronica Larsson; [2022]
    Keywords : Corporate Social Responsibility; ESG; Volatility; Efficient-Market Hypothesis; Stock Valuation; Business and Economics;

    Abstract : This paper examines the relationship between positive change in ESG scores and instantaneous stock price volatility as well as the direction of price change. For this purpose, a sample of 536 large- and medium cap companies within the EU market were selected and classified into three groups of excellent, good and poor-satisfactory performance based on their ESG scores. READ MORE

  6. 5. Markov Chain Monte Carlo (MCMC) and Bayesian Inference for Gravitational Waves

    University essay from Lunds universitet/Astronomi - Genomgår omorganisation

    Author : Christine Andersson; [2021]
    Keywords : Gravitational Waves; LISA; LISA mission; Bayesian Inference; Markov Chain Monte Carlo; MCMC; Bayes’ Theorem; stochastic sampling; Metropolis Hastings; histograms; Physics and Astronomy;

    Abstract : The Laser Interferometer Space Antenna (LISA) is a space borne gravitational wave detec- tor set to launch in 2034, with the objective of detecting and studying the Gravitational Waves (GWs) of our universe. So far, ground-based detectors such as the Laser Interferometer Gravitational-Wave Observatory (LIGO) have been successful in detecting GWs, but the limitations of ground based detectors is what makes LISA so special. READ MORE