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Konu "Mean Reverting Stochastic Processes" için Bankacılık ve Finans Bölümü YayınKoleksiyonu listeleme

Konu "Mean Reverting Stochastic Processes" için Bankacılık ve Finans Bölümü YayınKoleksiyonu listeleme

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  • Determination of the Best Simple Moving Average By Stochastic Processes 
    İlalan, Deniz (2017-01-01)
    In this study, we consider one of the most popular technical indicators and try to determine the best fitting simple moving average to a given data. Here we utilize from a general mean reverting stochastic process where ...
  • How stock markets become desensitized to terror 
    İlalan, Deniz (2017)
    Purpose-A widely accepted belief indicates that terror activities have negative impact on stock markets. Contrary to numerous empirical studies, the purpose of this paper is to consider this issue from another point of ...