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Dissertations / Theses on the topic 'Price clustering'

Author: Grafiati

Published: 4 June 2021

Last updated: 3 February 2022

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1

Lallouache, Mehdi. "Clustering in foreign exchange markets : price, trades and traders." Thesis, Châtenay-Malabry, Ecole centrale de Paris, 2015. http://www.theses.fr/2015ECAP0040/document.

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En utilisant des données haute-fréquence inédites, cette thèse étudie trois types de regroupements (“clusters”) présents dans le marché des changes: la concentration d'ordres sur certains prix, la concentration des transactions dans le temps et l'existence de groupes d'investisseurs prenant les mêmes décisions. Nous commençons par étudier les propriétés statistiques du carnet d'ordres EBS pour les paires de devises EUR/USD et USD/JPY et l'impact d'une réduction de la taille du tick sur sa dynamique. Une grande part des ordres limites est encore placée sur les anciens prix autorisés, entraînant

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2

Verousis, Thanos. "Price discreteness and clustering in ultra high frequency equity and options data." Thesis, Aberystwyth University, 2009. http://hdl.handle.net/2160/63fefd3e-0d27-4f50-b1cb-490d1d063dd2.

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There is only sparse evidence on the implications of price discreteness in empirical studies using high frequency data. This thesis deals with the issue of discreteness in irregularly spaced data, and its theme is the investigation of two important aspects of discreteness. In particular, the compass rose pattern and price clustering in the individual equity options market are primarily studied. Also, price clustering is covered in the Initial Public Offerings (IPOs) primary market and its evolution in the secondary market is documented. The first contribution of the thesis is the design of a n

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3

Louw, Jan Paul. "Evidence of volatility clustering on the FTSE/JSE top 40 index." Thesis, Stellenbosch : Stellenbosch University, 2008. http://hdl.handle.net/10019.1/5039.

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Thesis (MBA (Business Management))--Stellenbosch University, 2008.<br>ENGLISH ABSTRACT: This research report investigated whether evidence of volatility clustering exists on the FTSE/JSE Top 40 Index. The presence of volatility clustering has practical implications relating to market decisions as well as the accurate measurement and reliable forecasting of volatility. This research report was conducted as an in-depth analysis of volatility, measured over five different return interval sizes covering the sample in non-overlapping periods. Each of the return interval sizes' volatility were analy

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4

Huo, Shiyin. "Detecting Self-Correlation of Nonlinear, Lognormal, Time-Series Data via DBSCAN Clustering Method, Using Stock Price Data as Example." The Ohio State University, 2011. http://rave.ohiolink.edu/etdc/view?acc_num=osu1321989426.

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5

Karanfil, Salih. "Obtaining the membership function by using the neural network in Istanbul stock exchange to find the relation between the low and closing prices." Pontificia Universidad Católica del Perú, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/96007.

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Kantanantha, Nantachai. "Crop decision planning under yield and price uncertainties." Diss., Atlanta, Ga. : Georgia Institute of Technology, 2007. http://hdl.handle.net/1853/24676.

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Thesis (Ph.D.)--Industrial and Systems Engineering, Georgia Institute of Technology, 2007.<br>Committee Co-Chair: Griffin, Paul; Committee Co-Chair: Serban, Nicoleta; Committee Member: Liang, Steven; Committee Member: Sharp, Gunter; Committee Member: Tsui, Kwok-Leung

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7

Zhai, Yuzheng. "Improving scalability and accuracy of text mining in grid environment." Connect to thesis, 2009. http://repository.unimelb.edu.au/10187/5927.

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The advance in technologies such as massive storage devices and high speed internet has led to an enormous increase in the volume of available documents in electronic form. These documents represent information in a complex and rich manner that cannot be analysed using conventional statistical data mining methods. Consequently, text mining is developed as a growing new technology for discovering knowledge from textual data and managing textual information. Processing and analysing textual information can potentially obtain valuable and important information, yet these tasks also requires enorm

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Cabral, Lucidio dos Anjos Formiga. "Algoritmos exatos para o problema de edição de p-Clusters." Universidade Federal da Paraíba, 2015. http://tede.biblioteca.ufpb.br:8080/handle/tede/7870.

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Submitted by Viviane Lima da Cunha (viviane@biblioteca.ufpb.br) on 2016-02-17T11:41:50Z No. of bitstreams: 1 arquivototal.pdf: 1276201 bytes, checksum: 9dd8fad80c483276a40101ee6a782d5b (MD5)<br>Made available in DSpace on 2016-02-17T11:41:50Z (GMT). No. of bitstreams: 1 arquivototal.pdf: 1276201 bytes, checksum: 9dd8fad80c483276a40101ee6a782d5b (MD5) Previous issue date: 2015-07-21<br>Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES<br>This work deals with the p-Cluster Editing Problem (p-CEP), which consists in performing a minimum number of editions (additions or re

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9

Sutharzan, Sreeskandarajan. "CLUSTERING AND VISUALIZATION OF GENOMIC DATA." Miami University / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=miami1563973517163859.

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10

Bubeck, Sébastien. "JEUX DE BANDITS ET FONDATIONS DU CLUSTERING." Phd thesis, Université des Sciences et Technologie de Lille - Lille I, 2010. http://tel.archives-ouvertes.fr/tel-00845565.

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Ce travail de thèse s'inscrit dans le domaine du machine learning et concerne plus particulièrement les sous-catégories de l'optimisation stochastique, du online learning et du clustering. Ces sous-domaines existent depuis plusieurs décennies mais ils ont tous reçu un éclairage différent au cours de ces dernières années. Notamment, les jeux de bandits offrent aujourd'hui un cadre commun pour l'optimisation stochastique et l'online learning. Ce point de vue conduit a de nombreuses extensions du jeu de base. C'est sur l'étude mathématique de ces jeux que se concentre la première partie de cette

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11

Krčál, Adam. "High-dimensional VAR analysis of regional house prices in United States." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-202128.

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In this thesis the heterogeneity of regional real estate prices in United States is investigated. A high dimensional VAR model with additional exogenous predictors, originally introduced by \cite{fan11}, is adopted. In this framework, the common factor in regional house prices dynamics is explained by exogenous predictors and the spatial dependencies are captured by lagged house prices in other regions. For the purpose of estimation and variable selection under high-dimensional setting the concept of Penalized Least Squares (PLS) with different penalty functions (e.g. LASSO penalty) is studied

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12

Jaber, Hadi. "Modeling and analysis of propagation risks in complex projects : application to the development of new vehicles." Thesis, Université Paris-Saclay (ComUE), 2016. http://www.theses.fr/2016SACLC022/document.

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La gestion de projets complexes nécessite d’orchestrer la coopération de centaines de personnes provenant de diverses entreprises, professions et compétences, de travailler sur des milliers d'activités, livrables, objectifs, actions, décisions et risques. En outre, ces nombreux éléments du projet sont de plus en plus interconnectés, et aucune décision ou action n’est indépendante. Cette complexité croissante est l'un des plus grands défis de la gestion de projet et l'une des causes de l'échec du projet en termes de dépassements de coûts et des retards. Par exemple, dans l'industrie automobile,

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13

Nuemi, Tchathouang Gilles Eric. "Identification des profils de changement sur données longitudinales, illustrée par deux exemples : étude des trajectoires hopsitalières de prise en charge d'un cancer. Construction des profils évolutifs de qualité de vie lors d'un essai thérapeutique pour un cancer avancé." Thesis, Dijon, 2014. http://www.theses.fr/2014DIJOMU02/document.

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ContexteDans le domaine de la santé, l’analyse des données pour l’extraction des connaissances est un enjeu en pleine expansion. Les questions sur l’organisation des soins ou encore l’étude de l’association entre le traitement et qualité de vie (QdV) perçue pourraient être abordées sous cet angle. L’évolution des technologies permet de disposer d’outils de fouille de données performants et d’outils statistiques enrichis de méthode avancées, utilisables par les non experts. Nous avons illustré cette méthode au travers de deux questions d’actualité :1 / Quelle organisation des soins pour la pris

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14

De, Smet Yves. "A multicreteria perspective on reverse auctions." Doctoral thesis, Universite Libre de Bruxelles, 2005. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210974.

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Investigate the use of partial relations for multicriteria reverse auctions. At first, a theoretical framework is introduced. Then, an extension of traditional multicriteria tools is considered. This is referred to as the Butterfly model. Finally, the concept of Bidding Niches partitions is formalized and tested.<br>Doctorat en sciences appliquées<br>info:eu-repo/semantics/nonPublished

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15

Bodin, Julie. "Déterminants professionnels des troubles musculo-squelettiques de l'épaule : intérêt de la prise en compte des facteurs organisationnels Forms of work organization and their associations with shoulder disorders: results from a French working population. Risk factors for shoulder pain in French workers: A Structural Equation Model." Thesis, Angers, 2017. http://www.theses.fr/2017ANGE0086.

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Les troubles musculo-squelettiques (TMS) sont une des questions les plus préoccupantes en santé au travail. Ils témoignent de l’intensification des conditions de travail qui affecte un nombre croissant de travailleurs. L’objectif de cette thèse était d’étudier les relations complexes entre les facteurs professionnels, notamment organisationnels, et les TMS de l’épaule.Trois populations salariées ont été étudiées : la cohorte Cosali et deux entreprises automobile et pharmaceutique. L’étude des caractéristiques organisationnelles des situations de travail par classifications ascendantes hiérarch

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Lian, Chunfeng. "Information fusion and decision-making using belief functions : application to therapeutic monitoring of cancer." Thesis, Compiègne, 2017. http://www.theses.fr/2017COMP2333/document.

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La radiothérapie est une des méthodes principales utilisée dans le traitement thérapeutique des tumeurs malignes. Pour améliorer son efficacité, deux problèmes essentiels doivent être soigneusement traités : la prédication fiable des résultats thérapeutiques et la segmentation précise des volumes tumoraux. La tomographie d’émission de positrons au traceur Fluoro- 18-déoxy-glucose (FDG-TEP) peut fournir de manière non invasive des informations significatives sur les activités fonctionnelles des cellules tumorales. Les objectifs de cette thèse sont de proposer: 1) des systèmes fiables pour prédi

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17

Teng, Wan-Fei, and 鄧婉妃. "Price Clustering and Trade-Size Clustering in Taiwan Stock Market." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/85751270282616416342.

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碩士<br>國立暨南國際大學<br>財務金融學系<br>97<br>By using intraday trading data in Taiwan Stock Market, we first examine whether there exists price clustering and trade-size clustering. Second, to study whether there also exist price clustering or trade-size clustering across different investors, all investors are decomposed into five categories, named foreign investors, mutual funds, dealers, other institutions and individuals. Finally, we further investigate the determinants of price clustering and trade-size clustering. In our research, we first find there exists price clustering and trade-size clustering

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18

TSAI, HUI-MEI, and 蔡惠美. "Price Clustering in the Housing Markets." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/ws2d9k.

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碩士<br>國立高雄第一科技大學<br>金融系碩士專班<br>106<br>The sample is comprised of 372,374 real estate transactions of properties located in the six main cities in Taiwan from October 2012 to December 2016. This paper examines empirically the price clustering of housing transactions and its determinants through the methods of z-test for proportions, probit model and logit model. The results show that the digit in ten thousands of transaction prices exhibits a tendency to price cluster: 63% of prices end in the digit 0, while 14% end in the digit 5. Besides 0 and 5, the digit 8 and 6 occur more frequently than t

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Lu, Hao-wei, and 呂晧瑋. "Price-Volume Clustering on Agricultural Crops." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/85637560946469249447.

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碩士<br>國立臺灣科技大學<br>工業管理系<br>102<br>The sale prices and transaction volumes of agricultural crops are fluctuated depending on multiple factors such as seasonal effect, climate change, consumer purchasing behavior, and so on. Analyzing the dynamic between sale price and transaction volume of agricultural goods can enhance the retailers’ capability of understanding the market trend. This research developed a two-step clustering method to conduct the data clustering on agriculture crop price-volume (P-V) data. The first step, for each crop, we proposed the p-v shape characteristics including the av

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20

Hung, Yi-Chen, and 洪怡君. "Price Clustering, Trade-size Clustering and Performance on the Taiwan Stock Exchange." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/31222371300573058876.

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碩士<br>國立暨南國際大學<br>財務金融學系<br>104<br>We first examine relations between investor types and order price clustering. Second, we analyze relations between investor types and order size clustering. Next, we investigate the determinants of round price and round size. Finally, we study relations between order price and size clustering across investor types and trading performance. We find there exists price clustering and size clustering phenomenon on the Taiwan Stock Exchange. All investor types exist order price and size clustering phenomenon. Particularly, mutual funds are the highest. Firms with s

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21

Pinto, Duarte José Araújo. "Price Clustering in the nord pool Electricity Market." Dissertação, 2020. https://hdl.handle.net/10216/133152.

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22

Chen, Chia-Hua, and 陳家華. "Price Clustering Phenomenon in CBOE Index Option Quotes." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/68f8r6.

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碩士<br>國立高雄第一科技大學<br>金融營運所<br>96<br>The asset price clustering phenomenon has been found for financial market. But the price clustering phenomenon in the index option market shows a blank. This paper provides the evidence of price clustering for the index options contract traded on the CBOE. We offer evidence that the clustering phenomenon in low-price index options are clustered on x.05 and x.1 for bids. Low-price index options are highly clustered on x.5 for offers. But each index options clustered on different prices. High-price index options are highly clustered on round dollars and half-do

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23

Liang, Jwo-Yuan, and 梁卓元. "The Effects of Tick Size Variation on Price Clustering." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/12040919585046529167.

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碩士<br>淡江大學<br>財務金融學系碩士班<br>95<br>Price clustering means the last digit of the quote of financial asset or trade price has a tendency of centering on certain numbers (even numbers, round number etc.). Serious price clustering could represent the market lacks efficiency or the price has been distorted. There are usually rules of the smallest tick size in financial asset quote so that the price can be the multiples of the tick size. Therefore, when observing the changes of the tick size, the size of it will affect which value the price clustering falls. This research is to observe the effects the

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Wang, Ling-hui, and 王鈴慧. "Price Analysis of Agricultural Products Using Functional Data Clustering." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/41313861919919389733.

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碩士<br>國立臺灣科技大學<br>工業管理系<br>102<br>Understanding crop seasonal effect and price trend is an important decision making for customers, crop farmers, and retailers. This research applied functional data clustering method to analyze crop price trend and variation. 15-year Taiwan agriculture crop price data were collected. The time-series data was first converted to functional data and the smoothing method was applied to obtain the function to represent each price curve. Then, Principal Component Analysis (PCA) was used to investigate the variation among the 15-year data. The hierarchical clustering

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Alves, Luís Miguel. "Price Clustering in Bank Stocks during the Global Financial Crisis." Dissertação, 2018. https://hdl.handle.net/10216/117452.

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Alves, Luís Miguel. "Price Clustering in Bank Stocks during the Global Financial Crisis." Master's thesis, 2018. https://hdl.handle.net/10216/117452.

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Jhou, Sin-Yi, and 周欣怡. "The Effect of Stock Tick Size on Liquidity and Price Clustering." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/86378428399859321897.

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碩士<br>朝陽科技大學<br>財務金融系碩士班<br>95<br>We analyze market liquidity (i.e., spreads and depth) and quote clustering in stock market. The data are drawn from Taiwan Stock Exchange (TSE), where the tick size increases with share price in a stepwise fashion. Taiwan Stock Exchange Corporation reduces tick size for some stocks on March 1, 2005. In this study, we find that market performance of stocks with larger tick sizes experiences the greatest improvement after lowering tick size. Our results also suggest that tick size imposes a binding constraint on spread for stocks subject to larger mandatory tick

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CHEN, JIAN-WUN, and 陳劍文. "Analyzing the Impact of Presidential Elections on Stock Price Clustering: Taiwan Case." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/uenbm9.

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29

Su, Bo-Wen, and 蘇柏文. "Application of Convolutional Autoencoder and K-means Clustering under Stock Price Pattern." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/mbh73z.

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碩士<br>國立中山大學<br>財務管理學系研究所<br>107<br>This paper converts the adjusted closing prices of the listed common stocks in Taiwan into technical graphics of stock price in a 20-day time sequence. We construct several convolutional autoencoder models to learn a stock representation from graphics and find the best model to reduce dimensions. By K-means clustering, stocks of Taiwan 50 Index based on the similarity computed on deep features are classified as the same cluster. We find stocks with similar stock price patterns are grouped into the same cluster using deep features in K-means. Finally, this pa

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Tseng, Hsin-Yu, and 曾馨玉. "Liquidity and Price Clustering on the Taiwan StockExchange with Multiple Tick Sizes." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/ast4k9.

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碩士<br>國立東華大學<br>國際經濟研究所<br>95<br>Applying quote and limit-order data, we examine the relation between tick sizes, market liquidity, and clustering in order prices on the Taiwan Stock Exchange adopting multiple tick sizes. We find that the effective spread increases with the tick size but the depth is not related to the tick size. Overall, mid-price stocks have better market liquidity. In the events of stocks passing through the next price group, the permanent change of tick sizes result in an effect on spreads larger than on depth. Furthermore, not only order prices are clustering in integer a

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Lin, Ting-Han, and 林庭漢. "Price and Trade-size Clustering and its relationship ─ Evidence from Taiwan Futures Contracts." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/5mrgc3.

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碩士<br>國立臺灣科技大學<br>財務金融研究所<br>104<br>According to the past researches, we found that the phenomenon of price clustering and the trade-size clustering exist in the financial market. People usually react intuitionally when they are required to make decisions immediately or under an uncertain circumstance. In addition, the differences of people’s cognitive ability toward numbers will affect their intuitive reactions? For instance, many trader will select the integer numbers such as 0 or 5 in an irrational condition when they find the price and trading volume of futures change continuously. We mai

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Correia, Ricardo de Sá. "Political Instability and Price clustering Evidence from Egyptian and Thai financial markets. (1)." Dissertação, 2020. https://hdl.handle.net/10216/133148.

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HSU, YU-CHANG, and 許祐彰. "A Reexamination of Price Clustering and Trade-size Clustering in The Index Futures: Evidences From The E-mini S&P500 Market." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/9j2579.

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碩士<br>國立高雄應用科技大學<br>資訊管理研究所碩士班<br>105<br>The clustering of financial products has always been a hot topic in area of market microstructure. However, most of the research in the past focuses on the study of price clustering, and the research on the study of size clustering is relatively small. But whether it is price clustering or trade-size clustering affects market liquidity and investor transaction costs. Therefore, the price clustering and trade-size clustering of financial products has always been the focus of the area of experts and scholars of financial topic. The study sample is the E-m

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Lu, Yi-Hsuan, and 呂依璇. "Price Clustering and Trading Performance of Index Future Traders—Evidence from Taiwan Futures Contracts." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/90324172918850729063.

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碩士<br>國立臺灣科技大學<br>財務金融研究所<br>103<br>According to the past researches, such as in Ball et al. (1985) for gold market; Harris for NYSE；Aitken et al. (1996) in ASX, and Hameed and Terry (1998) in SES. In addtion to examine whether the price clustering exists in Taiwan Index Futures of Taiwan Futures Exchange, we also extend the result of Bulet and Loomes(1988) to classfy traders into four groups, that is futures proprietary firms, domestic institutional traders, foreign institutional traders, and individuals. Moreover, we examine how different in their price clustering level and how the price clu

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Lee, Tzu-ling, and 李紫菱. "Stock Price Clustering on Option Expiration Dates：Some Empirical Evidence from Taiwan Stock Options Markets." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/58615420878047597509.

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碩士<br>國立高雄第一科技大學<br>金融所<br>98<br>The paper follows the Ni , Pearson and Poteshman(2005) methodology to present evidence that Taiwan Futures Exchange，s option trading in the January 2003 through December 2007 changes the prices of underlying stocks. The empirical results indicate that option volume in Taiwan are few so that stock price declustering on expiration dates. The empirical results is not support the Ni , Pearson and Poteshman(2005) evidence that CBOE on option expiration dates the closing prices of stocks with listed options cluster at option strike prices.

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Lee, Hsuan-yu, and 李宣佑. "Customer-oriented weight determination for assessing house price in urban areas using SIP clustering approach." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/36441141660227432661.

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碩士<br>國立中央大學<br>營建管理研究所<br>102<br>Customer preference affects selection and transaction price for real estate. Appraisers by their own experience usually select housing attributes and their corresponding weights for customers, creating possible impropriate assessment for those with different favorites. The research objective is to determine attributes and the corresponding weights that affect house pricing based on customer preference. Literature review and expertise qualified 39 attributes, followed by the house transactions collected from the Taiwan transaction database of real estate. A tot

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Wang, Jen, and 王雪珍. "Applying Market Profile and Clustering Analysis to Discover the Investment Value of Low Price Stock." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/50788853847495570472.

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碩士<br>國立交通大學<br>管理學院資訊管理學程<br>102<br>Many investment theories suggest investor to buy blue chip stocks, and suggest buying the stocks based on the fundamentals and financial analysis; such as evaluating company’s balance sheet, profitability of the income statement, and last but not least, share placement situation analysis of the discount model. The price of a stock reflects the buyers and sellers future expectation toward the company. Therefore, it is too late to invest if investors wait for the financial reports of the company because it is the result of both buyers and sellers future expec

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Yan, Jin-Cyuan, and 顏錦泉. "An Empirical Study of Daily and Intraday Price Clustering Patterns on the Taiwan Stock Market." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/3s2jq4.

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碩士<br>國立東華大學<br>國際經濟研究所<br>95<br>This paper examines daily and intraday price clustering patterns on the order-level data for the Taiwan Stock Market. First, we observe clear evidence of integer- and even-price clustering, implying that a sufficiently small tick size itself becomes a binding constraint to hinder the price resolution process and leads to price clustering. Second, all types of investors contribute to order price clustering. Individuals exhibit the strongest tendency, while foreign investors the least. Third, the degree of price clustering decreases with market value, but not rel

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Liou, Ming-tang, and 劉明棠. "An Empirical Study of Price Clustering in the Taiwan Stock Index Futrues Contract on the Taifex." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/45540147521712090011.

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碩士<br>國立高雄第一科技大學<br>金融營運所<br>94<br>ABSTRACT This paper provides the evidence of price clustering for the Taiwan stock index options contract traded on the Taiwan Futures Exchange (TAIFEX) by using intraday quoted and traded prices. The results show that last digits of quoted and traded prices are significantly different from the uniform distribution that would be expected if prices were randomly selected from separate sets of Taiwan stock index options contract. The intraday pattern of price clustering is also found in the Taiwan stock index options. An extremely high percentage of price clust

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Huang, Yu-Hao, and 黃鈺皓. "Price Clustering In Taiwan Index Futures of Taiwan Futures Exchange and Singapore Exchange Derivatives Trading Limited." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/13995457965587571597.

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碩士<br>國立成功大學<br>財務金融研究所<br>94<br>Past researches have found that price had a clustering appearance, such as in Goodhart and Curcio (1991) for the foreign exchange market, Ball et al. (1985) for the gold market, and Harris (1991) for the NYSE and American Stock Exchange. In addition to examine price clustering of the market, we extend the analysis to discuss the difference of price clustering between the use of the trading price and the use of the submitted order price on the Taiwan Index Futures of Taiwan Futures Exchange (TAIFEX). We also examine the difference of price clustering between the

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Hsueh, Hung Yeh, and 薛弘業. "A Study of Stock Price Prediction with Text Mining, Classification and Clustering Techniques in Taiwan Stock Market." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/98972323381665117777.

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碩士<br>國立政治大學<br>資訊管理研究所<br>101<br>This study investigated the relation that the stock news effect on Taiwan Stock Market. Through collected the historical transaction data and stock news from July, 2012 to May, 2013, and use text mining、kNN Classification and 2-Way kNN Clustering technique analyzing the stock news, build a forecast model to analyze the degree of news effect on the stock price, and find the relation between the cluster which has great degree and the reversal points of stock price. The result shows that using the change range and Technical Indicator rise classification’s accura

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Lin, Yuchun, and 林昱均. "Trade-Size and Price Clustering: The Cases of Short Sales and Margin Purchases in the Taiwan Stock Market." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/11984699089241118643.

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碩士<br>國立中正大學<br>財務金融研究所<br>100<br>This paper investigates the existences of the trade-size clustering and the price clustering of short sales, margin purchases, and non-short and non-margin trades at the intraday trading level in the Taiwan Stock Exchange (TWSE). Our empirical results show that investors definitely use round trade sizes in the multiple of 5,000, 10,000 and 50,000 shares, and that the multiple of larger round sizes in larger transactions; however, the frequencies decrease as trade size increases. Additionally, investors use round trade prices in small-size sets. The transaction

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Lin, Chia-yi, and 林家伊. "Price clustering in index futures: Evidence from Taiwan stock index futures contracts and MSCI Taiwan stock index futures contracts." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/00232105884011956496.

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碩士<br>國立中正大學<br>財務金融所<br>96<br>This paper provides the evidence of price clustering for the Taiwan stock index futures contract（TX）traded on the Taiwan Futures Exchange（TAIFEX）, and the MSCI Taiwan stock index futures contract（STW）on the Singapore Exchange Derivatives Trading Limited（SGX-DT）by using intraday traded prices. The result documents the existence of price clustering in TX and STW for last digits of prices. About 47% and 25% trades cluster on 0 or 5 points in spite of the minimum tick size for TX and STW. Among the result, price clustering in TX is significant more than that in STW.

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Su, Chien-Feng, and 蘇建豐. "The impact of reducing the minimum tick size on market liquidity and price clustering on the Taiwan Stock Exchange." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/34c9m6.

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碩士<br>國立東華大學<br>國際經濟研究所<br>95<br>Abstract Applying order-level data, this paper examines the impact of reducing the minimum tick sizes on price clustering and market liquidity in the Taiwan Stock Exchange. After the reduction in tick sizes, we observe an abnormally high frequency of integer prices and a negatively indirect effect of tick sizes on the bid-ask spreads that operates through its effect on price clustering. After explicitly controlling for this indirect effect, smaller tick sizes indeed reduce bid-ask spreads, but the total effect diminishes. Although the supply of liquidity on th

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Zeng, Yong. "A class of partially-observed models with discrete, clustering and non-clustering noises application to micro-movement of stock prices /." 1999. http://catalog.hathitrust.org/api/volumes/oclc/46425405.html.

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Polcer, Ondřej. "Srovnání metod vyhodnocujících výsledky shlukování." Master's thesis, 2015. http://www.nusl.cz/ntk/nusl-251316.

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J. Žižka, O. Polcer: Comparison of methods evaluating results of clustering Diploma thesis, Mendel University in Brno, 2015. This thesis describes in detail data clustering, development of own clustering application, its comparison with the programme Cluto and analysis of results.

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Kuo, Chien-Hsin, and 郭介鑫. "Mobile Sink Routing Protocol with Row-prime Order Clustering in Wireless Sensor Networks." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/26121113798696848690.

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碩士<br>淡江大學<br>資訊工程學系資訊網路與通訊碩士班<br>96<br>Wireless Sensor Networks (WSNs) are composed of sink node and multiple sensor nodes. The wireless sensor exists several advantages, such as compact size and low cost. Relatively, there are some limitations, including power, computing ability and storage capacity etc. The greatest challenge among all is the constraints on energy. If we can decrease some unnecessary computations and transportations, so that the power consumption is reduced and the life time of whole network will be prolonged. Therefore, we propose a sequence moving scheme which utilizes co

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Astier, Eric. "Novel multicast protocols in ad-hoc networks." Thèse, 2008. http://hdl.handle.net/1866/7215.

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