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Relevant bibliographies by topics / Price indexes – Data processing / Dissertations / Theses

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Dissertations / Theses on the topic 'Price indexes – Data processing'

Author: Grafiati

Published: 4 June 2021

Last updated: 2 February 2022

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1

Hon, Wing-kai. "On the construction and application of compressed text indexes." Click to view the E-thesis via HKUTO, 2004. http://sunzi.lib.hku.hk/hkuto/record/B31059739.

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Hon, Wing-kai, and 韓永楷. "On the construction and application of compressed text indexes." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2004. http://hub.hku.hk/bib/B31059739.

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3

Hu, Haixin. "Sample selection and spatial models of housing price indexes and a disequilibrium analysis of the U.S. gasoline market using panel data /." Full text available from ProQuest UM Digital Dissertations, 2008. http://0-proquest.umi.com.umiss.lib.olemiss.edu/pqdweb?index=0&did=1850404651&SrchMode=1&sid=2&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1277474405&clientId=22256.

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Thesis (Ph.D.)--University of Mississippi, 2008.<br>Typescript. Vita. "August 2008." Committee chair : Walter Mayer Includes bibliographical references (leaves 82-83). Also available online via ProQuest to authorized users.

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4

Heinze, Christian [Verfasser], Harry [Akademischer Betreuer] Haupt, and Dietmar [Akademischer Betreuer] Bauer. "A framework for spatiotemporal prediction with small and heterogeneous data - and an application to consumer price indexes - / Christian Heinze ; Harry Haupt, Dietmar Bauer." Bielefeld : Universitätsbibliothek Bielefeld, 2016. http://d-nb.info/1119981298/34.

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5

Seshadri, Mukund. "Comprehensibility, overfitting and co-evolution in genetic programming for technical trading rules." Link to electronic thesis, 2003. http://www.wpi.edu/Pubs/ETD/Available/etd-0430103-121518.

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Thesis (M.S.)--Worcester Polytechnic Institute.<br>Keywords: comprehensiblity; technical analysis; genetic programming; overfitting; cooperative coevolution. Includes bibliographical references (p. 82-87).

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6

Brunel, Guilhem. "Caractérisation automatique d’organisations cellulaires dans des mosaïques d’images microscopiques de bois." Thesis, Montpellier 2, 2014. http://www.theses.fr/2014MON20225/document.

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Ce travail porte sur l'analyse d'images numériques biologiques. Il vise à définir et mettre en œuvre des processus de mesures automatiques de données biologiques à partir d'images numériques dans un cadre de traitement de masse, et aborde notamment : l'incidence des choix méthodologiques sur la stabilité des résultats, l'étude de la validation des mesures produites et les limites de la généricité des méthodes et modèles appliquées à la biologie végétale.La réflexion est menée dans le cadre de l'étude de certaines organisations cellulaires, et plus particulièrement de l'identification et l'anal

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7

Colliri, Tiago Santos. "Avaliação de preços de ações: proposta de um índice baseado nos preços históricos ponderados pelo volume, por meio do uso de modelagem computacional." Universidade de São Paulo, 2013. http://www.teses.usp.br/teses/disponiveis/100/100132/tde-07072013-015903/.

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A importância de se considerar os volumes na análise dos movimentos de preços de ações pode ser considerada uma prática bastante aceita na área financeira. No entanto, quando se olha para a produção científica realizada neste campo, ainda não é possível encontrar um modelo unificado que inclua os volumes e as variações de preços para fins de análise de preços de ações. Neste trabalho é apresentado um modelo computacional que pode preencher esta lacuna, propondo um novo índice para analisar o preço das ações com base em seus históricos de preços e volumes negociados. O objetivo do modelo é o de

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8

Ivancic, Lorraine Economics Australian School of Business UNSW. "Scanner data and the construction of price indices." 2007. http://handle.unsw.edu.au/1959.4/40782.

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This thesis explores whether scanner data can be used to inform Consumer Price Index (CPI) construction, with particular reference to the issues of substitution bias and choice of aggregation dimensions. The potential costs and benefits of using scanner data are reviewed. Existing estimates of substitution bias are found to show considerable variation. An Australian scanner data set is used to estimate substitution bias for six different aggregation methods and for fixed base and superlative indexes. Direct and chained indexes are also calculated. Estimates of substitution bias are found to b

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9

"Price discovery of stock index with informationally-linked markets using artificial neural network." 1999. http://library.cuhk.edu.hk/record=b5889930.

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by Ng Wai-Leung Anthony.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 1999.<br>Includes bibliographical references (leaves 83-87).<br>Abstracts in English and Chinese.<br>Chapter I. --- INTRODUCTION --- p.1<br>Chapter II. --- LITERATURE REVIEW --- p.5<br>Chapter 2.1 --- The Importance of Stock Index and Index Futures --- p.6<br>Chapter 2.2 --- Importance of Index Forecasting --- p.6<br>Chapter 2.3 --- Reasons for the Lead-Lag Relationship between Stock and Futures Markets --- p.9<br>Chapter 2.4 --- Importance of the lead-lag relationship --- p.10<br>Chapter 2.5 --- Some Empirica

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10

"Discovering patterns on financial data streams." Thesis, 2010. http://library.cuhk.edu.hk/record=b6075026.

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Then, we consider the patterns between news stream and time series indices stream. We first transform the news stream into a set of bursty feature (keywords) time series streams and propose three technique to study their relationship to time series index. First, we explore a Non-homogeneous Hidden Markov Model (NHMM) to predict the stock market process which takes both stock prices and news articles into consideration. Second, we propose a risk analytical model to predict the volatility of price indices by integrating news information. Finally, we devise an algorithm to detect the priming even

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11

"Application of neural network to study share price volatility." 1999. http://library.cuhk.edu.hk/record=b5896263.

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by Lam King Wan.<br>Thesis (M.B.A.)--Chinese University of Hong Kong, 1999.<br>Includes bibliographical references (leaves 72-73).<br>ABSTRACT --- p.ii.<br>TABLE OF CONTENTS --- p.iv.<br>Section<br>Chapter I. --- OBJECTIVE --- p.1<br>Chapter II. --- INTRODUCTION --- p.3<br>The principal investment risk --- p.3<br>Effect of risk on investment --- p.4<br>Investors' concern for investment risk --- p.6<br>Chapter III. --- THE INPUT PARAMETERS --- p.9<br>Chapter IV. --- LITERATURE REVIEW --- p.15<br>What is an artificial neural network? --- p.15<br>What is a neuron? --- p.16<br>Biologica

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12

Kgantsi, Eugene Modisa. "Comparative study of purchasing power parities for the food component using the consumer price index data in the South African provinces." Thesis, 2013. http://hdl.handle.net/10539/12675.

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A Dissertation submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulfilment of the requirements for the degree of Master of Science, 2012.<br>The purpose of this study is to investigate if the International Comparison Program (ICP) methodology could be used to examine the different buying power (worth) of the currency on the same products or goods amongst South African provinces. The method will be tested on the Consumer Price Index (CPI) food data collected from January 2006 to December 2006 from the main cities in the provinces. The food basket is obtaine

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13

"A study of genetic fuzzy trading modeling, intraday prediction and modeling." Thesis, 2010. http://library.cuhk.edu.hk/record=b6074843.

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This thesis consists of three parts: a genetic fuzzy trading model for stock trading, incremental intraday information for financial time series forecasting, and intraday effects in conditional variance estimation. Part A investigates a genetic fuzzy trading model for stock trading. This part contributes to use a fuzzy trading model to eliminate undesirable discontinuities, incorporate vague trading rules into the trading model and use genetic algorithm to select an optimal trading ruleset. Technical indicators are used to monitor the stock price movement and assist practitioners to set up tra

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14

"Information extraction and data mining from Chinese financial news." 2002. http://library.cuhk.edu.hk/record=b5891298.

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Ng Anny.<br>Thesis (M.Phil.)--Chinese University of Hong Kong, 2002.<br>Includes bibliographical references (leaves 139-142).<br>Abstracts in English and Chinese.<br>Chapter 1 --- Introduction --- p.1<br>Chapter 1.1 --- Problem Definition --- p.2<br>Chapter 1.2 --- Thesis Organization --- p.3<br>Chapter 2 --- Chinese Text Summarization Using Genetic Algorithm --- p.4<br>Chapter 2.1 --- Introduction --- p.4<br>Chapter 2.2 --- Related Work --- p.6<br>Chapter 2.3 --- Genetic Algorithm Approach --- p.10<br>Chapter 2.3.1 --- Fitness Function --- p.11<br>Chapter 2.3.2 --- Genetic operators -

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15

De, Villiers J. "The use of neural networks to predict share prices." Thesis, 2012. http://hdl.handle.net/10210/6001.

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M.Comm.<br>The availability of large amounts of information and increases in computing power have facilitated the use of more sophisticated and effective technologies to analyse financial markets. The use of neural networks for financial time series forecasting has recently received increased attention. Neural networks are good at pattern recognition, generalisation and trend prediction. They can learn to predict next week's Dow Jones or flaws in concrete. Traditional methods used to analyse financial markets include technical and fundamental analysis. These methods have inherent shortcomings,

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