Çankaya GCRIS Standart veritabanının içerik oluşturulması ve kurulumu Research Ecosystems (https://www.researchecosystems.com) tarafından devam etmektedir. Bu süreçte gördüğünüz verilerde eksikler olabilir.
 

Determination of the Best Simple Moving Average By Stochastic Processes

Simple item page
dc.contributor.authorİlalan, Deniz
dc.date.accessioned2024-03-05T13:00:02Z
dc.date.available2024-03-05T13:00:02Z
dc.date.issued2017
dc.departmentÇankaya Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, Bankacılık ve Finans Bölümüen_US
dc.description.abstractIn 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 the mean is time dependent. We propose an identification algorithm which mainly concentrates on the normality of the residual terms after the data is demeaned from simple moving average and also provide evidence that our algorithm works quite well for determination of the “best” simple moving average.en_US
dc.description.publishedMonth1
dc.identifier.citationİlalan, Deniz. (2017). "Determination of the Best Simple Moving Average By Stochastic Processes", Finansal Araştırmalar ve Çalışmalar Dergisi, Vol.9, No.16, pp.59-67.en_US
dc.identifier.doi10.14784/marufacd.305567
dc.identifier.endpage67en_US
dc.identifier.issn1309-1123
dc.identifier.issue16en_US
dc.identifier.startpage59en_US
dc.identifier.urihttp://hdl.handle.net/20.500.12416/7473
dc.identifier.volume9en_US
dc.language.isoenen_US
dc.relation.ispartofFinansal Araştırmalar ve Çalışmalar Dergisien_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectStock Returnsen_US
dc.subjectSimple Moving Averageen_US
dc.subjectMean Reverting Stochastic Processesen_US
dc.subjectNormality Testen_US
dc.titleDetermination of the Best Simple Moving Average By Stochastic Processestr_TR
dc.titleDetermination of the Best Simple Moving Average by Stochastic Processesen_US
dc.title.alternativeStokastik Süreçlerle En İyi Basit Hareketli Ortalamanın Belirlenmesien_US
dc.typeArticleen_US
dspace.entity.typePublication

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
Article.pdf
Size:
180.37 KB
Format:
Adobe Portable Document Format
Description:
Yayıncı Sürümü
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Bankacılık ve Finans Bölümü YayınKoleksiyonu