Patterns in financial markets: Dynamic time warping

Detalhes bibliográficos
Autor(a) principal: Coelho, Mariana Sátiro
Data de Publicação: 2012
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/9539
Resumo: A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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spelling Patterns in financial markets: Dynamic time warpingDynamic time warpingStock patternTrading strategyA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsThis work project introduces the performance of the algorithm Dynamic Time Warping amidst trading strategies in the financial markets. The employed procedure allows the comparison between any two sequences of data with different time lengths. Different features for the method were implemented, although those did not improve its promptness or accuracy in the outcomes obtained. Two potential investment strategies are presented within this theme. One yielded satisfactory outcomes whilst the other resulted in inconsistent values. The results point to the possible existence of patterns in the Equity Indexes’ behaviour, as well as their distortion across the time axis.NSBE - UNLLameira, PedroRUNCoelho, Mariana Sátiro2013-05-09T13:50:02Z2012-012012-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/9539enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:42:39Zoai:run.unl.pt:10362/9539Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:18:53.302106Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Patterns in financial markets: Dynamic time warping
title Patterns in financial markets: Dynamic time warping
spellingShingle Patterns in financial markets: Dynamic time warping
Coelho, Mariana Sátiro
Dynamic time warping
Stock pattern
Trading strategy
title_short Patterns in financial markets: Dynamic time warping
title_full Patterns in financial markets: Dynamic time warping
title_fullStr Patterns in financial markets: Dynamic time warping
title_full_unstemmed Patterns in financial markets: Dynamic time warping
title_sort Patterns in financial markets: Dynamic time warping
author Coelho, Mariana Sátiro
author_facet Coelho, Mariana Sátiro
author_role author
dc.contributor.none.fl_str_mv Lameira, Pedro
RUN
dc.contributor.author.fl_str_mv Coelho, Mariana Sátiro
dc.subject.por.fl_str_mv Dynamic time warping
Stock pattern
Trading strategy
topic Dynamic time warping
Stock pattern
Trading strategy
description A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
publishDate 2012
dc.date.none.fl_str_mv 2012-01
2012-01-01T00:00:00Z
2013-05-09T13:50:02Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/9539
url http://hdl.handle.net/10362/9539
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv NSBE - UNL
publisher.none.fl_str_mv NSBE - UNL
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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