UNT Libraries - 8 Matching Results

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open access

Application of Spectral Analysis to the Cycle Regression Algorithm

Description: Many techniques have been developed to analyze time series. Spectral analysis and cycle regression analysis represent two such techniques. This study combines these two powerful tools to produce two new algorithms; the spectral algorithm and the one-pass algorithm. This research encompasses four objectives. The first objective is to link spectral analysis with cycle regression analysis to determine an initial estimate of the sinusoidal period. The second objective is to determine the best spect… more
Date: August 1984
Creator: Shah, Vivek
Item Type: Refine your search to only Thesis or Dissertation
open access

Call Option Premium Dynamics

Description: This study has a twofold purpose: to demonstrate the use of the Marquardt compromise method in estimating the unknown parameters contained in the probability call-option pricing models and to test empirically the following models: the Boness, the Black-Scholes, the Merton proportional dividend, the Ingersoll differential tax, and the Ingersoll proportional dividend and differential tax.
Date: December 1982
Creator: Chen, Jim
Item Type: Refine your search to only Thesis or Dissertation
open access

The Chi Square Approximation to the Hypergeometric Probability Distribution

Description: This study compared the results of his chi square text of independence and the corrected chi square statistic against Fisher's exact probability test (the hypergeometric distribution) in contection with sampling from a finite population. Data were collected by advancing the minimum call size from zero to a maximum which resulted in a tail area probability of 20 percent for sample sizes from 10 to 100 by varying increments. Analysis of the data supported the rejection of the null hypotheses rega… more
Date: August 1982
Creator: Anderson, Randy J. (Randy Jay)
Item Type: Refine your search to only Thesis or Dissertation
open access

The Comparative Effects of Varying Cell Sizes on Mcnemar's Test with the Χ^2 Test of Independence and T Test for Related Samples

Description: This study compared the results for McNemar's test, the t test for related measures, and the chi-square test of independence as cell sized varied in a two-by-two frequency table. In this study. the probability results for McNemar's rest, the t test for related measures, and the chi-square test of independence were compared for 13,310 different combinations of cell sizes in a two-by-two design. Several conclusions were reached: With very few exceptions, the t test for related measures and McNema… more
Date: August 1980
Creator: Black, Kenneth U.
Item Type: Refine your search to only Thesis or Dissertation
open access

Derivation of Probability Density Functions for the Relative Differences in the Standard and Poor's 100 Stock Index Over Various Intervals of Time

Description: In this study a two-part mixed probability density function was derived which described the relative changes in the Standard and Poor's 100 Stock Index over various intervals of time. The density function is a mixture of two different halves of normal distributions. Optimal values for the standard deviations for the two halves and the mean are given. Also, a general form of the function is given which uses linear regression models to estimate the standard deviations and the means. The density … more
Date: August 1988
Creator: Bunger, R. C. (Robert Charles)
Item Type: Refine your search to only Thesis or Dissertation
open access

The Development and Evaluation of a Forecasting System that Incorporates ARIMA Modeling with Autoregression and Exponential Smoothing

Description: This research was designed to develop and evaluate an automated alternative to the Box-Jenkins method of forecasting. The study involved two major phases. The first phase was the formulation of an automated ARIMA method; the second was the combination of forecasts from the automated ARIMA with forecasts from two other automated methods, the Holt-Winters method and the Stepwise Autoregressive method. The development of the automated ARIMA, based on a decision criterion suggested by Akaike, borro… more
Date: May 1985
Creator: Simmons, Laurette Poulos
Item Type: Refine your search to only Thesis or Dissertation
open access

The Normal Curve Approximation to the Hypergeometric Probability Distribution

Description: The classical normal curve approximation to cumulative hypergeometric probabilities requires that the standard deviation of the hypergeometric distribution be larger than three which limits the usefulness of the approximation for small populations. The purposes of this study are to develop clearly-defined rules which specify when the normal curve approximation to the cumulative hypergeometric probability distribution may be successfully utilized and to determine where maximum absolute differenc… more
Date: December 1981
Creator: Willman, Edward N. (Edward Nicholas)
Item Type: Refine your search to only Thesis or Dissertation
open access

Validation and Investigation of the Four Aspects of Cycle Regression: A New Algorithm for Extracting Cycles

Description: The cycle regression analysis algorithm is the most recent addition to a group of techniques developed to detect "hidden periodicities." This dissertation investigates four major aspects of the algorithm. The objectives of this research are 1. To develop an objective method of obtaining an initial estimate of the cycle period? the present procedure of obtaining this estimate involves considerable subjective judgment; 2. To validate the algorithm's success in extracting cycles from multi-cylical… more
Date: December 1982
Creator: Mehta, Mayur Ravishanker
Item Type: Refine your search to only Thesis or Dissertation
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