Preprint
Stop Waiting Problem: Decision Rule with Ψ function and Application with Share Prices
In this paper the stop-waiting strategy of Franz Bruss is set into a simple probabilistic framework and applied to the apple share prices from 1984 to 2013. Within the probabilistic framework a heuristic and a mathematical decision rule using the $\Psi$ function is developed. The results are in line with Bruss's theory. We apply the stop-waiting strategy to the Apple share prices and compare the results with a simple start-end and chart technique strategy.
- Sprache
-
Englisch
- Klassifikation
-
Wirtschaft
Miscellaneous Mathematical Tools
Money and Interest Rates: Forecasting and Simulation: Models and Applications
Financial Forecasting and Simulation
- Thema
-
Optimal Stopping Problem
Mathematical Tools
Share Market
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Kohn, Wolfgang
- Ereignis
-
Veröffentlichung
- (wer)
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
- (wo)
-
Kiel und Hamburg
- (wann)
-
2014-03-04
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Preprint
Beteiligte
- Kohn, Wolfgang
- ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft
Entstanden
- 2014-03-04
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