Public relations directors often lack crisis management strategies to maintain an
organization's reputation following a crisis to ensure continued profitability. Public relations …

Algorithmic trading, a widespread practice in the financial industry, is based on the
automatic signal generation based on trading rules of one or more technical analysis …

The purpose of this work is to build a mathematical model that would allow us to analyze
general issues related to the formation of transitional prices in the finite N-dimensional chain …

Consider a partially informed trader who does not observe the true drift of a financial asset.
Under Gaussian price dynamics with stochastic unobserved drift, including cases of mean …

Before the internet, high-speed laptop computers, and big data became accessible and
popular, academia on stock market trading concentrated on Efficient Market Hypothesis …

Large portfolio losses at or in retirement force retirees to work longer or decrease their
lifestyle. This study investigates the active 200-day moving average technical analysis …

In this thesis, we consider some applications of optimal stopping and control problems in
specific scenarios. In Chapter 1, a review of the established general results is provided. In …

We study a mathematical model capturing the support/resistance line method (a technique
in technical analysis) where the underlying stock price transitions between two states of …

This dissertation applies stochastic control theory in portfolio optimization problems in two
different scenarios. In the first part, we consider a partially-informed trader who does not …

Trading strategies based on moving average indicators have been analyzed in the
academic literature numerous times using historical data to make statistical inferences about …