Building Multi-factor Stock Return Models Using Regression Analysis and Regression Trees─ Empirical Study in USA Stock Market
碩士 === 中華大學 === 資訊管理學系碩士在職專班 === 100 === Combining multiple factors may construct a more accurate stock return prediction model, but a trial and error approach is clearly inefficient to discovery the best multi-factor model. In this study, sort normalization was employed to normalize the independent...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78737459524670281525 |