Application of Decision Tree Model of Macroeconomic Variables on Taiwan Transportation Stock Returns

碩士 === 國立中山大學 === 財務管理學系研究所 === 106 === This paper uses macroeconomic variables, institutional investors data, systematic risk variables and shipping industry related variables to forecast Taiwan transportation stocks returns through the application of Classification and Regression Trees. We use 7 T...

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Bibliographic Details
Main Authors: Li-Da Sun, 孫苙達
Other Authors: Chien-Chiang Lee
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/45jdsa