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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2018
|
Online Access: | http://ndltd.ncl.edu.tw/handle/45jdsa |