𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Robust methods for stock market data analysis

✍ Scribed by I. Antoniou; P. Akritas; D.A. Burak; V.V. Ivanov; A.V. Kryanev; G.V. Lukin

Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
402 KB
Volume
336
Category
Article
ISSN
0378-4371

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Robust methods for multivariate data ana
Robust methods for multivariate data analysis
✍ S. Frosch MΓΈller; J. von Frese; R. Bro πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 194 KB πŸ‘ 1 views
Attribute transformations for data minin
Attribute transformations for data mining II: Applications to economic and stock market data
✍ Joseph Tremba; Tsau Young (T.Y.) Lin πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 80 KB

The effects of attribute transformations have been examined theoretically in part I of this article. This is part II, and its focus is on applications. Specific linear transformations, which have statistical meaning, are applied to a selected set of economic and stock market data. The data are selec

Modeling stock index returns by means of
Modeling stock index returns by means of partial least-squares methods: An out-of-sample analysis for three stock markets
✍ Cetin-Behzet Cengiz; Helmut Herwartz πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 498 KB πŸ‘ 2 views

We analyze the underlying economic forces of the stock markets in Germany, the U.K. and the U.S. Identifying a number of variables evincing return predictability, we follow a partial least-squares (PLS) approach to combine these observables into a few latent factors. Conditional on European markets,