A hybrid approach to combining CART and logistic regression for stock ranking
Year of publication: |
2011
|
---|---|
Authors: | Zhu, Min ; Philpotts, David ; Sparks, Ross ; Stevenson, Maxwell John |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 38.2011/12, 1, p. 100-109
|
Subject: | Regressionsanalyse | Regression analysis | Ranking-Verfahren | Ranking method | Theorie | Theory |
-
Ordinal regression based on the rank modelling approach
Steland, Ansgar, (1998)
-
Climbing the ranks : incumbency effects in party-list systems
Fiva, Jon H., (2018)
-
Rank effects in political promotions
Meriläinen, Jaakko, (2018)
- More ...
-
A HYBRID APPROACH TO COMBINING CART AND LOGISTIC REGRESSION FOR STOCK RANKING
Zhu, Min, (2011)
-
The benefits of tree-based models for stock selection
Zhu, Min, (2012)
-
The benefits of tree-based models for stock selection
Zhu, Min, (2012)
- More ...