Andriyashin, Anton; Härdle, Wolfgang; Timofeev, Roman - Sonderforschungsbereich Ökonomisches Risiko <Berlin> - 2008
A great proportion of stock dynamics can be explained using publicly availableinformation. The relationship between dynamics and public information may be ofnonlinear character. In this paper we offer an approach to stock picking by employing so-called decision trees and applying them to XETRA...