Stock Picking via Nonsymmetrically Pruned Binary Decision Trees

Book, Research, Preprint English OPEN
Anton Andriyashin;
(2008)
  • Publisher: Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
  • Related identifiers: doi: 10.18452/4127
  • Subject: stock picking | C63 | pruning | C44 | Wertpapieranalyse | Deutschland | C15 | data mining | 330 Wirtschaft | C14 | Entscheidungsbaum | G12 | Aktie | decision tree | earnings forecasting | Portfolio-Management | decision tree, stock picking, pruning, earnings forecasting, data mining | Theorie
    • jel: jel:C44 | jel:G12 | jel:C15 | jel:C14 | jel:C63
      ddc: ddc:330

Stock picking is the field of financial analysis that is of particular interest for many professional investors and researchers. In this study stock picking is implemented via binary classification trees. Optimal tree size is believed to be the crucial factor in forecas... View more
  • References (40)
    40 references, page 1 of 4

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