Market-Based Stock Allocation Using a Hybrid Regression Model.
Sanjay ChakrabortyAnimesh KairiNilanjana Dutta RoySaikat MaitySaroj Kumar PandeyIndrajit DePublished in: SN Comput. Sci. (2023)
Keyphrases
- regression model
- stock price
- stock market
- regression methods
- model selection
- regression analysis
- linear regression model
- generalized linear models
- independent variables
- chinese stock market
- regression trees
- support vector regression
- prediction model
- resource allocation
- explanatory variables
- stock data
- regression method
- kernel regression
- interval valued data
- linear model
- gaussian process
- multivariate regression
- prediction intervals
- convertible bonds
- logistic regression models
- stock exchange
- short term
- response variable
- survival analysis
- financial data
- non stationary