Andriyashin, Anton; Härdle, Wolfgang; Timofeev, Roman - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
so-called decision trees and applying them to XETRA DAX stocks. Using a set of fundamental and technical variables …
SFB 649 Discussion Paper 2008-009
Recursive Portfolio
Selection with
Decision Trees
Anton … Selection with Decision Trees∗
Anton Andriyashin
CASE – Center for Applied Statistics and Economics
Humboldt-Universit¨at zu …