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  • Search: subject:"decision trees in finance"
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Year of publication
Subject
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CART 2 decision trees in finance 2 nonlinear decision rules 2 Anlageverhalten 1 Bayes-Statistik 1 Börsenkurs 1 Deutschland 1 Informationsverhalten 1 Kapitalertrag 1 Portfolio-Management 1 Theorie 1 asset management 1 asset management portfolio optimisation 1 portfolio optimisation 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2
Author
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Andriyashin, Anton 2 Timofeev, Roman 2 Härdle, Wolfgang 1 Härdle, Wolfgang Karl 1
Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Recursive portfolio selection with decision trees
Andriyashin, Anton; Härdle, Wolfgang Karl; Timofeev, Roman - 2008
A great proportion of stock dynamics can be explained using publicly available information. The relationship between dynamics and public information may be of nonlinear character. In this paper we offer an approach to stock picking by employing so-called decision trees and applying them to XETRA...
Persistent link: https://www.econbiz.de/10010274142
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Cover Image
Recursive Portfolio Selection with Decision Trees
Andriyashin, Anton; Härdle, Wolfgang; Timofeev, Roman - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
12 Keywords: CART, decision trees in finance, nonlinear decision rules, asset management, portfolio optimisation 2 1 …
Persistent link: https://www.econbiz.de/10005652774
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