Browsing by Author "Andriyashin, Anton"

Now showing items 1-6 of 6

2006-10-06Buch

Color Harmonization in Car Manufacturing Process

Andriyashin, Anton; Benko, Michal; Härdle, Wolfgang Karl; Timofeev, Roman; Ziegenhagen, Uwe

One of the major cost factors in car manufacturing is the painting of bodyand other parts such as wing or bonnet. Surprisingly, the painting may beeven more expensive than the body itself. From this point of view it is ...
2005-03-24Masterarbeit

Financial Applications ofClassification and Regression Trees

Andriyashin, Anton

This study gives an outline of modern theory of classification and regression trees (CART) and shows the advantages of CART applications in finance. Practical issues regarding CART applications and core implementation are ...
2007-07-13Buch

QuantNet

a Database-Driven Online Repository of Scientific Information

Andriyashin, Anton; Härdle, Wolfgang Karl

In this study a framework for an online database-driven repository of information – QuantNet – is presented. QuantNet is aimed at easing the process of web publishing for those who are unfamiliar with technical details and ...
2008-01-21Buch

Recursive Portfolio Selection with Decision Trees

Andriyashin, Anton; Härdle, Wolfgang Karl; Timofeev, Roman

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 ...
2008-05-27Buch

Stock Picking via Nonsymmetrically Pruned Binary Decision Trees

Andriyashin, Anton

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 ...
2010-07-06Dissertation

Stock picking via nonsymmetrically pruned binary decision trees with reject option

Andriyashin, Anton

Die Auswahl von Aktien ist ein Gebiet der Finanzanalyse, die von speziellem Interesse sowohl für viele professionelle Investoren als auch für Wissenschaftler ist. Empirische Untersuchungen belegen, dass Aktienerträge ...