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2005-03-24Masterarbeit DOI: 10.18452/14018
Financial Applications ofClassification and Regression Trees
dc.contributor.authorAndriyashin, Anton
dc.date.accessioned2017-06-18T02:02:46Z
dc.date.available2017-06-18T02:02:46Z
dc.date.created2006-03-13
dc.date.issued2005-03-24
dc.identifier.urihttp://edoc.hu-berlin.de/18452/14670
dc.description.abstractThis 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 presented. The second part of the work is mainly concentrated on DAX30 market simulation results and shows how a CART-based business application can perform on stock market as well as what supplementary results can be got using CART as a forecasting system. In this realm comparison of technical and fundamental approaches is performed. Finally, information ageing effect in the context of learning sample construction is analyzed.eng
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectsimulationeng
dc.subjectCARTeng
dc.subjectdecision treeseng
dc.subjectfinancial applicationseng
dc.subjectinformation ageing effecteng
dc.subject.ddc310 Sammlungen allgemeiner Statistiken
dc.subject.ddc330 Wirtschaft
dc.titleFinancial Applications ofClassification and Regression Trees
dc.typemasterThesis
dc.identifier.urnurn:nbn:de:kobv:11-10060177
dc.identifier.doihttp://dx.doi.org/10.18452/14018
dc.contributor.refereeHärdle, Wolfgang Karl
dc.subject.dnb17 Wirtschaft
local.edoc.pages41
local.edoc.type-nameMasterarbeit
bua.departmentWirtschaftswissenschaftliche Fakultät

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