Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Polimenis, Vassilis"'
Autor:
Polimenis, Vassilis
The Regression Tree (RT) sorts the samples using a specific feature and finds the split point that produces the maximum variance reduction from a node to its children. Our key observation is that the best factor to use (in terms of MSE drop) is alway
Externí odkaz:
http://arxiv.org/abs/2207.04867
Autor:
Polimenis, Vassilis
Given the success and almost universal acceptance of the simple linear regression three-factor model, it is interesting to analyze the informational content of the three factors in explaining stock returns when the analysis is allowed to consider non
Externí odkaz:
http://arxiv.org/abs/2007.08115
Autor:
Polimenis, Vassilis
Publikováno v:
Review of Futures Markets, 2006, vol. 14(4), pp. 451-459
Informed traders need to trade fast in order to profit from their private information before it becomes public. Fast electronic markets provide such liquidity. Slow markets provide execution in an auction based trading floor. Hybrid markets combine b
Externí odkaz:
http://arxiv.org/abs/2001.06445
Dividend yields have been widely used in previous research to relate stock market valuations to cash flow fundamentals. However, this approach relies on the assumption that dividend yields are stationary. Due to the failure to reject the hypothesis o
Externí odkaz:
http://arxiv.org/abs/1902.06053
Publikováno v:
In International Review of Financial Analysis May 2016 45:31-38
Publikováno v:
The Journal of Risk Finance, 2016, Vol. 17, Issue 4, pp. 456-472.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JRF-01-2016-0008
Publikováno v:
The Journal of Risk Finance, 2014, Vol. 15, Issue 2, pp. 131-148.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JRF-07-2013-0052
Publikováno v:
In Finance Research Letters 2011 8(1):8-14
Publikováno v:
Global Business and Economics Review; 2022, Vol. 27 Issue: 2 p209-231, 23p