Applying K-Means Technique and Decision Tree Analysis to Predict Taiwan ETF Performance
| Autor: | W. P. Chao, K. C. Yang |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Exchange-traded fund
050208 finance Index (economics) business.industry 05 social sciences Decision tree 02 engineering and technology Index fund Stock market index 020204 information systems 0502 economics and business 0202 electrical engineering electronic engineering information engineering Econometrics Stock market Business Mutual fund Decision analysis |
| Zdroj: | IEEM |
| Popis: | Exchange traded fund (ETF) is called stock index fund or exchange-traded fund. ETF is a mutual fund that passively tracks the performance of an index and is listed on a stock market, like ordinary stock trading for trading. ETF index funds are buying a basket at a time including stocks, bonds, foreign currencies, etc. This study explores the performance and investment decision analysis of Taiwan ETFs. We use Weka software for data exploration and analysis. The data is downloaded from Taiwan Economic Journal (TEJ) database. A total of 229 ETF data are analyzed. This study uses K-mean analysis to measure the performance of ETFs in Taiwan. In addition, decision tree analysis is used for further analysis. We also propose good performance ETFs. The findings can provide investors for ETF selection. |
| Databáze: | OpenAIRE |
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