Investing in Global Markets: Big Data and Applications of Robust Regression
In this analysis of the risk and return of stocks in global markets, we apply several applications of robust regression techniques in producing stock selection models and several optimization techniques in portfolio construction in global stock universes. We find that (1) the robust regression appli...
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| Format: | Article |
| Language: | English |
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Frontiers Media S.A.
2016-02-01
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| Series: | Frontiers in Applied Mathematics and Statistics |
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| Online Access: | http://journal.frontiersin.org/Journal/10.3389/fams.2015.00014/full |