On the Validity of Volatility Prediction using Financial Lexicon Features
碩士 === 國立交通大學 === 統計學研究所 === 106 === The thesis utilize the financial lexicon and text information in Form 10-k to predict the post-event volatility after the release date of Form 10-k. We also propose some methods in feature selection and transformation to imporove the prediction accuracy. Furthurm...
Main Authors: | Liu, Yang-Ling, 劉彥伶 |
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Other Authors: | Chu-Lan Kao |
Format: | Others |
Language: | zh-TW |
Published: |
2018
|
Online Access: | http://ndltd.ncl.edu.tw/handle/587py2 |
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