The historical lepto-variance of the US stock returns
Regression trees (RT) involve sorting samples based on a particular feature and identifying the splitting point that yields the highest drop in variance from a parent node to its children. The optimal factor for reducing mean squared error (MSE) is the target variable itself. Consequently, employing...
| Published in: | Data Science in Finance and Economics |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-05-01
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| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/DSFE.2024011?viewType=HTML |