DocumentCode
2855396
Title
A multiple regression model for trend change prediction
Author
Park, N.J. ; George, K.M. ; Park, N.
Author_Institution
Meinders Sch. of Bus., Oklahoma City Univ., Oklahoma City, OK, USA
fYear
2010
fDate
18-20 June 2010
Firstpage
22
Lastpage
26
Abstract
This paper applies a simple multiple regression based model to analyze financial data. The model uses a dummy variable as the dependent variable which could be interpreted as a predictor. The independent variables of the model are quantitative as well as qualitative. The results of the analysis support the predictive capability of the model.
Keywords
regression analysis; stock markets; dependent variable; dummy variable; financial data; multiple regression model; trend change prediction; Agriculture; Cultural differences; Data engineering; Economic indicators; Finance; Humans; Performance analysis; Predictive models; Production; Region 5; ARMS; MRDDV Model; Multiple Regression; Stock market data;
fLanguage
English
Publisher
ieee
Conference_Titel
Financial Theory and Engineering (ICFTE), 2010 International Conference on
Conference_Location
Dubai
Print_ISBN
978-1-4244-7757-9
Electronic_ISBN
978-1-4244-7759-3
Type
conf
DOI
10.1109/ICFTE.2010.5499430
Filename
5499430
Link To Document