Title :
A framework for financial analysis system and a test of CAPM
Author_Institution :
Sch. of Inf., Capital Univ. of Econ. & Bus., Beijing, China
Abstract :
The development of computer technology makes it possible to analyze the financial instruments and investment strategies by using modern approaches and algorithms. However currently this sort of analysis platforms or services are only provided to some of the institutional investors. In this paper we figure out a framework of financial/investment analysis system and present a prototype that we developed under this framework which can be generally used by investors and researchers.
Keywords :
Finance; Industries; Java; MATLAB; CAPM; data analysis; portfolio management;
Conference_Titel :
Computing Technology and Information Management (ICCM), 2012 8th International Conference on
Conference_Location :
Seoul, Korea (South)
Print_ISBN :
978-1-4673-0893-9