Factors Affecting Forecast Accuracy of Individual Stocks: SVR Algorithm Under CAPM Framework

The research was carried out with two objectives, including applying the algorithm under the Capital Asset Pricing Model framework (CAPM) to predict individual stocks' return rates and determine the factors affecting the difference in Error for each stock. This study experimented on the Ho Chi...

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Bibliographic Details

Published in:	2022 International Conference for Advancement in Technology (ICONAT) pp. 1 - 6
Main Authors:	Khoa, Bui Thanh, Huynh, Tran Trong
Format:	Conference Proceeding
Language:	English
Published:	IEEE 21.01.2022
Subjects:	Capital Asset Pricing Model framework (CAPM) forecast accuracy individual stocks Neural networks Prediction algorithms Predictive models Pricing Reactive power return Security Support Vector Regression algorithm (SVR) Urban areas
Online Access:	Get full text
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