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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Vydané v:	2022 International Conference for Advancement in Technology (ICONAT) s. 1 - 6
Hlavní autori:	Khoa, Bui Thanh, Huynh, Tran Trong
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	IEEE 21.01.2022
Predmet:	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
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