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
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;
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
DOI :
10.1109/ICFTE.2010.5499430
