DocumentCode
566618
Title
A framework for financial analysis system and a test of CAPM
Author
Tong, ShaoPeng
Author_Institution
Sch. of Inf., Capital Univ. of Econ. & Bus., Beijing, China
Volume
2
fYear
2012
fDate
24-26 April 2012
Firstpage
634
Lastpage
637
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;
fLanguage
English
Publisher
ieee
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
Type
conf
Filename
6268576
Link To Document