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Humi, Mayer
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Multi Factor models
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Modeling Stock Prices
Keyword:
Multi Factor models
,
Gibbs phenomena analysis
,
US stock market
,
Principal component analysis
,
Fourier series analysis
, and
Local linear regression
Creator:
Busaranuvong, Palawat
and
Mao, Dan
Advisor:
Humi, Mayer
Publisher:
Worcester Polytechnic Institute
Date Created:
2020-10-10
Resource Type:
Major Qualifying Project
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1
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2020
1
Creator
Busaranuvong, Palawat
1
Mao, Dan
1
Advisor
Humi, Mayer
[remove]
1
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Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Major Qualifying Project
1
License
https://creativecommons.org/licenses/by-nc/4.0/
1
