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Filtrado por: Palabra clave Multi Factor models

Modeling Stock Prices

Palabra clave:

Multi Factor models, Gibbs phenomena analysis, US stock market, Principal component analysis, Fourier series analysis, and Local linear regression

Creador:

Busaranuvong, Palawat and Mao, Dan

Advisor:

Humi, Mayer

Editor:

Worcester Polytechnic Institute

Fecha de Creacion:

2020-10-10

Resource Type:

Major Qualifying Project