Multivariate adaptive regression splines and insider trading data for stock prediction

DOI10.1080/09720502.2004.10700360zbMath1193.62203OpenAlexW1992134958MaRDI QIDQ5756355

Alan M. Safer

Publication date: 4 September 2007

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2004.10700360

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical computation using splines (65D07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Multivariate adaptive regression splines
• The application of neural networks to predict abnormal stock returns using insider trading data

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