Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6874555 | Journal of Computational Science | 2015 | 15 Pages |
Abstract
This paper discusses different methods of predicting beta, using the financial statements of 88 Taiwan corporations from the period 2001 to 2010. The experimental results indicate that the most precise forecasts are given by the least square regression algorithm optimized by genetic algorithm.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Fong-Ching Yuan, Chao-Hui Lee,