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CE802 P3 Report
CE802 P3 Report
Introduction...........................................................................................................................................1
Model 1 Linear regression.....................................................................................................................1
Model build.......................................................................................................................................1
Model evolution or testing................................................................................................................2
Model 2 Support vector regression.......................................................................................................2
Model build.......................................................................................................................................2
Model evaluations.............................................................................................................................3
Model 3 Decision tree regression..........................................................................................................3
Model build.......................................................................................................................................4
Model evolutions...............................................................................................................................4
Introduction
Regression is used in economics, investment and other fields to measure the strength and
properties of the relationship between the dependent variable (commonly called Y) and other
variables (known as the individual variable). This is a statistical way of doing this. It often
helps investors and financial managers understand the relationship between an asset's
value and the asset's value, as well as variables such as the company's shares that manage
those assets. The two basic types of regression are general linear regression and multiple
regression, but there are more complex data and nonlinear regression methods for analysis.
Simple linear regression uses free variables to describe or predict the effect of the
dependent variable Y, when two or more independent variables are used to predict the effect
of multiple regression. The recession will not only benefit financial and investment
professionals but other professionals as well. It can also be used to estimate a company's
earnings based on declines, past sales, GDP growth, or other conditions. The Capital Asset
Valuation (CAPM) model is the most widely used regression model for valuing assets and
capital in the financial world.
Model evaluations
Model build
Model evolutions