论文标题

通过Logit模型和神经网络,Stoxx欧洲公司价格的价格动态

The dynamics of the prices of the companies of the STOXX Europe 600 Index through the logit model and neural network

论文作者

Mecchia, Federico, Gaudenzi, Marcellino

论文摘要

本工作的目的是分析和理解公司价格的动态,具体取决于它们是包括或从Stoxx欧洲600指数中排除的。因此,也通过使用logit模型和神经网络来收集和分析有关指数公司的数据,以找到影响价格变化的独立变量,从而确定随时间推移的动态。

The aim of the present work is analysing and understanding the dynamics of the prices of companies, depending on whether they are included or excluded from the STOXX Europe 600 Index. For this reason, data regarding the companies of the Index in question was collected and analysed also through the use of logit models and neural networks in order to find the independent variables that affect the changes in prices and thus determine the dynamics over time.

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