Eddy H. Verbiest

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

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Top 31,263

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1,464

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Stock Return Prediction and Anomaly Detection by Regression Trees

Number of pages: 79 Posted: 14 Sep 2011
Eddy H. Verbiest
affiliation not provided to SSRN
Downloads 889 (25,923)
Citation 2

Abstract:

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Stock Prediction, Nonlinear multifactor model, CART, Regression tree, Local anomaly, Model interpretation paradigm

2.

Stock Return Prediction by History Mapping

Number of pages: 81 Posted: 23 Nov 2011
Eddy H. Verbiest
affiliation not provided to SSRN
Downloads 271 (113,369)
Citation 1

Abstract:

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Stock Prediction, Nonlinear multifactor model, Momentum, Value, Regression tree

3.

The Efficiency of Linear Value Models for Stock Selection Across Regions and Sectors

Number of pages: 49 Posted: 17 Apr 2012
Eddy H. Verbiest
affiliation not provided to SSRN
Downloads 157 (189,800)

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Stock Prediction, Linear value model, Value outperformance, Global and Emerging Markets, Small Caps

4.

Understanding Style Investing Portfolio Simulations

Proceedings of the 3rd International Conference on Simulation in Industry and Services, Bussels - Belgium, pp. 79-98, 2005
Number of pages: 24 Posted: 21 Mar 2012
Eddy H. Verbiest
affiliation not provided to SSRN
Downloads 147 (200,479)

Abstract:

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style investing, quantitative stock selection, portfolio backtesting