Ida Sprinkhuizen-Kuyper

IKAT, Universiteit Maastricht

Assistant professor

P.O. Box 616

Maastricht, 6200MD

Netherlands

http://www.cs.unimaas.nl/~kuyper/

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Equity Style Timing Using Support Vector Regressions

Number of pages: 22 Posted: 13 Jan 2005
Georgi Nalbantov, Rob Bauer and Ida Sprinkhuizen-Kuyper
ERIM, Erasmus University Rotterdam, Maastricht University and IKAT, Universiteit Maastricht
Downloads 657 (38,620)

Abstract:

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Stock returns, style timing, Support Vector Regression