Open zc238 opened 11 years ago
Analyze and improve regression results by adjust model parameters, and analyzing residual patterns, to see if data transformation is necessary.
Start with AMZN stock and TR-VPIN, and expand it to FB-VPIN, Bulk-volume VPIN...etc, using SPY.
Compare our findings with Andersen's findings.
Report results, and come up with model improvement suggestions.
Analyze and improve regression results by adjust model parameters, and analyzing residual patterns, to see if data transformation is necessary.
Start with AMZN stock and TR-VPIN, and expand it to FB-VPIN, Bulk-volume VPIN...etc, using SPY.
Compare our findings with Andersen's findings.
Report results, and come up with model improvement suggestions.