Nonlinearity in asset pricing: a comparison between linear regression and artificial neural networks using single- and multifactor approaches

dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorBelt, Antti
dc.contributor.departmentLaskentatoimen ja rahoituksen laitosfi
dc.contributor.departmentDepartment of Accounting and Financeen
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.date.accessioned2020-11-17T15:13:43Z
dc.date.available2020-11-17T15:13:43Z
dc.date.issued2007
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/58139
dc.identifier.urnURN:NBN:fi:aalto-2020111716992
dc.language.isoenen
dc.programme.majorFinancefi
dc.rights.accesslevelclosedAccess
dc.subject.keywordrahoitusfi
dc.subject.keywordhinnoittelufi
dc.subject.keywordtuottofi
dc.titleNonlinearity in asset pricing: a comparison between linear regression and artificial neural networks using single- and multifactor approachesen
dc.type.okmG2 Pro gradu, diplomityö
dc.type.ontasotMaster's thesisen
dc.type.ontasotPro gradu -tutkielmafi
dc.type.publicationmasterThesis
local.aalto.digiauthask
local.aalto.digifolderAalto_52204
local.aalto.idthes10647
local.aalto.openaccessno

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