Analyzing the Association between Pattern and Returns Using Goodman–Kruskal Prediction Error Reduction Index (λ)
For selecting and interpreting appropriate behaviour of proportion between buy/neutral/sell patterns and high/moderate/low returns, the prediction error reduction index is a very useful tool. It is operationally interpretable in terms of the proportional reduction in error of estimation. We first ob...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi-Wiley
2022-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2022/8196436 |