Random Forest Prediction of IPO Underpricing
The prediction of initial returns on initial public offerings (IPOs) is a complex matter. The independent variables identified in the literature mix strong and weak predictors, their explanatory power is limited, and samples include a sizable number of outliers. In this context, we suggest that rand...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2017-06-01
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| Series: | Applied Sciences |
| Subjects: | |
| Online Access: | http://www.mdpi.com/2076-3417/7/6/636 |