Random Forest Prediction of IPO Underpricing

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...

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Bibliographic Details
Main Authors: David Quintana, Yago Sáez, Pedro Isasi
Format: Article
Language:English
Published: MDPI AG 2017-06-01
Series:Applied Sciences
Subjects:
random forest
initial public offering
prediction
underpricing
Online Access:http://www.mdpi.com/2076-3417/7/6/636

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