The Information Content of Equity Block Trades on the Warsaw Stock Exchange: An Estimation of Shares' Returns with the Usage of Simple Linear Regression and Multivariate Adaptive Regression Splines

Bartosz Kurek

doi:10.1002/for.2299

The Information Content of Equity Block Trades on the Warsaw Stock Exchange: An Estimation of Shares' Returns with the Usage of Simple Linear Regression and Multivariate Adaptive Regression Splines

Journal of Forecasting ◽

10.1002/for.2299 ◽

2014 ◽

Vol 33 (6) ◽

pp. 433-454 ◽

Cited By ~ 2

Author(s):

Bartosz Kurek

Keyword(s):

Linear Regression ◽

Information Content ◽

Stock Exchange ◽

Multivariate Adaptive Regression Splines ◽

Regression Splines ◽

Simple Linear Regression ◽

Block Trades ◽

Warsaw Stock Exchange ◽

Adaptive Regression ◽

Adaptive Regression Splines

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Performance Evaluation of Multivariate Adaptive Regression Splines (MARS) and Multiple Linear Regression (MLR) for Forward Conversion of Geodetic Coordinates (ϕ, λ, h) to Cartesian Coordinates (X, Y, Z)

Journal of Geosciences and Geomatics ◽

10.12691/jgg-5-3-2 ◽

2017 ◽

Vol 5 (3) ◽

pp. 109-118 ◽

Cited By ~ 2

Author(s):

M.S. Peprah ◽

I.O. Mensah ◽

J. A. Akresi

Keyword(s):

Performance Evaluation ◽

Linear Regression ◽

Multiple Linear Regression ◽

Multivariate Adaptive Regression Splines ◽

Regression Splines ◽

Cartesian Coordinates ◽

Geodetic Coordinates ◽

Adaptive Regression ◽

Adaptive Regression Splines

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Boosted regression trees, multivariate adaptive regression splines and their two-step combinations with multiple linear regression or partial least squares to predict blood–brain barrier passage: A case study

Analytica Chimica Acta ◽

10.1016/j.aca.2007.12.033 ◽

2008 ◽

Vol 609 (1) ◽

pp. 13-23 ◽

Cited By ~ 18

Author(s):

E. Deconinck ◽

M.H. Zhang ◽

F. Petitet ◽

E. Dubus ◽

I. Ijjaali ◽

...

Keyword(s):

Linear Regression ◽

Multiple Linear Regression ◽

Least Squares ◽

Partial Least Squares ◽

Multivariate Adaptive Regression Splines ◽

Boosted Regression Trees ◽

Regression Splines ◽

Adaptive Regression ◽

Adaptive Regression Splines

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Stock price forecasting for companies listed on Tehran stock exchange using multivariate adaptive regression splines model and semi-parametric splines technique

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2015.07.021 ◽

2015 ◽

Vol 438 ◽

pp. 625-633 ◽

Cited By ~ 17

Author(s):

Mohammad Mahdi Rounaghi ◽

Mohammad Reza Abbaszadeh ◽

Mohammad Arashi

Keyword(s):

Stock Price ◽

Stock Exchange ◽

Multivariate Adaptive Regression Splines ◽

Price Forecasting ◽

Regression Splines ◽

Stock Price Forecasting ◽

Adaptive Regression ◽

Adaptive Regression Splines

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Estimation of modified expansive soil CBR with multivariate adaptive regression splines, random forest and gradient boosting machine

Innovative Infrastructure Solutions ◽

10.1007/s41062-021-00568-z ◽

2021 ◽

Vol 6 (4) ◽

Author(s):

Chijioke Christopher Ikeagwuani

Keyword(s):

Random Forest ◽

Expansive Soil ◽

Multivariate Adaptive Regression Splines ◽

Gradient Boosting ◽

Regression Splines ◽

Gradient Boosting Machine ◽

Adaptive Regression ◽

Adaptive Regression Splines

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Prediction of transportation energy demand: Multivariate Adaptive Regression Splines

Energy ◽

10.1016/j.energy.2021.120090 ◽

2021 ◽

Vol 224 ◽

pp. 120090

Author(s):

Mohammad Ali Sahraei ◽

Hakan Duman ◽

Muhammed Yasin Çodur ◽

Ecevit Eyduran

Keyword(s):

Energy Demand ◽

Multivariate Adaptive Regression Splines ◽

Regression Splines ◽

Transportation Energy ◽

Adaptive Regression ◽

Adaptive Regression Splines

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Assessment of rockburst risk using multivariate adaptive regression splines and deep forest model

Acta Geotechnica ◽

10.1007/s11440-021-01299-2 ◽

2021 ◽

Author(s):

Deping Guo ◽

Hemao Chen ◽

Libin Tang ◽

Zhixiong Chen ◽

Pijush Samui

Keyword(s):

Multivariate Adaptive Regression Splines ◽

Regression Splines ◽

Forest Model ◽

Deep Forest ◽

Adaptive Regression ◽

Adaptive Regression Splines

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Global Optimization With Multivariate Adaptive Regression Splines

IEEE Transactions on Systems Man and Cybernetics Part B (Cybernetics) ◽

10.1109/tsmcb.2006.883430 ◽

2007 ◽

Vol 37 (2) ◽

pp. 333-340 ◽

Cited By ~ 31

Author(s):

Scott Crino ◽

Donald E. Brown

Keyword(s):

Global Optimization ◽

Multivariate Adaptive Regression Splines ◽

Regression Splines ◽

Adaptive Regression ◽

Adaptive Regression Splines

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Flexible and Robust Implementations of Multivariate Adaptive Regression Splines Within a Wastewater Treatment Stochastic Dynamic Program

Quality and Reliability Engineering International ◽

10.1002/qre.708 ◽

2005 ◽

Vol 21 (7) ◽

pp. 689-699 ◽

Cited By ~ 9

Author(s):

Julia C. C. Tsai ◽

Victoria C. P. Chen

Keyword(s):

Wastewater Treatment ◽

Dynamic Program ◽

Multivariate Adaptive Regression Splines ◽

Stochastic Dynamic ◽

Regression Splines ◽

Adaptive Regression ◽

Stochastic Dynamic Program ◽

Adaptive Regression Splines

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Performance of Multivariate Adaptive Regression Splines (MARS) in predicting runoff in mid-Himalayan micro-watersheds with limited data / Performances de régressions par splines multiples et adaptives (MARS) pour la prévision d'écoulement au sein de micro-bassins versants Himalayens d'altitudes intermédiaires avec peu de données

Hydrological Sciences Journal ◽

10.1623/hysj.53.6.1165 ◽

2008 ◽

Vol 53 (6) ◽

pp. 1165-1175 ◽

Cited By ~ 68

Author(s):

V. N. SHARDA ◽

S. O. PRASHER ◽

R. M. PATEL ◽

P. R. OJASVI ◽

CHANDRA PRAKASH

Keyword(s):

Multivariate Adaptive Regression Splines ◽

Regression Splines ◽

Limited Data ◽

Adaptive Regression ◽

Adaptive Regression Splines

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Prediction of chloride diffusion in cement mortar using Multi-Gene Genetic Programming and Multivariate Adaptive Regression Splines

Measurement ◽

10.1016/j.measurement.2017.08.031 ◽

2017 ◽

Vol 112 ◽

pp. 141-149 ◽

Cited By ~ 21

Author(s):

Nhat-Duc Hoang ◽

Chun-Tao Chen ◽

Kuo-Wei Liao

Keyword(s):

Genetic Programming ◽

Cement Mortar ◽

Multivariate Adaptive Regression Splines ◽

Chloride Diffusion ◽

Regression Splines ◽

Adaptive Regression ◽

Adaptive Regression Splines

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