首页    期刊浏览 2025年08月14日 星期四
登录注册

文章基本信息

  • 标题:Analysis of investors’ preferences in the Montenegro stock market using data mining techniques
  • 本地全文:下载
  • 作者:Kašćelan, Ljiljana ; Kašćelan, Vladimir ; Jovanović, Miomir
  • 期刊名称:Economic Research
  • 印刷版ISSN:1331-677X
  • 出版年度:2014
  • 卷号:27
  • 期号:1
  • 页码:463-482
  • DOI:10.1080/1331677X.2014.970451
  • 语种:English
  • 出版社:Juraj Dobrila University of Pula, Department of Economics and Tourism 'Dr. Mijo Mirkovic'
  • 摘要:This article analyses the preferences of different types of investors to stock characteristics in the Montenegrin stock market. The majority of papers deal with stock portfolio analysis of the institutional investors. Since the number of individual investors in the Montenegrin market is much higher, the analysis of their trading behaviour is also very significant. In this article, using data mining techniques, we tested trading behaviour with stocks for both types of investors. We prove that data mining techniques, such as logistic regression, clustering and ecision trees, provide good results in this type of analysis. The analysis may be useful to the future investors, brokers and stock exchange.
  • 关键词:stock trading preferences; stock characteristics; investor features; logistic regression; decision trees
国家哲学社会科学文献中心版权所有