| dc.contributor | 金融系 | |
| dc.creator (作者) | 羅秉政 | |
| dc.date (日期) | 2024-10 | |
| dc.date.accessioned | 7-Apr-2026 13:17:42 (UTC+8) | - |
| dc.date.available | 7-Apr-2026 13:17:42 (UTC+8) | - |
| dc.date.issued (上傳時間) | 7-Apr-2026 13:17:42 (UTC+8) | - |
| dc.identifier.uri (URI) | https://ah.lib.nccu.edu.tw/item?item_id=181942 | - |
| dc.description.abstract (摘要) | The main research output of this project is a boosted tree model that accounts for asymmetric cost of prediction error. While the performance of the model is empirically tested on analyzing stock prices, it can also be used to model other asset prices. | |
| dc.format.extent | 116 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | 國家科學及技術委員會, NSTC112-2410-H004-133, 112.08-113.07 | |
| dc.subject (關鍵詞) | 效率市場; 會計資訊之價值攸關性; 梯度提升樹模型; 非對稱損失函數 | |
| dc.subject (關鍵詞) | Market efficiency; value relevance of accounting information; boosted tree; asymmetric loss function | |
| dc.title (題名) | 非對稱預測誤差成本與股票價格的橫斷面分析 | |
| dc.title (題名) | Asymmetric Cost of Prediction Error and the Cross Section of Stock Prices | |
| dc.type (資料類型) | report | |
