Study of the probability of change in share prices based on the value of the Babylon Hotel using logistic regression

Authors

  • Arowa Jasim Mohammad
  • Ass. prof. Dr. Wadhah Sabri Ibrahim

Keywords:

The logistic model is two-response، Kernel Estimator Method، Cross Validation Method، Stock pr ices and value traded.

Abstract

In this paper, the kernel estimator (non-parametric density estimator) method is used to estimate the two-response logistic regression model. Forensic transit method is chosen as the appropriate boot parameter (h) (bandwidth). The process of estimating and helps in the approximation and smoothing of the approach and approach to the real trend, that the goal of using the estimator is to modify the data (views) in such a way that it is possible to obtain capabilities with characteristics close to the characteristics of the real parameters, and based on economic data regarding the change in the prices of shares and the value of the Babylon Hotel in the Iraqi market for securities for a period of (72) days, by comparing the Kernel functions adopted in this research, Gaussian and Epanechnikv, and based on the MSE comparison, the kernel function (Epanechnikv) was found to be the best for obtaining the lowest value for this criterion.

Published

2022-03-22