The treatment of multicollinearity in repeated trading model to construct the composite index:A solution based on parameter improvement

XIE Ruoqing, JIANG Guolin

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (6) : 1434-1447.

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Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (6) : 1434-1447. DOI: 10.12011/SETP2021-3007

The treatment of multicollinearity in repeated trading model to construct the composite index:A solution based on parameter improvement

  • XIE Ruoqing1,2, JIANG Guolin1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(6): 1434-1447 https://doi.org/10.12011/SETP2021-3007

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