tailieunhanh - Forecasting SET50 index with multiple regression based on principal component analysis

In this paper, we forecast SET50 Index (The stock prices of the top 50 listed companies on SET (Stock Exchange of Thailand)) by using multiple regression. At the same time, we consider the existence of a high correlation (the multicolinearity problem) between the explanatory variables. | Forecasting SET50 index with multiple regression based on principal component analysis