2.1 The IPO Market
Before deciding strategies for the IPO market, we need to
study the IPO market and derive inferences from it.
·
Read about the IPO market
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Look at the performance of the IPO market
·
Study strategies
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2.2 Feature Engineering
The consideration and inclusion of all factors affecting the
market is called feature engineering. Modeling this is as important as the data
used in building the model.
·
Add features. Retrieve data.
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Tidy up the underwriter data. Add final
features.
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Transform data into matrix form
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2.3 Binary Classification
Instead of giving the value of the return, you can predict
the IPO for a trade you will buy or not buy. The model used is logistic
regression.
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Apply logic regression to the data
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Split data into training and testing datasets.
Fit the model.
·
Evaluate the model
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2.4 Feature Importance
It is important to know which features will make the
offering successful. You can find that out in this section.
·
Examine coefficients for logistic regression.
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Fit random forest classifier.
·
Evaluate summary
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Section 3
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