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Line 25: ===Rule-based system=== For example, Quintana<ref>{{cite ~~journal~~book\|last=Quintana\|first=David \|author2=Cristóbal Luque \|author3=Pedro Isasi\|title=Proceedings of the 7th annual conference on Genetic and evolutionary computation \|chapter=Evolutionary rule-based system for IPO underpricing prediction \|~~journal~~date=~~In Proceedings of the~~ 2005 ~~Conference on Genetic and Evolutionary Computation (GECCO '05)~~\|year=2005\|pages=983–989\|doi=10.1145/1068009.1068176 \|hdl=10016/4081 \|isbn=1595930108 \|s2cid=3035047 \|hdl-access=free}}</ref> first abstracts a model with 7 major variables. The rules evolved from the Evolutionary Computation system developed at Michigan and Pittsburgh: * Underwriter prestige – Is the underwriter prestigious in role of lead manager? 1 for true, 0 otherwise. * Price range width – The width of the non-binding reference price range offered to potential customers during the roadshow. This width can be interpreted as a sign of uncertainty regarding the real value of the company and a therefore, as a factor that could influence the initial return.

IPO underpricing algorithm: Difference between revisions