Genetic-Based Market Timing Strategy in Taiwan Stock Market:An Empirical Study
碩士 === 國立雲林科技大學 === 企業管理研究所 === 86 === This study investigates market timing by genetic algorithms based trading rules in the Taiwan stock market.Namely, for the period of 1981-1996, we empirically test trading rules evolved by genetic algorithms among a set of economic and financial factors that we...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/12445379779140595450 |