The Statistical Analysis of GAs-Based Trading Strategies under Dynamic Landscape
碩士 === 國立政治大學 === 應用數學系 === 87 === In this study, the performance of ordinary GA-based trading strategies are evaluated under five classes of time series model, namely, linear ARMA model, bilinear model, ARCH model, threshold model and chaotic model. The performance criteria employed are...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/81360789464491651420 |
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